Trading with Block Order Data
In the video we go over the concept behind block data then proceed to get data through the NinjaTrader platform. After saving the data to a file and importing datainto R Studio we enter the following commands:
#rename file
clData <- CL.05.19.Last
#Observe data columns
str(clData)
#Rename volume and price columns
clPrice <- clData$V2
clVolume <- clVol$V3
#Import and call GGPlot2
install.packages("ggplot2")
library(ggplot2)
#View the data
ggplot(clData,aes(clVol,clPrice)) + geom_point()+ geom_smooth(method = lm, formula = y ~ splines::bs(x, 3), se = FALSE)
Block Trade System PDF Setup Instructions: https://indd.adobe.com/view/93672256-f55c-49b0-8b8...