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How to plot Delta, Min Delta and Max Delta ?

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    How to plot Delta, Min Delta and Max Delta ?

    Hi,
    I would like to ask you for a little help with programming the following indicator. I hope it is not too complicated to code.

    I need:
    Indicator for NT8 that plots 3 lines (Yellow, Red and Green) at the bottom of a chart.

    Calculation of the lines:
    For the calculation you need 3 variables that are: Delta, Min Delta and Max Delta.
    Yellow: Delta
    • Red: (Delta + Min Delta)
    • Green: (Delta + Min Delta + Max Delta)
    • Horizontal line #1: 500 (ideally allowing you to modify the value from the properties)
    • Horizontal line #2: -500 (ideally allowing you to modify the value from the properties)

    Example simulated in Excel.
    Click image for larger version

Name:	Indicator-Delta-Lines.png
Views:	1435
Size:	114.2 KB
ID:	1131700



    I would appreciate being able to integrate the calculation mode for each Tick and also for on bar close. This way I can test it and see which mode is the most convenient.

    Thankful in advance

    #2
    Hello Guille_cl, thanks for writing in.

    We offer the OrderFlow Volumetric bars that will provide bid/ask delta information. It is available to be used in a NinjaScript object. You must have a lifetime license for NinjaTrader 8 to use the OrderFlow suite. There is a full example of accessing data from the bars type here:
    https://ninjatrader.com/support/help...tric_bars2.htm

    In the example, this would be used when the primary series (the bars on the chart) are the Volumetric bars. If you want a secondary volumetric bar series use AddVolumetric.

    Please let me know if I can provide any further information.
    Chris L.NinjaTrader Customer Service

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