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Buy Sell Volume NinjaScript

Buy Sell Volume NinjaScript

This Buy Sell Volume NinjaScript will return the total volume per bar, split into buy and sell market orders. The buy/sell volume indicator included with NninjaTrader is coded in a way that makes it incompatible with backtesting in Market Replay – ours isn’t.

Buy Sell Volume Imbalance Indicator

Buy Sell Volume Imbalance Indicator

This Buy Sell Volume Imbalance Indicator calculates and displays the difference in volume between buy and sell transactions per bar. A negative number means the sells outnumber the buys, and a positive number means the buys won in the corresponding bar. This allows you to quickly assess the degree to which buyers are more aggressive than sellers and vice versa.

Buy Sell Pressure Indicator

Buy Sell Pressure Indicator

This Buy Sell Pressure Indicator calculates and displays the difference in volume between buy and sell transactions per bar expressed as a percentage. This allows you to quickly assess the degree to which buyers are more aggressive than sellers and vice versa.