Tracking Each Candles' Transactions Value Indicator

[Uhumm]

Hello everyone.
I need an indicator that tracks times and sales list's data for each candle.

What i'm asking for is an indicator that does this:

"Multiplies contracts volume, which is shown on T&S list as it rolls, by the price which it's whether SOLD or BOUGHT.

Here is an example for better explanation:

12001.25 2
12001.25 7
12001.75 12
12003.00 9
12002.50 3
12002.50 3
12002.75 1
12002.75 1
12002.75 1
12002.75 1
12002.75 1

The Indicator does this: "(12001.25*2) + (12001.25*7) + (12001.75*12) + (12003.00*9) + (12002.50*3) + (12002.50*3) + (12002.75 *1) + (12002.75 *1) + (12002.75 *1) + (12002.75 *1) + (12002.75 *1) and sums the result"

This is what i need to track money flow on each candle.

It'll be very convenient if the summed number can be chosen to be depicted Upper/Lower/To the Right/To the Left of the candle.


Thanks.

[NinjaTrader_ChrisL]

Hi, thanks for posting.

The OrderFlow+ Volumetric bars will display a volume footprint of bid/ask data for each bar:

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

This suite of tools comes with a lifetime license of NInjaTrader 8. If interested in purchasing this, I have linked the page to purchase a license below.

(currently a sale on lifetime licenses) https://ninjatrader.com/LPs/LT-July-Promo/

To make this "from scratch" the indicator needs to collect bid/ask information from OnMarketData as the bar forms, or add a 1 tick series and gather the bid/ask data per bar. Unfortunately, there is not an existing example I can provide. One notable example to reference would be the "BuySellVolume" indicator that comes with the platform.

Kind regards,
-ChrisL

[Uhumm]

Hi, thanks for posting.

The OrderFlow+ Volumetric bars will display a volume footprint of bid/ask data for each bar:

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

This suite of tools comes with a lifetime license of NInjaTrader 8. If interested in purchasing this, I have linked the page to purchase a license below.

(currently a sale on lifetime licenses) https://ninjatrader.com/LPs/LT-July-Promo/

To make this "from scratch" the indicator needs to collect bid/ask information from OnMarketData as the bar forms, or add a 1 tick series and gather the bid/ask data per bar. Unfortunately, there is not an existing example I can provide. One notable example to reference would be the "BuySellVolume" indicator that comes with the platform.

Kind regards,
-ChrisL

Hey Chris.

I already have checked the indicator and thats not what I need.
It provides good info but not what im asking for and also huge drawback to that is that it limits chart zoom level to few candles.
I need Transactions*Volume. Buy and sales.

[NinjaTrader_ChrisL]

Hi, thanks for your reply.

The T&S window is basically a visual representation of the OnMarketData method. OnMarketData needs to be monitored during the formation of each bar to collect the data into a custom data structure. Once the bar is done forming, take the collected data and render the sum to the bar using Draw.Text(). I attached a sample to get started.

Kind regards,
-ChrisL