Stacked Imbalances

[Trader17]

Is there a way to count number of stacked imbalances in a volumetric bar? Like the sum of total stacks.
Thanks.

[NinjaTrader_Emily]

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:

• https://ninjatrader.com/support/help...tric_bars2.htm

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:

• https://ninjatrader.com/support/help...ease_notes.htm

Thank you for using NinjaTrader.

[bltdavid]

+1

Please add my vote.

[NinjaTrader_Emily]

+1

Please add my vote.

Hello bltdavid,

Thank you for your note. Your vote has been added.

[Trader17]

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:

• https://ninjatrader.com/support/help...tric_bars2.htm

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:

• https://ninjatrader.com/support/help...ease_notes.htm

Thank you for using NinjaTrader.

Thanks NinjaTrader_Emily I can calculate imbalances and look for a stack. I want to know if there is a way to look for multiple stacks in a bar.
Thanks.

[NinjaTrader_BrandonH]

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.

[Trader17]

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.

Thanks NinjaTrader_BrandonH for that. What I am confused about if there are say 9 imbalances in a bar one on top of the other how do I differentiate between say 3 stacks of 3 imbalances when they are on top of each other and then 3 stacks independent of each other.
Thanks.

[NinjaTrader_Emily]

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:

https://forum.ninjatrader.com/forum/ninjatrader-8/strategy-development/1141196-order-flow-methods?p=1141592#post1141592

Please let us know if we may be of further assistance.

[ilianaz3979]

Please add my vote for this feature. Thank you

[NinjaTrader_Emily]

Please add my vote for this feature. Thank you

Hello ilianaz3979,

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.

[Agora001]

Add my vote please!

[ZEROSYSTEM]

Please add my vote to SFT-3586

[NinjaTrader_Emily]

Add my vote please!

My apologies for the late reply; your vote has been added. We appreciate your feedback!

[NinjaTrader_Emily]

Please add my vote to SFT-3586

Thank you for reaching out. Your vote has been added.