NexusFi: Find Your Edge


Home Menu

 





Measuring volume hitting the bid vs. hitting the Ask


Discussion in NinjaTrader

Updated
    1. trending_up 5,109 views
    2. thumb_up 0 thanks given
    3. group 1 followers
    1. forum 1 posts
    2. attach_file 0 attachments




 
Search this Thread

Measuring volume hitting the bid vs. hitting the Ask

  #1 (permalink)
 
shodson's Avatar
 shodson 
OC, California, USA
Quantoholic
 
Experience: Advanced
Platform: IB/TWS, NinjaTrader, ToS
Broker: IB, ToS, Kinetick
Trading: stocks, options, futures, VIX
Posts: 1,976 since Jun 2009
Thanks Given: 533
Thanks Received: 3,710

Can we see in OnMarketData() the amount of volume hit the bid and how much hit the ask? That would be useful to develop something like this.

YouTube - [AUTOLINK]Delta[/AUTOLINK] Divergence Indicator

Follow me on Twitter Visit my NexusFi Trade Journal Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
ZombieSqueeze
Platforms and Indicators
Better Renko Gaps
The Elite Circle
Trade idea based off three indicators.
Traders Hideout
MC PL editor upgrade
MultiCharts
Strategy stop orders partially filled
EasyLanguage Programming
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Just another trading journal: PA, Wyckoff & Trends
24 thanks
What is Markets Chat (markets.chat) real-time trading ro …
19 thanks
ApexTraderFunding.com experience and review
16 thanks
GFIs1 1 DAX trade per day journal
12 thanks
EG Indicators
11 thanks
  #2 (permalink)
 
RJay's Avatar
 RJay 
Hartford, CT. USA
 
Experience: Intermediate
Platform: NinjaTrader
Broker: AMP/CQG, Kinetick
Trading: RTY
Posts: 683 since Jun 2009
Thanks Given: 759
Thanks Received: 787


shodson View Post
Can we see in OnMarketData() the amount of volume hit the bid and how much hit the ask? That would be useful to develop something like this.

YouTube - [AUTOLINK]Delta[/AUTOLINK] Divergence Indicator

shodson,

Already done by volume size. if you want total bid and ask volume in one indicator, set "less than" indicator to 10,000.



I'm working on a tick Delta and Total indicator now.

RJay

Reply With Quote




Last Updated on September 5, 2009


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts