Multi Time Frame BuySellDifference

[ginx10k]

Hello, I've attached a small indicator I'm working on. I'd like to make it a MultiTime Frame. I already added a 20 tick Range bar for Index[1]. The goal is to put this indicator on a small range bar like 4 tick range, and be able to read the BuySellDiff (delta) from the 20 Tick range bar. I tried BarsInProgress == 1.It didn't work. How can I assign the buys - sells from the Index[1] so that it can be read from the 4 tick small range bar chart? I know that Volumes[1][1] works fine. This seems harder to do. please help.

[NinjaTrader_Kate]

Hello ginx10k,

Thank you for your post.

What exactly is the behavior you're seeing? I'm seeing this plot historically and in real time when Tick Replay is turned on on the chart:



What is the expected behavior vs what you're seeing?

Thanks in advance; I look forward to assisting you further.

[ginx10k]

Kate, thanks for your reply.

The goal is to put this indicator on a small range bar like 4 tick range, and be able to read the BuySellDiff (delta) from the 20 Tick range bar. I tried BarsInProgress == 1.It didn't work. How can I assign the buys - sells from the Index[1] so that it can be read from the 4 tick small range bar chart? I know that Volumes[1][1] works fine. This seems harder to do. please help.

Here's a clearer example of what I'd like:

1. Lets say, if you have a 20 tick Range bar chart open lets call it, Higher Range chart , and the previous HRC bar is an upbar with a BuyVol[1] of 30.

2. Now, I open a 4 tick range bar chart lets call it Small Range chart. I want to lets say, Draw.Text(....."BuyVolume of HRC" + (hrcBuyVol).ToString()....)

3. I want to directly be able to write on the Small Range Chart that the hrcBuyVolume of the very previous HRC Up bar is = to 30.

[NinjaTrader_Kate]

Hello ginx10k,

Thank you for your note.

Some things I'd like to point out here:

First, plots are synced to the Primary data series only and cannot be synced to a secondary bar series, so you're actually chopping up that delta based on the primary series bar closes. I would use a custom series synced to the secondary data series to collect and hold your delta values.

Secondly, OnMarketData will create a subscription for each series added, even if they are the same instrument. So you're actually getting duplicate updates for each tick that comes in. You'd want to divide the buys/sells by 2 before you assign them to your custom series when BIP = 1.

I've created a simple example that illustrates creating a custom series synchronized to the added series to hold the delta information and printing the current and prior delta to the chart using Draw.TextFixed, this should get you going in the right direction.

Please let us know if we may be of further assistance to you.

[ginx10k]

That's awesome Kate. I'm going to play with this for a while. Thanks so much! Happy New Year!!