The indicators I have developed do not show correct results when I change this parameter
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Partner 728x90
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ticks per level
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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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