I need supporting with correct sintax to get order flow parameters from dataseries (for instance: BarDelta).
I tried something like below but I receive some erros related "barsType" declaration:
private long DeltaOfPreviousBar1 private long DeltaOfPreviousBar2 if (State == State.Configure) { AddVolumetric("CL 06-23", BarsPeriodType.Minute, 5, VolumetricDeltaType.BidAsk, 1); AddVolumetric("CL 09-23", BarsPeriodType.Minute, 5, VolumetricDeltaType.BidAsk, 1); } protected override void OnBarUpdate() { if (State == State.Historical) return; if(BarsInProgress == 0) { NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType barsType = Bars.BarsSeries.BarsType as NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType; // my code here } if (Bars == null) return; if (barsType == null) return; if(BarsInProgress == 1) { NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType barsType = BarsArray[1].BarsType as NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType; DeltaOfPreviousBar1 = barsType.Volumes[Current].BarDelta; } if(BarsInProgress == 2) { NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType barsType = BarsArray[2].BarsType as NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType; DeltaOfPreviousBar2 = barsType.Volumes[Current].BarDelta; } }
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