code signal above volumetric bar?

[hfwiley]

I would like to paint an object of choice above the volumetric bar when an imbalance of chosen quantity occurs. Could someone give an example of the code that is needed to get the imbalance data.

[NinjaTrader_ChrisL]

Hi hfwiley, thanks for writing in. The Volumetric Imbalance calculation in C#/NInjaScript code is not open source, so I can not provide the exact code for this. I did find this slideshow that has a calculation of volume imbalance here (publicly available):

http://market-microstructure.institutlouisbachelier.org/uploads/91_6%20CARTEA%20CarteaPresentationParis_2014.pdf

All of the data needed for this calculation is documented here on the Volumetric bars page:

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?order_flow_volumetric_bars2.htm

Kind regards,
-ChrisL

[hfwiley]

Thanks, would you know of a reference that has all the available syntax snipets/codes to use

[NinjaTrader_ChrisL]

Hi hfwiley, the documentation page I linked shows how you can access each piece of data available from the Volumetric bars. This is the only existing example that I know of at the moment.