franko2

Hi, I am researching volume and price action and have a question for the coding experts here in the Forum in regards to time and sales and whether you can create this indicator. Its to do with understanding the bid/ask volume and timestamps. Using the time and sales data, I basically want to add up the number of bid/ask volume for a particular time stamp in centi-seconds.. eg: time: bid/ask volume 15:21:23 5 15:21:23 12 15:21:23 44 15:21:23 3 15:21:23 22 (total ask= 86) 15:21:22 3 15:21:22 5 15:21:22 6 15:21:22 12 (total bid= 26) So I want to produce: 1) time and sales window that will first add up the centi-second bid/ask volume 2) filter for size, so in the above case, if filter size > 50, it will show me total 86 for ask column and not 26 bid column because of the filter size. For any one who knows how to code C# this should be very straight Forward and probably doable within an hour ... Pls help

I dont know if this is what you are searching for but try this one ... BuySellStrength.zip

I was wondering which charting software gives best integrated Time and Sales tool non charged and without any third Party vendor indicator addons or fees etc... Any Input and experience is highly appreciated!

The Ninja world (PrTester) has created/released a BETA version of the VSA for NINJA and I thought it would be a good place to post the link here ...Indicator and details can be found over the Ninja FORUM under http://www.ninjatrader-support2.com/vb/showthread.php?t=12908 Although the Indicator might need some improve or shapening it is possible to work with it ... CHEERS

I found this post on "Re: Lets Roll Our Own Software!@" interesting and have nominated it accordingly for "Topic Of The Month February, 2009"

Makes sense to me... if I am not misstaken this kind of orders were seen very frequently in the weeks of 7-17 Okt. not seen so freqeuently often like this now only occassionly occouring and price move. Price moved in a few minutes very small distances but very clear in one and only one direction .... 30-50-70 Points. And with high speed . 1-3 points distance ....again and again and again ....very very often one after the other...you could here your PC very busy calculating all the data coming in ... somwhat musst have pushed the price in a totally different way cheers

Allright thanks I understand for now it is not available ...for Ninja alternative would be TS just to test it and see if it is worth working with it since I use Ninja for charting I may consider this solution at a later stage ....maybe. Anyways appreciate your comments cheers Franko

hmm..so you mean I shall rather contact people at the NT forum to get this coded since my C# knowledge is not enough to get this ... or is there anyone else here who has the skills cooking the code which blu ray was able to get running for TS - in order to be available as well for Ninja ? regards F

Hi Blowfish, thank you for your reply I checked all the volume indicators on Ninja Forum which by the way I was reffering to (Ninja Trader) sorry not to be as clear on my first post the one Soultrader is referring to is not found and default buy sell pressure is different I looked at this one ... http://www.ninjatrader-support.com/HelpGuideV6/helpguide.html?BuySellPressure could not get any good use of it and no compare to the one Soultrader is referring since they show equi volume so I was wondering if it would somehow be available for NT ? cheers Franko

Hello Blowfish, thank you for your reply I checked all the volume indicators on Ninja Forum which by the way I was reffering to (Ninja Trader) sorry not to be as clear on my first post the one Soultrader is referring to is not found and default buy sell pressure is different I looked at this one ... http://www.ninjatrader-support.com/HelpGuideV6/helpguide.html?BuySellPressure could not get any good use of it and no compare to the one Soultrader is referring since they show equi volume so I was wondering if it would somehow be available for NT ? cheers Franko

I have a question to this indi is it possible to measure volume bid/ask imbalance and flow was it possible to code it for NT ? regards F