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Bid /ask Volume at High or Low of Bar
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Bid /ask Volume at High or Low of Bar
Hello, I'm fairly new to programming and I am having little trouble on the last step of my indicator. I am trying to find a way to get the bid and ask volume separate on a bar high when it closes. I don't need the total volume just the high and vise versa the low depending on which way closes. Just need a little push in the right direction. Any help will be greatly appreciated. Thank you.Tags: None
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Hi wint3, thanks for your post and welcome to the forum.
A high bar or low bar can be identified like so:
Code:if(Close[0] > Open[0]) { //High Bar double HighBarVolume = Volume[0]; } if(Close[0] < Open[0]) { //Low Bar double LowBarVolume = Volume[0]; }
Chris L.NinjaTrader Customer Service
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Hello Chris. Unfortunately it didn't. I uploaded a picture of a footprint chart to show what I mean. The parts I circled are the bid and ask volumes I want to be able get. Then be able to save in some separate variables to use later. Basically the bid ask/volume at a certain price level. I've been searching and I think it has something to do with OnMarketData. But I am not too familiar with process.
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Hi wint3, thanks for your reply. I understand what data you need to get now.
Look at the "BuySellVolume" indicator for an example of this. We also have a full emulation of a price ladder in an indicator here. This read level 2 information. You would just need level 1 data, so OnMarketData will suffice rather than OnMarketDepth:
Please let me know if you have any questions on this material.Chris L.NinjaTrader Customer Service
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