i am wondering what the best approach to program a custom bar would be?
Let say i would like to build a bar that would keep bid/ask volume separated and that would respect diagonal prices from the market (not that horizontal stuff that is offered across the platform).
In the OnDataPoint() ( http://ninjatrader.com/support/helpG...ndatapoint.htm ) reference i can only get the total volume of bid/ask. It looks like i would need to build two bars, one for bid and one for ask, and connect them somehow. Maybe via the Multi- Time Frame & Instruments Method ( http://ninjatrader.com/support/helpG...nstruments.htm ) .
Does not seem very convenient to me after all.
What would be the best way to get this done?
Thanks for your help.
Regards,
JenZi
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