Really interesting research.
Can it as well be used tick volume for assets which actually have a volume as indexs? Is there a way to ge the number of open contracts of an asset in the market as there is for ninjatrader or it is just enough to use the tick volume?

And well... how do I created that counter? Do I open a phantom trade and if the traderesult changes, I increase the counter? But how do I measure that change in the traderesult? Should I save it into a series? And then it has to be a series in the run function which save the tickvolume of each bar? Something like this? No idea