Is it possible to build Market internals in Ninja? (DAX40)

Granit51

Junior Member

Join Date: Feb 2025

Posts: 1
#1

Is it possible to build Market internals in Ninja? (DAX40)

02-27-2025, 01:12 PM

I want to build my own market internals from a basket of stocks that I choose. Especially TICK (uptick minus downtick) and UVOL - DVOL with 40 stocks that I have live data for. Is it possibel at all and are there any articels / videos anyone can recomend it would be greatly appreciated!?

Thanks
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NinjaTrader_ChelseaB

NinjaTrader Customer Service

Join Date: Dec 2012

Posts: 25068
#2

02-27-2025, 01:25 PM

Hello Granit51,

Welcome to the NinjaTrader forums!

This would not be possible to create as part of the market data stream, but you could create an indicator that calculates this value and supplies this as a plot.

Examples of a plot made from subtracting two instruments are the AdvanceDecline and Spread indicators.

Advance Decline - NinjaTrader Ecosystem

https://ninjatraderecosystem.com/user-app-share-download/advance-decline/

NYSE Advancing Issues/Declining Issues Uses historical tick data to calculate the ^ADV index minus the ^DECL index to give a simulation of the ^ADD index. Requires a data feed that supports indexes and provides data for the ^ADV (NYSE Advancing Issues) and ^DECL (NYSE Declining Issues). Update June 16th, 2020 – Corrected stroke attributes to […]

Spread Indicator With Candlesticks - NinjaTrader Ecosystem

https://ninjatraderecosystem.com/user-app-share-download/spread-indicator-with-candlesticks-2/

This is a conversion of the Spread Indicator with Candlesticks. Please contact the original author for any questions or comments.

Also, below is a link to a support article with helpful resources on getting started with C# and NinjaScript.

Help

https://support.ninjatrader.com/s/article/Developer-Guide-Getting-Started-with-NinjaScript

Chelsea B.NinjaTrader Customer Service
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Is it possible to build Market internals in Ninja? (DAX40)

Is it possible to build Market internals in Ninja? (DAX40)

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