Automated Strategy with Footprint / Volume Indicator ?! - futures io
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Automated Strategy with Footprint / Volume Indicator ?!


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Automated Strategy with Footprint / Volume Indicator ?!

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  #1 (permalink)
Germany
 
 
Posts: 5 since Jun 2017
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Hello ,

does anyone know a footprint or volume indicator that can also be used in the Strategy Builder? Or call and edit with the NinjaScript?

Thanks a lot!

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  #2 (permalink)
Rostock / Germany
 
 
Posts: 5 since Dec 2019
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Hello, you can write that with Ninja Script.

There are indicators that you can access with an API.

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  #3 (permalink)
Chicago IL
 
 
Posts: 111 since Apr 2016
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tradernomade View Post
Hello ,

does anyone know a footprint or volume indicator that can also be used in the Strategy Builder? Or call and edit with the NinjaScript?

Thanks a lot!

Maybe try asking in the ninjatrader forums, if you haven't already.

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  #4 (permalink)
Germany
 
 
Posts: 5 since Jun 2017
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1001111 View Post
Hello, you can write that with Ninja Script.

There are indicators that you can access with an API.

Do you know some?

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  #5 (permalink)
Germany
 
 
Posts: 5 since Jun 2017
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userque View Post
Maybe try asking in the ninjatrader forums, if you haven't already.

Unfortunately there is nothing suitable in the forum

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  #6 (permalink)
Germany
 
 
Posts: 5 since Jun 2017
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Thank you for your answers

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  #7 (permalink)
Orange County, CA, USA
 
Experience: Intermediate
Platform: NinjaTrader
Trading: ES
 
Posts: 19 since Sep 2018
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NT8 doesn't currently let you access the order flow indicators in the strategy builder like other available indicators. When I inquired about this, they said that they had a feature enhancement request to enable this in some future version. I would suggest that you put in a request and add your vote to hopefully bump up the priority on it.

In the meantime, this is what I have done to get around this limitation. You can write a custom indicator that calls the available API, access the data you need and have your indicator "plot" that value(s). Then you can access your indicator and its plotted value(s) from the SB. I've done this with volume delta and can see that it can be done with vwap too. But I haven't looked at whether it's possible to read all the values from the volumetric (footprint) bars.

Happy to provide additional details about what I've done if interested, or brainstorm on what you're trying to do as we may be going down the same path. Feel free to send me a private message.

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April 21, 2020


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