Peak volume price delta

[angelis]

I would like to ask if you can calculate the delta volume peak in ninjatrader. Every day on the chart tick by tick the peak that is generated must indicate whether the higher volumes are positive or negative. Sorry my english. Thank you.

[NinjaTrader_AlanP]

Hello angelis,

Would you please be able to provide more detail on what you mean by "delta volume peak", perhaps a link to some information explaining it? Also, I'm unsure what you mean by positive or negative volume.

I look forward to your reply.

[angelis]

The peak volume of intraday volumes on a price level if it is formed with more exchanges in ask or bid.
Exemple: Eurostoxx50 today peak volume is at price 3.493. On this level (3.493) the difference of contracts buy and contract sell is positive (buy > sell) or negative (buy<sell).
Sorry, but I have study english at school twenty years ago

[NinjaTrader_AlanP]

Hello angelis,

Yes, it would be possible to build an indicator which records the ratio of trades made at the bid or ask, at a given price. Per your request I can provide some samples which would help you build this, however this would require coding knowledge.

An indicator similar may exist on our forum and I would encourage you to look through the indicators listed there to see if it already exists; please see the following link,

http://ninjatrader.com/support/forum/local_links.php?catid=7

Please let us know if you need further assistance or would like some samples.