Customizing Order Flow Volumetric Bar Type possible?

[mbwh1989]

Hi,

I really like the Footprint / Volumetric Bars in Ninja, but I would like, for example, to display the total Volume "inside" the bid / ask-table, for example as an overlay. So I wonder if there is an code-example how I could use the already existing volumetric bars and modify the display for my needs. I would like to do this based on this bar type and not as a custom indicator to reduce calculation / loading times, and since I only want to chance "cosmetics" I would love to be able to "reuse" the already existing bar type. Can I simply "inherit" the bar type and modify the way volume is displayed, for example?

I attached a screenshot from the settings I currently use to display the bars to clarify what I mentioned above.
I own a lifetime license, btw. and I am not sure whether this is the right subforum, so please move this thread if needed. Thanks in advance!

[NinjaTrader_ChrisL]

Hi mbwh1989, thanks for posting. The OrderFlow Volumetric bars are closed source, so that will not be available to read in the NinjaScript editor. The OrderFlow Volumetric bars are accessible through scripts though, so you can call AddVolumetric() and use all of the data from the volumetric bars. The only challenging part after that would be rendering the display using SharpDX. For a full example on using OnRender and SharpDX see the built in example indicator "SampleCustomRender". Here is more info on adding a Volumetric Series to your script:

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

https://ninjatrader.com/support/forum/forum/ninjatrader-8/indicator-development/106297-can-volumetric-bars-be-added-as-a-second-data-series

Kind regards,
-ChrisL

[mbwh1989]

Thank you very much Chris, I will see where that will me lead to