Create a strategy for the DOM

Alain59152

Junior Member

Join Date: Mar 2022

Posts: 1
#1

Create a strategy for the DOM

05-12-2022, 12:40 AM

Hello,

I would like to create a strategy which could access to the bid and ask volumes in the DOM.
Is it possible and can I have un example ?

Thank you very much !

Last edited by Alain59152; 05-12-2022, 01:33 AM.
Tags: None
NinjaTrader_BrandonH

NinjaTrader Customer Service

Join Date: Jan 2020

Posts: 6983
#2

05-12-2022, 07:55 AM

Hello Alain59152,

Thanks for your post.

You could use the OnMarketDepth() method to access the bid and ask volumes in a NinjaScript strategy.

See the help guide documentation below for more information and sample code.

OnMarketDepth: https://ninjatrader.com/support/help...arketdepth.htm
MarketDepthEventArgs: https://ninjatrader.com/support/help...heventargs.htm

Let us know if we may assist further.

<span class="name">Brandon H.</span><span class="title">NinjaTrader Customer Service</span><iframe name="sig" id="sigFrame" src="/support/forum/core/clientscript/Signature/signature.php" frameborder="0" border="0" cellspacing="0" style="border-style: none;width: 100%; height: 120px;"></iframe>
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