Help with Arrays or DataSeries - NinjaTrader Programming | futures trading

Go Back

> Futures Trading, News, Charts and Platforms > Platforms and Indicators > NinjaTrader > NinjaTrader Programming

Help with Arrays or DataSeries
Started:February 12th, 2016 (08:00 AM) by Shinkarev Views / Replies:152 / 1
Last Reply:February 12th, 2016 (08:00 AM) Attachments:0

Welcome to

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike

Thread Tools Search this Thread

Help with Arrays or DataSeries

Old February 12th, 2016, 08:00 AM   #1 (permalink)
Trading Apprentice
Sumy 40030
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: GC, CCL
Posts: 2 since Jun 2015
Thanks: 0 given, 0 received

Help with Arrays or DataSeries

Good day to all!
Having some questions about how to create next thing:
I want to get Maximum Volume bar from secondary timeframe series on a period of primary.
It also will be same as cluster Volume.
I know the algorithm which I need to write, but I'm not very good in programming.

The main idea is:
1. Get Current Bar range on primary Timeframe (15m f.e.) - (High-Low) (f.e. Bar Range is 30.00-29.00).
2. Script automatically gets all Tick Volume on each price (from 30.00 to 29.00) and SUMM it on each price level.
F.e. on price 30 we had 10 Ticks in all 15m and total VOL in this 10 ticks was 300, on price 29.50 we had 50 Ticks and summ of VOL of all this ticks was 500.

3. Script finds the MAX Value of step 2.
The MAX Value will be 500 Vol -> return that MAX Value was on price 29.50.

It's not necessary will it work with Calculate on Bar Close or another way. But I really very interested how to programm it.

If somebody can help me with a little examples - I will learn it and write, and of course - share it.

Reply With Quote

Old February 12th, 2016, 08:00 AM   #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.


Reply > Futures Trading, News, Charts and Platforms > Platforms and Indicators > NinjaTrader > NinjaTrader Programming > Help with Arrays or DataSeries

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Upcoming Webinars and Events (4:30PM ET unless noted)

An Afternoon with FIO trader bobwest

Elite only

NinjaTrader 8: Programming Profitable Trading Edges w/Scott Hodson

Elite only

Anthony Drager: Executing on Intermarket Correlations & Order Flow, Part 2

Elite only

Adam Grimes: Five critically important keys to professional trading

Elite only

Machine Learning Concepts w/FIO member NJAMC

Elite only

MarketDelta Cloud Platform: Announcing new mobile features

Dec 1

NinjaTrader 8: Features and Enhancements

Dec 6

Similar Threads
Thread Thread Starter Forum Replies Last Post
Creating Static Arrays in TOS tonyh ThinkOrSwim Programming 0 March 11th, 2014 12:38 PM
Draw Swings using trendlines and arrays evevee EasyLanguage Programming 1 June 24th, 2013 10:54 PM
This is how you do Global Arrays. bjschwenzer EasyLanguage Programming 4 January 26th, 2012 11:19 PM
Question with arrays in MultiCharts Xyzzy EasyLanguage Programming 5 March 14th, 2011 07:52 AM
Help with Arrays not DataSeries Compiles won't run Crassius NinjaTrader Programming 4 February 25th, 2011 03:18 AM

All times are GMT -4. The time now is 01:18 AM.

Copyright © 2016 by 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.
no new posts

Page generated 2016-10-25 in 0.06 seconds with 19 queries on phoenix via your IP