Volumetric Info

[ClFil]

Hi, i want to develop an indicator who plot a dot when in a down bar the second-last Ask level by the low of the bar(in the volumetric bars) is 0 and/or in an up bar the second-last bid level by the top of the bar is 0. It is possible to do? How can i write the second-last as code in the editor? Thanks.

[NinjaTrader_Jesse]

Hello ClFil,

Thank you for the post.

To access the volumetric information you can see the following link, some specific syntax is needed to access that type of data.

https://ninjatrader.com/support/helpGuides/nt8/order_flow_volumetric_bars2.htm?zoom_highlightsub=volumetric

Regarding the second-last ask level, you can gather the ask volume for each price level however I am not certain how you could determine it was the second to last level. The levels are not in a collection to where we would know the order of the levels. We can also only gather the volume from specific levels but would not be aware of the prices that contribute to the volumetric display.


I look forward to being of further assistance.

[ClFil]

Hi, so how can i gather the volume from a spefic bid or ask level?

[NinjaTrader_Jesse]

Hello ClFil,

You can use the methods

GetAskVolumeForPrice and GetBidVolumeForPrice to access the volume's at a certain price.

These are shown in the prints in the example, they use a single price in the example of Close[0].


I look forward to being of further assistance.

[ClFil]

So i can write GetAskVolumeForPrice asking for the low of a down bar; so if i write GetAskVolumeForPrice for low adding [1] i should have the second-last ask volume right?

[NinjaTrader_Jesse]

Hello ClFil,

No not quite, Low[1] is just the previous bars low price. That is not specifically the second to last ask that the volumetric is displaying but would just be the low price of 1 bar ago. The GetAskVolumeForPrice is just looking for a price so we would not know what level in the list of asks that price actually is. If you are seeing that consistently the Low[1] is the second to last level you could try using Low[1].


I look forward to being of further assistance.