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Delta Buy/Sell Volume

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    #16
    Likely the new OnMarketData() method.
    RayNinjaTrader Customer Service

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      #17
      garciaal,

      As Ray mentioned, the OnMarketData() method is new to NT6.5 and is required for this indicator to calculate properly.
      Josh P.NinjaTrader Customer Service

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        #18
        is there any way to possibly filter out the buy/sell by order size =D

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          #19
          Can you elaborate what you mean?
          RayNinjaTrader Customer Service

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            #20
            like only use order of 200 or more contracts (you pick). and only plot the delta buy/sell from orders of that size.

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              #21
              Definitely, I can add that for you.



              Originally posted by moderate View Post
              like only use order of 200 or more contracts (you pick). and only plot the delta buy/sell from orders of that size.

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                #22
                Just noticed this thread...I will use this new indicator next trade day to check it out...I have been looking for a way to duplicate this type of set up..... http://www.linnsoft.com/tour/techind/vb.htm

                I love the ability to use the "VB" tool in the cumulative mode to track the ES volume flow through the day....to see if the market is "net" negative or positive at s/r areas. This type of tool would be excellent in V6.5

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                  #23
                  I've just modified BuySellVolume to do this.

                  See: http://www.ninjatrader-support.com/v...ad.php?p=23711
                  Attached Files

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                    #24
                    Cumulative?

                    Is it possible to add an option to the Delta Buy/Sell Volume Indicator to make it cumulative?

                    I took a look at the code but it was beyond me to do this myself!

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                      #25
                      To: SBGTrading

                      SBGTrading - I would like to personally thank you for your "delta" indicator work here at the NT forums! Again yesterday like many days, I was nailing buys/sells in the ES off intrabar delta divergences without having to use my Investor R/T set-up.

                      Great work sir...and good fortunes!

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                        #26
                        That's great news, Fulcrum...and thanks for the kudos! If you think of it, take a screenshot of your trades and post them here. I'm sure others will find your examples useful and instructive.

                        Ben


                        Originally posted by Fulcrum View Post
                        SBGTrading - Again yesterday like many days, I was nailing buys/sells in the ES off intrabar delta divergences without having to use my Investor R/T set-up.

                        Comment


                          #27
                          Originally posted by sbgtrading View Post
                          That's great news, Fulcrum...and thanks for the kudos! If you think of it, take a screenshot of your trades and post them here. I'm sure others will find your examples useful and instructive.

                          Ben

                          That will be nice!

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                            #28
                            Will do..I will take some screen shots this Monday when I have delta data showing on my charts intra-day (I use Zenfire feed).

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                              #29
                              Ben,

                              Thanks for adding the cumulative option to your Delta Buy Sell Volume indicator - I can't wait to give it a try on Monday. I always learn a lot by studying your code

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                                #30
                                Monday CD Trade

                                CD showed a great entry early today and hit +5.0 points for my primary positions. Leaving 1/3'rd of the position (my runners) on to see if we challenge the recent high around 1419's.
                                Attached Files
                                Last edited by Fulcrum; 01-14-2008, 09:54 AM.

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