Get maximum volume of previous day (not today)

[kujista]

Hi,

i need to get maximum volume of previous day. To get todays max volume i use

AddVolumetric("ES JUN23", BarsPeriodType.Day, 1, VolumetricDeltaType.BidAsk, 1);
..
.
.

barsType.Volumes[CurrentBars[timeFrameDaily]].GetMaximumVolume(null, out dVPOCdailyPrev);

How do i get yesterday maxVolume easily?

[percy3687]

I am looking for the same info.

[QuantKey_Bruce]

Couldn't you just save it in a variable?

e.g. a field variable at the top like:

long (or double) TodayMaxVol = 0;
long (or double) YesterdayMaxVol = 0;

then in OnBarUpdate():

if (CurrentBars[0] > 0)
{
if (Times[0][0].Date > Times[0][1].Date)
{
// it is a new date
YesterdayMaxVol = TodayMaxVol;
TodayMaxVol = 0;
}
}

TodayMaxVol = whatever you are doing now...

[percy3687]

Hi,

i need to get maximum volume of previous day. To get todays max volume i use

AddVolumetric("ES JUN23", BarsPeriodType.Day, 1, VolumetricDeltaType.BidAsk, 1);
..
.
.

barsType.Volumes[CurrentBars[timeFrameDaily]].GetMaximumVolume(null, out dVPOCdailyPrev);

How do i get yesterday maxVolume easily?

kujista - Could you plz help me understand a bit on how you are able to get the point of control for current session / day?

I am using following code, but dont get any results.

This is what i am trying to do : Go long if previous bar was red and Current bar is green and current bars close price is greater than todays VPOC.

 else if (State == State.Configure)
            {
                //AddDataSeries(Data.BarsPeriodType.Day, 1);
                AddDataSeries(Data.BarsPeriodType.Tick, 1);
                AddVolumetric("MES JUN23", BarsPeriodType.Day, 1, VolumetricDeltaType.BidAsk, 1);

            }
        }

        protected override void OnBarUpdate()
        {
            if (BarsInProgress != 0)
                return;


            if (Bars == null)
          return;
            NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType barsType = Bars.BarsSeries.BarsType as    
                NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType;

        if (barsType == null)
          return;

             // Set 1
            if ((Close[0] > Open[0])
                 && (Close[1] < Open[1])
                 && (Closes[1][0] > barsType.Volumes[CurrentBar].GetMaximumVolume(null, out Daily_VPOC)))
            {
                EnterLongLimit(Convert.ToInt32(DefaultQuantity), Close[0], "");
            }   ​

[NinjaTrader_BrandonH]

Hello kujista,

Thanks for your post.

You could consider saving the Order Flow Volumetric Bars GetMaximumVolume() value to a variable as QuantKey_Bruce has shared. This would allow you to easily get the previous day's max volume when there is a new date.

Order Flow Volumetric Bars: https://ninjatrader.com/support/help..._highlightsub= getmaximumvolume

percy3687, the POC is not currently exposed from the Order Flow indicators so that would not be something another script can detect. You can find a description of how you may calculate the POC yourself in the following link: https://ninjatrader.com/support/foru...79#post1112679

Please let us know if we may assist further.