How to compute imbalance, to identify when multiple imbalances occurring on one side

[bltdavid]

+1

Please add my vote.

[NinjaTrader_ChelseaB]

Hello bltdavid,

Thanks for your vote.

I've added this to SFT-3586.

[ArkansasClint]

Please add my vote. Thanks.

[NinjaTrader_ChelseaB]

Hello ArkansasClint,

I've added your vote to SFT-3586.

Thank you for your vote.

[MTGTrading]

Please add my vote. Thank you

[NinjaTrader_ChelseaB]

Hello MTGTrading,

Welcome to the NinjaTrader forums!

I will add your vote to SFT-3586.

Thank you for your feedback.

[giulyko00]

Please add my vote

[NinjaTrader_ChelseaB]

Hello giulyko00,

I've added your vote to SFT-3586.

Thank you for your vote.

[diglemar]

Pls, add my vote to SFT-3586.

[WaleeTheRobot]

It's been years, but in case anyone wants to see an example using the volumetric data...

Populate the volume and imbalances.

https://github.com/WaleeTheRobot/order-flow-bot/blob/main/AddOns/OrderFlowBot/OrderFlowBot.DataBar.cs#L39

Imbalances class.

https://github.com/WaleeTheRobot/order-flow-bot/blob/main/AddOns/OrderFlowBot/DataBar/Dependencies/Imbalances.cs

[NinjaTrader_ChelseaB]

Hello diglemar,

Welcome to the NinjaTrader forums!

I've added your vote to SFT-3586.

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