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Get Order Flow Parameters from DataSeries

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    Get Order Flow Parameters from DataSeries

    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:

    Code:
    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;
              }​
    
       ​​​
    
    }​

    #2
    Hello, thanks for writing in. The BarDelta is available to get from the Volumetric series here is an example:

    Code:
    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);
    }
    
    }​
    Chris L.NinjaTrader Customer Service

    Comment


      #3
      Hi Chris,

      Now it worked based on your code.

      Thank you for supporting.
      Last edited by diorfo57; 03-04-2023, 02:25 AM.

      Comment

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