Custom Bar types

[NickyD]

Hi,

I am trying to understand how to go about making my own volumetric type bars. I've been reading through the BarsType/ChartType pages and I don't see how I can create a bar type that contains data points besides OHLC & Volume. Is this possible? Is there documentation or a sample somewhere I can look at to see this in action?

(For instance, if I am trying to display the order flow imbalances per price level).

[NinjaTrader_ChrisL]

Hello, thanks for writing in. The bid and ask information is provided in the OnDataPoint parameters:
protected override void OnDataPoint(Bars bars, double open, double high, double low, double close, DateTime time, long volume, bool isBar, double bid, double ask)

The OrderFlow+ tools are not open source, so I am not able to provide any insight on how they function internally (I have never seen the code for it either). They most likely function by keeping a dictionary object updated with key/value pairs to store the bid and ask data at each price level. Here is one example that gets close to the concept but its a SuperDOM Column from community contributorgemify

https://ninjatraderecosystem.com/user-app-share-download/free-orderflow-ladder-superdom-column/

Kind regards,
-ChrisL

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[NickyD]

Ok, I guess the part I was missing is that if I want a bar type to have something other than OHLC,Volume, last bid/ask price, I can store that data myself in a custom object and then make that object available via a public function. And then I can access whatever is in that object in the OnRender of a custom Chart Style. That's a valid solution, right?

[NinjaTrader_ChrisL]

Hi Nicky, that is exactly correct. You will need to set DefaultChartStyle to your custom chart style

this.DefaultChartStyle = (Gui.Chart.ChartStyleType)x; //where x is the integer value assigned to your custom ChartStyle.

And make sure the chart style can access the custom data structure through the chartBars.Bars object.

[NickyD]

Ok, Thanks.