Number of Buy Trades and Short Trades in Orderflow

[dwrety]

Is it possible to access the number of Buy Trades and Sell Trades per bar (market orders). Please note that it's not the buy/sell volume I am asking. Volumetric Bars can track the number of trades but they can't track the number of buy/sell trades.

[NinjaTrader_BrandonH]

Hello dwrety,

Thanks for your post.

Only volume information is accessible when using Order Flow Volumetric bars, not individual trades.

You could consider using OnMarketData() if you are wanting to get the volume of trades at the ask or bid. OnMarketData() is the point where contracts are bought and sold.

See this help guide page for more information about OnMarketData() and sample code: https://ninjatrader.com/support/help...marketdata.htm

MarketDataEventArgs: https://ninjatrader.com/support/help...aeventargs.htm

The code of the BuySellVolume indicator could also be used to see how to use OnMarketData() to get the volume of trades at the ask/bid. To view the code, open a New > NinjaScript Editor window, open the Indicators folder, and double-click on the BuySellVolume file.