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Getting price of highest volume level

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    Getting price of highest volume level

    Is there a way to get the price level for the highest volume level of a bar?

    I'm currently using Volumetric.
    For this example the level with the highest volume on the current bar is 4686.

    Is there a way to find that level using ninjascript?

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    #2
    Hello Ousher,

    Thank you for your post.

    Yes, you can get the price of the highest volume level for the bar using GetMaximumVolume() referencing the Volumetric series. Here's a modified version of the example from our help guide to illustrate:

    Code:
    protected override void OnBarUpdate()
    {
            if (Bars == null)
              return;
    
    
           // This sample assumes the Volumetric series is the primary DataSeries on the chart, if you would want to add a Volumetric series to a  
    
           // script, you could call AddVolumetric() in State.Configure and then for example use
           // NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType barsType = BarsArray[1].BarsType as
    
           // NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType;
    
            NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType barsType = Bars.BarsSeries.BarsType as    
            NinjaTrader.NinjaScript.BarsTypes.VolumetricBars Type;
    
            if (barsType == null)
              return;
    
            try
            {
              double price;
              Print("Maximum Combined: " + barsType.Volumes[CurrentBar].GetMaximumVolume(null, out price) + " at price: " + price);
            }
            catch{}
    }


    Please let us know if we may be of further assistance to you.
    Kate W.NinjaTrader Customer Service

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