Uptick/Downtick and Bid/Ask Volume

[Zeos6]

Is there a way I can get access to uptick and downtick volume information during OnBar Update? I am also looking for bid and ask volume information. Any help would be greatly appreciated. Thank you.

[NinjaTrader_PatrickH]

Hello Zeos6,

Thank you for your post.

Can you provide further detail on what you are referring to as the Up and Down Tick on Volume?

For Bid and Ask Volume please visit the following links:

• GetCurrentBidVolume(): http://ninjatrader.com/support/helpG...tbidvolume.htm
• GetCurrentAskVolume(): http://ninjatrader.com/support/helpG...taskvolume.htm

I look forward to your response.

[Zeos6]

Thank you very much for the bid/ask vol references Patrick.

As to the up/down tick info, ...

UpTick should give me the number of ticks on a bar whose value is higher than the tick immediately preceding it on tick charts and the Up volume of a bar when Volume is used for the chart.
For example, on intraday charts,Uptick should be 5 if there were 5 ticks on a bar whose value was higher than the tick immediately preceding it. Should give total vol on Day or greater charts.

Likewise, DownTick should give the number of ticks on a bar whose value is lower than the tick immediately preceding it on tick charts and the Down volume of a bar when Volume is used for the chart. For example, DownTick should be 12 5 if there were 12 ticks on a bar whose value was lower than the tick immediately preceding it.

[NinjaTrader_PatrickH]

Hello Zeos6,

Thank you for your response.

You could use Bars.TickCount to get the number of ticks in a bar, however this count is not tracked historically so this would only work on real-time bars.

I am not sure how the volume factors into this based on your description, perhaps you could provide further details or an example/screen shot?

I look forward to your response.

[Zeos6]

Hi Patrick,

Not sure what I can say in addition except that this is standard stuff if you are going to build a Cumulative Delta type indicator. Do you have any info or code samples related to Cumulative Delta that I could look at? Thanks.

[tradesmart]

Do you have any info or code samples related to Cumulative Delta that I could look at? Thanks.

http://ninjatrader.com/support/forum/local_links_search.php?action=show&userid=20856&sort=d

Sim22 has uploaded "Delta Package V2" which probably demonstrates what you're looking for.