Q about OMD

[imalil]

I run a custom indicator that references L2 data in OMD. It goes to each price level, calculates, using bid/ask, and holds my calculated value, goes to the next price level, does the same until the bar completes, then goes to OBU, where I have a variable that calls this value for the bar. I use calc on bar close, tick charts and don't use tick replay. Everything works fine.

What I want to do but don't know how is isolate my calculated value in a specific price level, assign this to an OMD variable, then, in OBU, assign this to a different variable and call it--just like I do for the bar, but for the price level.

For example, if a bar had 10 price levels, 1 being highest and 10 being lowest, I could identify my value in any one of those 10 bid price levels and 10 ask price levels and know where it occurs in the bar.

Is there a function that can help me do this? Can I get an example, place to look, etc.?

Thank you.

[NinjaTrader_AlanP]

Hello imalil,

Thank you for your note.

There is a reference example Creating your own Level II data book which demonstrates getting the values of the book.

http://ninjatrader.com/support/forum/showthread.php?t=3478

I have modified the above example to show how to store the volume values when the ask equals a specific price. With this method you are able to go back and reference x bars ago.

Please let us know if you need further assistance.