Bid/Ask imbalence from volumetric chart in script

[Johnny90]

Hello NinjaTrader Team,

I'm wondering how to get Bid/Ask imbalence levels from Volumetric Chart in NinjaScript?

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

Best regards,
Johnny

[NinjaTrader_Jesse]

Hello Johnny90,

Thank you for the post.

Currently the imbalance is not exposed for NinjaScript, we do have a feature request in place for that which I have added your vote to: SFT-3586

I look forward to being of further assistance.

[kumaresh11live]

I thought strategy Builder can not access Imbalance, but NinjaScript can access orderflow+ and imbalance. is that not right

[NinjaTrader_Jesse]

Hello kumaresh11live,

You are correct about the builder however that applies across the board for the orderflow items, they just cannot currently be used with the builder.

Some of the orderflow is available in manual coding, mainly the
›Order Flow Cumulative Delta
›Order Flow Volumetric Bars
›Order Flow VWAP

https://ninjatrader.com/support/helpGuides/nt8/indicators.htm

https://ninjatrader.com/support/helpGuides/nt8/order_flow_volumetric_bars2.htm

The volumetric bars specifically don't have the imbalance options exposed, it looks like that is part of the chartstyle which is not exposed in a supported way at this time.

I look forward to being of further assistance.

[kumaresh11live]

Jesse
thk you

[music_p13]

Hello, any plans to expose volumetric data in custom bars (like custom renkos)?

Thanks

[NinjaTrader_Jesse]

Hello music_p13,

Nothing that has been announced, currently the volumetric is a bars type of its own with its own options so it would need to be the primary or you would need to use AddDataSeries to use it as a secondary.

Please let me know if I may be of further assistance.

[emuns]

Hello kumaresh11live,

You are correct about the builder however that applies across the board for the orderflow items, they just cannot currently be used with the builder.

Some of the orderflow is available in manual coding, mainly the
›Order Flow Cumulative Delta
›Order Flow Volumetric Bars
›Order Flow VWAP
https://ninjatrader.com/support/help...indicators.htm

https://ninjatrader.com/support/help...tric_bars2.htm

The volumetric bars specifically don't have the imbalance options exposed, it looks like that is part of the chartstyle which is not exposed in a supported way at this time.

I look forward to being of further assistance.

Hello,

so it means that there is no way how to work with the imbalances in a script? My goal is to create an indicator!

It should be possible to set the ratio and minimum delta for imbalance. I suppose that I can compare GetAskVolumeForPrice(double price) with GetBidVolumeForPrice(double price). But how to set that I can compare bid and ask diagonally?

Thank you.
emuns

[NinjaTrader_Jesse]

Hello emuns,

Thats correct, at this time that would not be exposed in any meaningful way. You can try to calculate it however I don't know of any existing example of that to reference here. As for your question, what do you mean diagonally? Do you mean at the same price?

I look forward to being of further assistance.

[emuns]

Hello Jesse,

I meant that you can set Imbalance mode to Horizontal or Diagonal.
I really wonder that such a crucial thing is impossible in super, mega, extra NT8
Please add my vote for feature request SFT-3586.

Thank you
emuns

[Alejandromh]

Hello Johnny90,

Thank you for the post.

Currently the imbalance is not exposed for NinjaScript, we do have a feature request in place for that which I have added your vote to: SFT-3586

I look forward to being of further assistance.

Good day, please add my vote to SFT-3586.

Thanks a lot,

[NinjaTrader_ChelseaB]

Hello emuns and Alejandromh,

Your votes have been added to SFT-3586.

Please note, we receive many requests and cannot reasonably implement all requested features or changes. Interest is tracked internally and if enough interest is tracked, it would be weighed against how feasible it would be to make those changes to consider implementing, so we cannot offer an ETA or promise of fulfillment.

When new features are implemented, they will be listed in the Release Notes page of the Help Guide. The ID number may be different than the internal feature request tracking ID, but the description of the feature will let you know if that feature has been implemented.

Release Notes - https://ninjatrader.com/support/help...ease_notes.htm