Strategy Development

[Roman Hrabovskyi]

Hello , I'm using volumetric bars in my strategy development , and the logic for the long position is " Enter long after 3 consecutive Ask/Bid imbalances with imbalance ratio = 2 " , can someone please help me to turn this into a code ? Thank you.

[NinjaTrader_ChelseaB]

Hello Roman Hrabovskyi,

Below is a link to the help guide for the Volumetric bars and what is available.

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

Are you looking for Maximum Positive Delta / Maximum Negative Delta?

Do you want to create custom logic based on the values the volumetric bars are providing?

[Roman Hrabovskyi]

Hello Chelsea , yes I am interesting of how to extract data from the inside of the volumetric bars. For instance I need 5 sequential rows inside of current volumetric bar with Ask 1.5 times greater than Bid. Thank you for response.

[NinjaTrader_ChelseaB]

Hello Roman Hrabovskyi,

The ask volume for a price row can be found with GetAskVolumeForPrice(double price), and for a bid price row GetBidVolumeForPrice(double price).

From the help guide:
"Gets the ask volume (long value) for the passed in price"

I am also including a link to a forum post with helpful information about getting started with C# and NinjaScript.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/indicator-development/97575-sample-scripts?p=786040#post786040