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Using Built In Volume Profile in the Code


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Using Built In Volume Profile in the Code

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  #1 (permalink)
Manila Philippines
 
Experience: Advanced
Platform: Sierra
Trading: eur/usd
 
Posts: 1 since Feb 2012
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With NT8 there is an Order Flow Volume Profile indicator. How do you use this in your own code and strategy?

My programming skills are medium and cannot figure out how can I add this indicator to my code and access all the information via code that you can see in the chart while using this indicator.



Thanks!

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  #2 (permalink)
Jacksonville, Florida United States
 
Experience: Intermediate
Platform: NT8 + Custom
Broker: NT Brokerage, Kinetick, IQFeed, Interactive Brokers
Trading: ES
 
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Technically it is possible but since NT doesn't expose the classes and properties to us, you'd need some serious C# reflection kung-fu skills. You would almost certainly be better served to buy a commercial indicator which exposes the properties you want to do math/logic against. This probably one of the one very few times I'd recommend turning to commercial tools versus writing your own.

I've included a screen shot of what I'm talking about. You'd spend days/weeks or more trying to get the exact item you want. That if NT will even let you create the object properly anyway. This is one of their premium features and they've taken lengthy steps to protect it so again, almost definitely not worth the effort.

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  #3 (permalink)
Goiania
 
Experience: Advanced
Platform: MT4
Trading: es
 
Posts: 37 since Jan 2010
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"You would almost certainly be better served to buy a commercial indicator which exposes the properties you want to do math/logic against. This probably one of the one very few times I'd recommend turning to commercial tools versus writing your own."

Can you please name a couple of commercial indicators that serve the purpose of volume profile (and order flow) NinjaScript ready?

Thanks

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  #4 (permalink)
Jacksonville, Florida United States
 
Experience: Intermediate
Platform: NT8 + Custom
Broker: NT Brokerage, Kinetick, IQFeed, Interactive Brokers
Trading: ES
 
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Posts: 105 since Dec 2014
Thanks: 30 given, 94 received

If I were in the market, I'd probably start here. That's a long read but I think well worth a couple of hours if you want some in depth in why certain features are important when it comes to VP.

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