How to make an indicator using ninja script that when there are X contracts missing for a price level then executes a market buy order.
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Reading contract numbers by price levels
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Reading contract numbers by price levels
Hello friends,
How to make an indicator using ninja script that when there are X contracts missing for a price level then executes a market buy order.Tags: None
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Hello Rheiverson,
Thank you for your post.
What are you referring to as "X contracts missing?" How do you plan to calculate/determine the contract amount and what contracts are considered to be missing? Also, do you plan to do this from an indicator or from a strategy script? You refer to indicator and posted this in the indicator development thread, though executing a market buy order would typically be done in a strategy unless you plan to utilize the Account class and submit orders from an indicator script. Please clarify and provide an example of what you are looking for so I may better understand and assist you.
I look forward to your clarification.Emily C.NinjaTrader Customer Service
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Originally posted by Rheiverson View PostIn example for image price is 4774,00 To move up to the next level you will have to consume the remaining 78 contracts. I want you to make a market purchase when there are less than 5 contracts left at this level.
Thank you for your reply.
The values you are referring to in the SuperDOM, such as the 78 contracts, require Level II data. We have a reference sample of how to create your own level II data book by accessing market depth in an indicator here:
You could expand on this idea to create conditions that place a market order when a certain amount of market depth is detected.
Please let us know if we may be of further assistance.Emily C.NinjaTrader Customer Service
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