Cumulative Delta not giving me expected results

[zundradaniel]

What am I missing here? I'm drawing the delta close below the candles here. I've highlighted the most dramatic case, but as you can see here the delta close is not matching the actual indicator. I'm using BarDelta vs Session and BidAsk DeltaType.

And here is the test indicator code.

https://gist.github.com/zundra/964ce4a596a70aec5165ab1954fd6a72

[NinjaTrader_ChrisL]

Hi, thanks for posting.

The scripts needs to update the Cumulative Delta in the 1 tick series (BarsInProgress == 1), and the Cumulative Delta you have on the chart needs to be set to "Bar".

if (BarsInProgress == 0)
{
    Draw.Text(this, "close" + CurrentBar, ""+ CD.DeltaClose[0], 0, Low[0] - 30);
}
else if (BarsInProgress == 1)
{
    // We have to update the secondary series of the hosted indicator to make sure the values we get in BarsInProgress == 0 are in sync
    CD.Update(CD.BarsArray[1].Count - 1, 1);
}

Best regards,
-ChrisL

[zundradaniel]

Awesome, thanks Chris. This was driving me crazy until I finally broke down and decided to ask.