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datafeed handling in ninjatrader


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datafeed handling in ninjatrader

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 snusnufreak 
Moscow Russia
 
Experience: Intermediate
Platform: NinjaTrader
Trading: futures
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Can anyone suggest where I can find examples of code on how to build proprietary chart type based on (bid+ask)/2 data in Ninjatrader? Has anyone dealt with this problem before? Is it possible to handle this data only in real time or is there some easy way to store and process it?

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 TimeTrade 
Erfurt Germany
 
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snusnufreak View Post
Can anyone suggest where I can find examples of code on how to build proprietary chart type based on (bid+ask)/2 data in Ninjatrader? Has anyone dealt with this problem before? Is it possible to handle this data only in real time or is there some easy way to store and process it?

you can use my here under Elite free published "t4tSpreadSym" code as base... here i do use 2 additional (last)tick dataseries for calc a quotient... replace the calc logic with your needed (Value1+Value2)/2 and use the same Symbolname for both data series, set one as "bid" and the other as "ask" (currently different symbols both on "last")

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Last Updated on May 10, 2012


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