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NT 7 Trade Volume Study Needed


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NT 7 Trade Volume Study Needed

  #1 (permalink)
 marin 
Sonoma, CA, USA
 
Posts: 44 since Aug 2010

Hi...am looking for an indicator study for Ninja 7 that does a moving average of tick trade volume...a MA of the difference between up & down volume....

Thanks...

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  #3 (permalink)
 
redratsal's Avatar
 redratsal 
Milan (I)
 
Experience: Advanced
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Hi,

Gom package (elite section) , is what you are looking for, once you have installed it you need to plot a ma using gomcd input series


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  #4 (permalink)
 marin 
Sonoma, CA, USA
 
Posts: 44 since Aug 2010

Thanks for the reply redratsal...!!

I do have a modified existing volume study that now plots a moving average of the difference of up & down tick volume on Ninja tick and seconds charts....

It seems to work pretty good all in all....am curious though...an identical study in TradeStation (similar length tick bars and similar length moving averages)....does not plot quite identically graphically to the Ninja version...generally close in appearance but turns and trends can be off a bit now and then.......am wondering which of the two is more accurate....tick volume in tradeStation is identical to Ninjas....any suggestions on what may cause this difference ...??

Thanks....

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  #5 (permalink)
 
redratsal's Avatar
 redratsal 
Milan (I)
 
Experience: Advanced
Platform: Ninjatrader
Broker: Kinetick
Trading: FDAX,6E,CL,YM,NQ,ES
Posts: 1,648 since Oct 2010
Thanks Given: 1,215
Thanks Received: 2,090


marin View Post
Thanks for the reply redratsal...!!

I do have a modified Gomi study that plots a moving average of the difference of up & down tick volume on Ninja tick and seconds charts....

It seems to work pretty good all in all....am curious though...an identical study in TradeStation (similar length tick bars and similar length moving averages)....does not plot quite identically graphically to the Ninja version...generally close in appearance but turns can be off a bit now and then.......am wondering which of the two is more accurate....tick volume in tradeStation is identical to Ninjas....any suggestions on what may cause this difference ...??

Thanks....

Assuming you use the same datafeed for both systems, the difference might come from a programming point of view (language and coding) and how the two platforms interfer with the indicator (plotting, data refreshing etc....). I assume the difference is bigger on smaller time frames, I have exclusively the NT version and I can't compare.

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  #6 (permalink)
 marin 
Sonoma, CA, USA
 
Posts: 44 since Aug 2010

Found this comment below re Tradestation buy sell volume....

Looking at Ninja and Tradestation charts a bit more ...my feeling is that Ninja is perhaps more accurate re similar moving averages on trade volume....

< [COLOR=#810081]https://nexusfi.com/[AUTOLINK]ninjatrader[/AUTOLINK]/520-[AUTOLINK]ninjatrader[/AUTOLINK]-datafeed-tradestation-2.html[/COLOR]>


"Tradestation has uptick/downtick as a proxy for bid/ask. It's similar but not the same. Most of the time it's equivalent but sometimes it can give different results if the bid/ask is moving around a lot. If you want true bid/ask you'll need IQFeed and a software that can handle it such as Investor RT."


Thanks....

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