Orderflow OnEachTick

[algospoke]

I am reading through the below link in regards to Orderflow volumetric bars. Each of the methods and properties listed are in reference to "each bar". Would I be able to use these methods and properties when I am calculating OnEachTick or do I have to use OnBarClose? I am looking to create a strategy that analyzes the imbalance within a bar so I need to use OnEachTick. Please explain how I could do this.

https://ninjatrader.com/support/helpGuides/nt8/index.html?order_flow_volumetric_bars.htm#OrderFlowVolumetricOverview

Thanks

[NinjaTrader_Gaby]

Hello algospoke,

Thank you for your inquiry.

You can still access OF Volumetric Bars within your script using Calculate.OnEachTick. The values for volumetric bar will likely update as new ticks come in, until the bar closes.

If you try the sample code below using OnBarClose you will see the prints happen once per bar, vs. if you use OnEachTick you will see several prints for the same bar.

https://ninjatrader.com/support/helpGuides/nt8/order_flow_volumetric_bars2.htm

Please let us know if you have any further questions.