Get Order Flow Parameters from DataSeries

[diorfo57]

Hello,

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;
          }​

   ​​​

}​

[NinjaTrader_ChrisL]

Hello, thanks for writing in. The BarDelta is available to get from the Volumetric series here is an example:

protected override void OnBarUpdate()
{

if(BarsInProgress == 1)
{

 NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType barsType = BarsArray[1].BarsType as NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType;
 if (barsType == null)
  return;

 Print("Delta for bar: " + barsType.Volumes[CurrentBar].BarDelta);
}

}​

[diorfo57]

Hi Chris,

Now it worked based on your code.

Thank you for supporting.