Count bar price levels OnMarketData / On Render

[Rosario]

Hello everyone

I am working on a script using OnMarketData to collect ask, bid and volume and I use them before in OnRender to calculate delta, volume, etc...
Now, I would like to count the number of price levels in each bar (range).

Any idea how can I get this?

Thanks in advanced

[NinjaTrader_BrandonH]

Hello Rosario,

Thank you for your post.

You could loop through High[0] and Low[0] by TickSize within OnMarketData() and count the price levels within the range of a bar. For example, the loop would look something like this.

if(marketDataUpdate.MarketDataType == MarketDataType.Last)
{

    int count = 0;
    for (double i = High[0]; i >= Low[0]; i -= TickSize)
    {
        count++;
    }
    Print(CurrentBar + " High[0] " + High[0] + " Low[0] " + Low[0] + " count: " + count);
}

See the attached example script which demonstrates how to accomplish this.

Also, see the help guide documentation below for more information.
OnMarketData() - https://ninjatrader.com/support/help...marketdata.htm
TickSize - https://ninjatrader.com/support/help...t_ticksize.htm

Let us know if we may assist further.