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Partner 728x90

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ticks per level

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    ticks per level

    Is there a function to call the ticks per level from ninjascript easily?
    The indicators I have developed do not show correct results when I change this parameter​
    Attached Files

    #2

    Hello franki,

    If you are asking how to specify this from AddVolumetric(), there is a parameter for this.
    AddVolumetric(string instrumentName, Data.BarsPeriodType baseBarsPeriodType, int baseBarsPeriodTypeValue, Data.VolumetricDeltaType deltaType, int tickPerLevel)


    If you are asking about using Volumetric bars in the code, there is a note on this in the help guide for GetMaximumVolume().
    "For scenarios where Ticks per level is greater than 1, this method will return the lowest price - with Ticks per level known, the remaining prices in the result cell could be custom calculated if desired."


    You can loop by the BarsPeriod.Value to loop by the TicksPerLevel
    Code:
    NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType barsType = BarsArray[BarsInProgress].BarsType as
    NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType;
    
    if (barsType == null)
    return;
    try
    {
    for (double rowPrice = High[0]; rowPrice >= Low[0]; rowPrice -= [B]TickSize * BarsPeriod.Value[/B])
    {
    double price;
    Print("\r\nrowPrice: " + rowPrice);
    Print("Delta for Close: " + barsType.Volumes[CurrentBar].GetDeltaForPrice(rowPrice));
    Print("Bid for Close: " + barsType.Volumes[CurrentBar].GetBidVolumeForPrice(rowPrice));
    Print("Ask for Close: " + barsType.Volumes[CurrentBar].GetAskVolumeForPrice(rowPrice));
    }
    }
    Chelsea B.NinjaTrader Customer Service

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