Getting Buyers/Seller Volume

[FarzadHA]

Hi
I'm new to ninja script programing , I have a question about coding
I want to get volume of buyers on a specific candle , like candle number 3 on 1min chart , with the function VOL() i can get volumes of buyers and sellers together but i want to have buyers and sellers volume individually.
I want these numbers to calculate delta for specific candle , Can you help me with the code please thanks

[NinjaTrader_BrandonH]

Hello FarzadHA,

Thanks for your post.

The VOL() indicator method would only return the total volume for the bar.

See this help guide page for more information about VOL(): https://ninjatrader.com/support/help...nt8/volume.htm

You could try using the BuySellVolume() indicator method to get the buy volume or sell volume of a bar. The BuySellVolume().Buys[] gets the total volume for the bar while the BuySellVolume().Sells[0] gets the number of sells for the bar. The number of trades executed at the ask would be the difference between the two.

For example, BuySellVolume().Buys[0] - BuySellVolume().Sells[0]; would get the buy volume of the current bar. BuySellVolume().Sells[0] would get the sell volume of the current bar.

See this help guide page for more information about BuySellVolume(): https://ninjatrader.com/support/help...sellvolume.htm

[FarzadHA]

Hi Brandon
Thanks for helping , i tried to use the code you said but i get 0 on script output
Here is what i did:

private BuySellVolume BuySellVolume1; (i wrote this line under public class)
else if (State == State.DataLoaded)
{
BuySellVolume1 = BuySellVolume(Close);
}
double BuyVol = BuySellVolume().Buys[1];
Print("Buy Volume Is: " + BuyVol);

i think these simple codes should works but they didnt , it keeps throwing 0 on output , what am i missing?

[NinjaTrader_BrandonH]

Hello FarzadHA,

Thanks for your notes.

The BuySellVolume indicator requires ticks for calculations so you will need to enable Tick Replay and set the strategy to Caclulate.OnEachTick.

I have attached an example script you could view that demonstrates how to get the Buy Volume and Sell Volume from the BuySellVolume indicator in a NinjaScript.

Note that you will need to enable Tick Replay on your chart for the script to properly calculate values.

See the help guide documentation below for more information.

TickReplay: https://ninjatrader.com/support/help...ick_replay.htm
BuySellVolume: https://ninjatrader.com/support/help...sellvolume.htm
Calculate: https://ninjatrader.com/support/help.../calculate.htm

[sgf2051]

Hello, is there a way to show the % of buyers vs sellers in order flow volume profile in the buy/sell mode? if not, is there a 3rd party integration. It gets really difficult to get this by just looking at the with of bars of on top of the other when there is a high volume of contracts or in a cluster.

[NinjaTrader_Jesse]

Hello sgf2051,

There is currently not a way to set that to a percent with the built in volume profile.