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Stacked Imbalances
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Hello Trader17,
Thank you for your post.
Imbalance from the Order Flow Volumetric Bars is not exposed for NinjaScript. The values available for NinjaScript access are listed on the following page:There is an existing feature request to add support for imbalance data. The internal tracking number for this feature request is SFT-3586 and I have added your vote. Please reference this internal tracking number when contacting Platform Support if you ever have questions regarding this feature request.
When a feature request is implemented, you'll find a description of the new feature in the release notes:Thank you for using NinjaTrader.Emily C.NinjaTrader Customer Service
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Originally posted by NinjaTrader_Emily View PostHello Trader17,
Thank you for your post.
Imbalance from the Order Flow Volumetric Bars is not exposed for NinjaScript. The values available for NinjaScript access are listed on the following page:There is an existing feature request to add support for imbalance data. The internal tracking number for this feature request is SFT-3586 and I have added your vote. Please reference this internal tracking number when contacting Platform Support if you ever have questions regarding this feature request.
When a feature request is implemented, you'll find a description of the new feature in the release notes:Thank you for using NinjaTrader.
Thanks.
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Hello Trader17,
Thanks for your notes.
Since Imbalance from the Order Flow Volumetric Bars is not exposed for NinjaScript access, there is no supported code available for detecting multiple imbalance stacks. This is something that you would need to create custom logic for calculations in your script. Each time you use custom logic to calculate imbalances and detect a stack, you could consider incrementing a variable for each stack you detected.
You may find this forum thread post helpful for detecting imbalances: https://forum.ninjatrader.com/forum/...47#post1206347
That said, I have added your note to your feature request vote stating you would like the ability to detect multiple imbalance stacks in a bar when using Order Flow Volumetric Bars.Brandon H.NinjaTrader Customer Service
- Likes 1
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Originally posted by NinjaTrader_BrandonH View PostHello Trader17,
Thanks for your notes.
Since Imbalance from the Order Flow Volumetric Bars is not exposed for NinjaScript access, there is no supported code available for detecting multiple imbalance stacks. This is something that you would need to create custom logic for calculations in your script. Each time you use custom logic to calculate imbalances and detect a stack, you could consider incrementing a variable for each stack you detected.
You may find this forum thread post helpful for detecting imbalances: https://forum.ninjatrader.com/forum/...47#post1206347
That said, I have added your note to your feature request vote stating you would like the ability to detect multiple imbalance stacks in a bar when using Order Flow Volumetric Bars.
Thanks.
Comment
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Hello Trader17,
Thank you for your reply.
You may be able to get that differentiation if you loop through and analyze the data. Ultimately, there is no direct method for detecting imbalances. There is an example on another thread discussing a similar topic of a loop you could use to iterate through each tick level, though this may become very resource-intensive:
Hello! I'm searching around for a complete list of methods to access Order Flow. I see some things here and there but I'm not seeing any methods to access imbalance. Specifically, I'd like to count the number of imbalances per bar as a condition. See attachment. Can you point me to the docs? Thanks! P.S. Also, the docs
Please let us know if we may be of further assistance.Emily C.NinjaTrader Customer Service
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Originally posted by ilianaz3979 View PostPlease add my vote for this feature. Thank you
Thank you for your input and welcome to the NinjaTrader forum community!
Your vote has been added to SFT-3586.
Please don't hesitate to reach out with any additional items we may assist you with.Emily C.NinjaTrader Customer Service
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