Adding volume bars in Strategy Builder

[designer01]

Hello, I need a hint to create an entry for a long position in Strategy Builder if the sum of the last 10 volume bars is larger than a specific numeric value. Please advise. Thank you.

[NinjaTrader_Jesse]

Hello designer01,

The easiest way to do this would involve creating an indicator, the builder's math would not allow for this type of a calculation.

To make an indicator for use with the builder please do the following:
In the NinjaScript editor right click the indicators folder and click new.
In the wizard go through the pages and give the indicator a name and then also give it a Plot on the plots and lines page.
After creating the indicator you would need just the following lines of code in OnBarUpdate:

protected override void OnBarUpdate()
{
    Value[0] = 0;
   if(CurrentBar < 10) return;
   long total = Volume[0] + Volume[1] + Volume[2] + Volume[3] + Volume[4] + Volume[5] + Volume[6] + Volume[7] + Volume[8] + Volume[9] + Volume[10];
   if(total > 1000) Value[0] = 1;
}

The value 1000 would be replaced with whatever the target volume you wanted was. Alternatively you can configure a User Input in the indicator wizard and use that in-place to make it configurable.

After making this indicator you can use it in the strategy builder by selecting:
left: indicators -> IndicatorName
center: equals
right: misc -> numeric value -> 1

[designer01]

Hello Jesse,
Thank you it works great. If I wanted to increase from 10 to 100 for the bar number I would use a for loop how do you convert it to a for loop?
Thank you again.

[NinjaTrader_Jesse]

Hello designer01,

To make the amount of BarsAgo variable you can make a int user input, that will allow the strategy to configure the amount of bars.

To make a loop like that it would look like this:

if(CurrentBar < BarsAgoUserInput) return; 
long total = 0;

for(int i = 0; i <= BarsAgoUserInput; i++)
{
    total += Volume[i];
} 

if(total > 1000) Value[0] = 1;

in C# plus equals += can be used to accumulate a value on a variable. That is the equivalent of saying:

total = total + Volume[i];

[designer01]

Hi Jesse,
Thanks, It works good. I only had to substitute long for double , I was getting an error "Cannot implicitly convert type 'double' to 'int'. An explicit conversion exists (are you missing a cast?)"

if(CurrentBar < BarsAgoUserInput) return;
double total = 0;
for(int i = 0; i <= BarsAgoUserInput; i++)
{
total += Volume[i];
}
if(total > 1000) Value[0] = 1;

Not sure when would you use long? I always like using double for the most part.
Thanks again for the help much appreciated.