Referencing OrderFlowCumulativeDelta

[Jack22]

I am trying to reference OrderFlowCumulativeDelta in the attached indicator and when i do, I receive the following error: A hosted indicator tried to load additional data. All data must first be loaded by the hosting NinjaScript in its configure state.

I am running NinjaTrader 8.0.12.0 64-bit

[NinjaTrader_AlanP]

Hello Jack22,

Thank you for your note.

If you add a secondary tick series in State.Configure, does that resolve the issue?

For example,

else if (State == State.Configure)
{[INDENT]				AddDataSeries(Data.BarsPeriodType.Tick, 1);
[/INDENT]			
}

I look forward to your reply.

[Jack22]

Hello Jack22,

Thank you for your note.

If you add a secondary tick series in State.Configure, does that resolve the issue?

For example,

else if (State == State.Configure)
{[INDENT]				AddDataSeries(Data.BarsPeriodType.Tick, 1);
[/INDENT]			
}

I look forward to your reply.

All good now with the additional DataSeries, appreciate it.

[Jack22]

Now I have a new scenario with referencing OrderFlowCumulativeDelta. I reference DeltaClose, which references perfectly historically, but when I try and reference DeltaClose in real-time I get a different value than what is plotted by the indicator. In the attached image, where the arrow is starts the first real-time bar (all bars before this are historical and the number drawn corresponds to panel 2. The bar with the arrow prints OnBarClose -50, but the panel 2 value is 41--this is a huge difference. Why am I seeing such a huge difference in real-time (OnBarClose) versus historical?

[NinjaTrader_PatrickH]

Hello Jack22,

Thank you for your post.

Set the Order Flow Cumulative Delta indicator on the chart to Calculate.OnBarClose just like your custom indicator does and the two values will match.

I will report the behavior when it is using OnPriceChange to our development team.

[Jack22]

Hello Jack22,

Thank you for your post.

Set the Order Flow Cumulative Delta indicator on the chart to Calculate.OnBarClose just like your custom indicator does and the two values will match.

I will report the behavior when it is using OnPriceChange to our development team.

The indicator in panel 2 and the one I reference I have set to OnBarClose--in the image in my last post.

[NinjaTrader_PatrickH]

Hello Jack22,

Thank you for your update.

I see that now as well. I will report this behavior to our development team.