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

[NinjaTrader_ChelseaB]

Hello mbwh1989,

Thank you for your voice.

I'd submitted your vote for SFT-3586 as well.

[dmfa23]

Can you please add my vote too? Thank you

[NinjaTrader_ChelseaB]

Hello dmfa23,

I've submitted your vote for SFT-3586.

Thank you for your feedback.

[Alejandromh]

Hello horacioofman,

Thank you for your reply.

I've added a vote to SFT-3586 for you as well.

Please let us know if we may be of further assistance to you.

Cna you please add my vote to SFT-3586, thanks a lot.

[NinjaTrader_ChelseaB]

Hello Alejandromh,

Welcome to the NinjaTrader forums!

I've added your vote to SFT-3586.

Thank you for taking time to provide feedback.

[rfelton]

Please add my vote as well.... Thank you!

[NinjaTrader_ChelseaB]

Hello rfelton,

Welcome to the NinjaTrader forums!

Thank you for your vote.

I have added your vote to SFT-3586.

[Madtrade]

Please had my vote

[NinjaTrader_ChelseaB]

Hello Madtrade,

I have added your vote to SFT-3586.
Thank you for your vote.

[Trader17]

Hello music_p13,

Thank you for your reply.

I've added your vote to SFT-3586.

Our page on the Volumetric Bars outlines how the imbalance would be calculated:

https://ninjatrader.com/support/helpGuides/nt8/index.html?order_flow_volumetric_bars.htm#OrderFlowVolumetricOverview

You would have to loop through the price levels, get the volumes for each, and calculate the imbalance at each level as outlined in the link above. While you could do this on each tick, performance may end up being an issue. Using a timer would likely reduce the performance impact.

Please let us know if we may be of further assistance to you.

The link gives me a Page not Found error message NinjaTrader_BrandonH

[NinjaTrader_ChelseaB]

Hello Trader17,

Below is the link text.

https://ninjatrader.com/support/helpGuides/nt8/index.html?order_flow_volumetric_bars.htm#OrderFlowVolumetricOverview

We are aware of the links on the forum being modified and our development is working on the issue.

In the meantime, using uBlock temporarily can often prevent the behavior.

[Trader17]

Hello music_p13,

Thank you for your reply.

I've added your vote to SFT-3586.

Our page on the Volumetric Bars outlines how the imbalance would be calculated:

https://ninjatrader.com/support/help...metricOverview

https://ninjatrader.com/support/helpGuides/nt8/index.html?order_flow_volumetric_bars.htm#OrderFlowVolumetricOverview

You would have to loop through the price levels, get the volumes for each, and calculate the imbalance at each level as outlined in the link above. While you could do this on each tick, performance may end up being an issue. Using a timer would likely reduce the performance impact.

Please let us know if we may be of further assistance to you.

Thanks NinjaTrader_Kate What is the "timer" you mention above?
Thanks.

[NinjaTrader_ChelseaB]

Hello Trader17,

A C# Timer triggers an action after a set amount of milliseconds.

Below is a link to an example.

https://ninjatrader.com/support/forum/showthread.php?p=496445#post496445

[bgOpTrd21]

Can you please add my vote to SFT-3586, thanks a lot.

[NinjaTrader_ChelseaB]

Hello bgOpTrd21,

Welcome to the NinjaTrader forums!

Thanks for your voice. I've added your vote to SFT-3586.