Order Flow Bid Ask

[88martin88]

Hello, First of all, I´m going to apologyse for my English. I want to know if it is possible that Ninja Trader add a way to see the oderflow bars as a "Bid ask Volume Profile" . This way in each cluster, it shows the colour of who wins the battles as well as in each cundle, it highlights the cluster with the bigger volume. ¿Is it possible?

[NinjaTrader_Jim]

Hello 88martin88,

Thanks for your post.

We do have options in Order Flow Volumetric Bars to be able to display imbalances as a profile, and we do allow shading and highlighting to better see areas where there is more volume. An example can be seen in the Help Guide along with further information on configuring the Volumetric Bars.

https://ninjatrader.com/support/helpGuides/nt8/index.html?order_flow_volumetric_bars.htm#OrderFlowVolumetricOverview

The profile is displayed with Bid/Ask split so it may not be exactly what you are looking for. We could request an option for a combined profile if you would like.

If you would like to build an indicator that accomplishes this, it would be possible by analyzing the Bid/Ask volume in the bar and then using SharpDX to draw the profile over the bar. The indicator attached can demonstrate how a single tick data series can be added for volume analysis. This could be used as a starting point. Bid/Ask can be fetched from the Last tick (added data series) with BarsArray[1].GetBid and BarsArray[1].GetAsk.

To get more acquainted with SharpDX rendering, please see the Help Guide article below, and please see the SampleCustomRender indicator that comes with NinjaTrader.

https://ninjatrader.com/support/helpGuides/nt8/?using_sharpdx_for_custom_chart_rendering.htm

We look forward to assisting.