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Get BuySell Volume

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    Get BuySell Volume

    Hi, I'm trying to get the buy and sell volume in order to build an indicator. (I'm following this link: https://ninjatrader.com/support/help...sellvolume.htm). But when I try to get the buy or the sell volume, it returns me 0 everytime

    Here's my code:

    HTML Code:
            protected override void OnStateChange()
            {
                if (State == State.SetDefaults)
                {
                    Description                                    = @"Enter the description for your new custom Indicator here.";
                    Name                                        = "CummulativeDelta";
                    Calculate                                    = Calculate.OnEachTick;
                    BarsRequiredToPlot                            = 1;
                    IsOverlay                                    = true;
                    DisplayInDataBox                            = true;
                    DrawOnPricePanel                            = true;
                    DrawHorizontalGridLines                        = true;
                    DrawVerticalGridLines                        = true;
                    PaintPriceMarkers                            = true;
                    ScaleJustification                            = NinjaTrader.Gui.Chart.ScaleJustification.Right;
                    //Disable this property if your indicator requires custom values that cumulate with each new market data event.
                    //See Help Guide for additional information.
                    IsSuspendedWhileInactive                    = true;
                    AddPlot(Brushes.Blue, "CumulativeDelta");
                }
                else if (State == State.Configure)
                {
                }
            }
    
            protected override void OnBarUpdate()
            {
                if (Bars == null || CurrentBar == 0)
                    return;
    
                if (Bars.IsLastBarOfSession)
                {
                    cumulativeDelta = 0.0;
                    previousDelta = 0.0;
                }
    
                //double currentDelta = (Volume[0] - Volume[1]) * (Close[0] > Open[0] ? 1 : -1);
                double currentDelta = BuySellVolume().Buys[0] - BuySellVolume().Sells[0];
                Print(BuySellVolume().Buys[0]);
                double deltaDifference = currentDelta - previousDelta;
                cumulativeDelta += deltaDifference;
                previousDelta = currentDelta;
    
                Value[0] = cumulativeDelta;
            }​
    Can anyone give me a hand?

    Thanks

    #2
    Hello speedytrade02,

    Are you testing in realtime? The buy sell volume indicator requires using OnMarketData so it would only produces 0's for historical bars. In realtime you can value as it builds.
    JesseNinjaTrader Customer Service

    Comment


      #3
      Hi Jesse, thanks for the rapid response, I've been using playback connection and now I've changed to simulated data feed and working fine. Thanks!

      Comment

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