GetCurrentBid vs GetCurrentAsk on T&S AND OTHER

[ballboy11]

I creaated an indecator for searching blocks realtime but i am confused in one area

I have getgetcurrentbid and get current ask but sometimes it is neither, what are the other volume criteria. ?

[NinjaTrader_JoshG]

Hello ballboy11,
Thanks for your post.

What do you mean by "sometimes it is neither"? Are you not getting values for those methods in some cases?

There is also no volume criteria for these methods that I am aware of. Even when volume is low there should be a current ask/bid price.

I look forward to your reply.

[ballboy11]

Basically i check if the block volume is greater than my parameter then i do this condition. the weird thing i thought it would only give ask or bid but sometimes it gives neigher and i have to print just volume. check the picture below



if(Close[0] == GetCurrentBid())

{
// print bid volume
}
else
if(Close[0] == GetCurrentAsk())

{
// .print ask volume
}

else
{

// print volume
}

[NinjaTrader_JoshG]

Hello ballboy11,

What Calculate setting are you using?

I would not expect you to see this if you are using OnEachTick.

I look forward to your reply.

[ballboy11]

Yes I am on Each tick that is the weird thing.

[NinjaTrader_JoshG]

I see the same thing. I think what's happening is Ask/Bid is changing in between getting a Last price. You may be able to compare these values more accurately by storing them as variables.

I also recommend take a look at the code for the NinjaTrader built-in VolumeProfiles indicator. It uses sorted dictionaries to accomplish what I think you are looking for.