volume up down read value

[f.saeidi]

hi
i want to read volume up down value in below script.
but i guess its shows only when bar is green and dont work for red bar.
how can solve it?

region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Indicators in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Indicators
{
public class VoUpDown : Indicator
{
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Indicator here.";
Name = "VoUpDown";
Calculate = Calculate.OnBarClose;
IsOverlay = true;
DisplayInDataBox = true;
DrawOnPricePanel = true;
DrawHorizontalGridLines = true;
DrawVerticalGridLines = true;
PaintPriceMarkers = true;
ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
//Disable this property if your indicator requires custom values that cumulate with each new market data event.
//See Help Guide for additional information.
IsSuspendedWhileInactive = true;
}
else if (State == State.Configure)
{

AddDataSeries(null, BarsPeriodType.Second, 10);



}
}

protected override void OnBarUpdate()
{
if (CurrentBars[0] < 5|| CurrentBars[1] < 5 )

return;


if (BarsInProgress ==1) //multi time 10 sec

{

double value = VolumeUpDown()[0];
Print("The current Volume value is " + value.ToString());


}








//Add your custom indicator logic here.
}
}
}

region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private VoUpDown[] cacheVoUpDown;
public VoUpDown VoUpDown()
{
return VoUpDown(Input);
}

public VoUpDown VoUpDown(ISeries<double> input)
{
if (cacheVoUpDown != null)
for (int idx = 0; idx < cacheVoUpDown.Length; idx++)
if (cacheVoUpDown[idx] != null && cacheVoUpDown[idx].EqualsInput(input))
return cacheVoUpDown[idx];
return CacheIndicator<VoUpDown>(new VoUpDown(), input, ref cacheVoUpDown);
}
}
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.VoUpDown VoUpDown()
{
return indicator.VoUpDown(Input);
}

public Indicators.VoUpDown VoUpDown(ISeries<double> input )
{
return indicator.VoUpDown(input);
}
}
}

namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.VoUpDown VoUpDown()
{
return indicator.VoUpDown(Input);
}

public Indicators.VoUpDown VoUpDown(ISeries<double> input )
{
return indicator.VoUpDown(input);
}
}
}

#endregion

[NinjaTrader_ChelseaB]

Hello f.saeidi,

For the down volume use the DownVolume plot

Print(VolumeUpDown().DownVolume[0]);

For the up volume use the UpVolume plot.

Print(VolumeUpDown().UpVolume[0]);

[f.saeidi]

Is this volume show buy and sell volume
Or its only show total volume base on level 2 data?

[NinjaTrader_ChelseaB]

Hello f.saeidi,

If the close is greater than the open the volume is added to the UpVolume plot. If the close is less than the open the volume is added to the DownVolume plot.

This is level I market data only and is not level II market depth.

[f.saeidi]

Which indicator show real buyer and seller volome?

[NinjaTrader_ChelseaB]

Hello f.saeidi,

Many users use the Order Flow Volumetric bars or Order Flow Cumulative Delta to show ask and bid volume.

[f.saeidi]

Can you tell me which indicators work with level 2 data in total that show real market events and what happen in the market?

[NinjaTrader_ChelseaB]

Hello f.saeidi,

The Jtrealstats indicator on the User App Share uses Level II data.

https://ninjatraderecosystem.com/user-app-share-download/jtrealstats-realtime-level-ii-tick-volume/

I am also including a link to the help guide with an example of working with Level II data.

https://ninjatrader.com/support/helpGuides/nt8/creating_your_own_level_ii_dat.htm

[f.saeidi]

Am I right?
I fact many indicators in ninja is unusefull and don't show market facts?
If not which ones are useful and shows market facts?

[NinjaTrader_ChelseaB]

Hello f.saeidi,

If you are referring to Level II market depth, there are not many indicators I am aware of that use this.

This thread will remain open for any community members that know of other Level II indicators who would like to share.

[f.saeidi]

Are you have any advise which indicator can show exact point for buy and sell point?
So I focus for that section script.
Thnx

[NinjaTrader_ChelseaB]

Hello f.saeidi,

Level II market depth data is working orders. Level I market data is where trades are occurring. If the last market update is at the bid, the orders included in that update were sell orders, if the last market update is at the ask the orders included in that update where buy orders. Market data provided from the exchange does not show individual trades, but the volume of executions at the ask or bid.

[f.saeidi]

Thnx for your notes.
Any link can help me with more examples that explain how exactly market depth work and how can I understand it deeply?
Thnx

[NinjaTrader_ChelseaB]

Hello f.saeidi,

Below is a link to investopedia on Market Depth.
https://www.investopedia.com/terms/m/marketdepth.asp
https://www.investopedia.com/terms/d/depth-of-market.asp