cumulativeDelta by minute bar

[teafortwo]

Hello Support - Team,

i like to print the delta only for each minute bar but i got it for all ticks, whats wrong?

...

else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Tick, 1);
}
else if (State == State.DataLoaded)
{
cumulativeDelta = OrderFlowCumulativeDelta(CumulativeDeltaType.BidAs k, CumulativeDeltaPeriod.Bar, 0);
}


protected override void OnBarUpdate()
{

if (State == State.Historical)
{
return;
}


Print("Delta Close: " + cumulativeDelta.DeltaClose[0]);


}

[NinjaTrader_PaulH]

Hello teafortwo,

Thanks for your post.

The reason why it prints on each tick is because you have not segmented your code to only run when the chart bars/primary bars have called OnBarUpdate(). Each data series, when added to a script, will call the OnBarUpdate() method. You can segment your code using BarsInProgress which will contain the number of the data series that has called OnBarUpdate(). BarsInProgress will be 0 (zero) when the chart/primary bars call the method. The BarsInProgress will equal 1 when the first added data series calls OnBarUpdate().

Also, you will need additional code to keep your OrderFlow data synchronized with the chart bars/Primary bars.

Please see the help guide example, "Calling the OrderFlowCumulativeDelta() method by reference" on this page as it will show how to segment by BarsInProgress as well as how to update the secondary series (to keep it in sync) https://ninjatrader.com/support/help...ive_delta2.htm