SampleLevel2Book - access data in strategy script

[MacroTrader347]

Hi

Topic to discuss: how to retrieve in a strategy the volume per price from the SampleLevel2Book indicator

I have tried the following to get the bid for the first row:

*code written when declaring variables
private SampleLevel2Book SampleLevel2Book1;

*code written under “State == State.DataLoaded”:
SampleLevel2Book1=SampleLevel2Book(Close);

*code written under ”OnbarUpdate()”
bid1=SampleLevel2Book1.bidRows[1].Volume;

I then use bid1 in a condition to trigger buy/sell orders

When i compile the strategy there are no errors, however when launching the strategy i get the following error: “Error on calling “OnBarUpdate method on bar 1: you are accessing an index with a value that is invalid since it is out of range”

Am i using the indicator correctly?

[NinjaTrader_Jesse]

Hello MacroTrader347,

That is the correct way to use the list however you need to make sure its populated first.

You could make a condition that checks the count like the following:

if (rows.Count > 1)
{

}

[MacroTrader347]

Hi Jesse, Thank you for coming back. I have added your mentioned logic in my code and can confirm the strategy works properly now. Many thanks.