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Use Volumetric Bar data in ninjascript

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    Use Volumetric Bar data in ninjascript

    Hi everybody,

    i want to use volumetric bar data in ninjascript. For better explaination i attached a screenshot. I want to be able to use those data of the last formed bar. For instance i am able to see there were 13 + 2 trades at Price Level 15208 in the last formed bar.

    How am i able to get the amount of trades at a defined price level / defined bar in ninjascript?
    Attached Files

    #2
    Hi debleded, thanks for your post.

    Use one of these two methods while running the Volumetric bars to get volume at a price level:

    GetAskVolumeForPrice(double price)
    GetBidVolumeForPrice(double price)

    You can iterate through each tick of the bar like so:

    Code:
    for(double i = Low[0]; i <= High[0]; i += TickSize)
    {
        Print(i); //use this price in GetAsk/BidVolumeForPrice
    }
    Best regards,
    -ChrisL
    Chris L.NinjaTrader Customer Service

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