Volumetric script access filter size

[tonynt]

Hello,
I want to ask please how one can use the added volumetric dataseries in a script script same as it is possible with orderflowcumulativedelta with filtersize! I can work with bids and asks of volumetric and also with delta of the bars but I didnt find how to add/use volumetric with sizefilter.

Thank you!
Tony

[NinjaTrader_PaulH]

Hello tonynt,

Thanks for your post.

The only filter on the Volumetric bars relates to the display and would not be available for a script loaded bars.

You can implement your own filter by checking the returned values you are looking at compared to a filter size/variable you create for this purpose.

For example:

if (barsType.Volumes[CurrentBar].CumulativeDelta > myFilter ) // myFilter would be a variable used to set a filter size
{
Print("Cumulative delta (bar): " + barsType.Volumes[CurrentBar].CumulativeDelta);
}

[tonynt]

Hello Paul,

thank you for your reply. Yes, this is clear, but the sizefilter in volumetric dataseries is referring to the ticks/trades and not to the cumulativeDelta of bar. Right? This is what I mean, to use in the script the volumetric with eg sizefilter 10.

Thank you!
Tony

[NinjaTrader_PaulH]

hello tonynt,

Thanks for your reply.

I looked at the wrong information, you can specify the filter size when you use AddVolumetric(): https://ninjatrader.com/support/help...volumetric.htm Specifically this overload: AddVolumetric(string instrumentName, Data.BarsPeriodType baseBarsPeriodType, int baseBarsPeriodTypeValue, Data.VolumetricDeltaType deltaType, int tickPerLevel, int sizeFilter, string tradingHoursName, bool? isResetOnNewTradingDay)