Strategy using top of book

[orenshkol]

Hello,
I want to write a strategy that uses top of book data (the book size at Bid/Ask) to make decisions, but I can't seem to find any documentation on this, please help.

[NinjaTrader_AlanP]

Hello orenshkol,

Thank you for your note.

Below is a link to a custom sample which demonstrates how to access order book details such as the bid/ask.

https://ninjatrader.com/support/forum/showthread.php?t=5965

Please let us know if you need further assistance.

[orenshkol]

Thank you for your reply.

Is it possible to use custom events with other triggers beside time? for example if I want to trigger event on any Bid or Ask price change?

[NinjaTrader_AlanP]

Hello orenshkol,

Yes, the example I provided demonstrates how an if statement could be used to run certain action if the last update was a bid or ask.

You would want to write your if statement under,

protected override void OnMarketDepth(MarketDepthEventArgs e)

Please let us know if you need further assistance.