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Referencing OrderFlowVwap in other indicators

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    Referencing OrderFlowVwap in other indicators

    I have 2 questions:
    1) what is the difference if we reference OFV in other indicators, what are differences between these two codes:

    A)
    Code:
    var vwap = OrderFlowVWAP(VWAPResolution.Standard, Bars.TradingHours, VWAPStandardDeviations.Three, 3, 5, 7);
    vs

    B)
    Code:
    var vwap = OrderFlowVWAP(VWAPResolution.Standard, Bars.TradingHours, VWAPStandardDeviations.Three, 1, 1, 1);
    vwap.SD1Multiplier = 3;
    vwap.SD2Multiplier = 5;
    vwap.SD3Multiplier = 7;

    2) at https://ninjatrader.com/support/help...flow_vwap2.htm we read:

    Referencing multiple OrderFlowVWAP's with different ResetInterval’s in a single NinjaScript Indicator / Strategy is not supported by default
    Can't you elaborate a bit more? say more details or workarounds?

    #2
    Hello ttodua,

    Are you asking about the selector for how many deviations?

    Are you asking about the multipliers for the first, second, and third deviations?

    What are you trying to work around?
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Chelseas, I cant clearly answer your question, because I think my questions 1 and 2 were clear. and i think there is a easy answer to both questions.

      the A and B parts of first question just express if both of the approaches will give the same result.

      Comment


        #4
        Hello ttodua,

        I guess the difference would be you are calling a method and supplying parameters with the first call, and calling the same method with different parameters on the second call but then changing the parameters before OnBarUpdate() is processing.

        This may be necessary when using multiple instances of this indicator in a script to prevent caching.
        Chelsea B.NinjaTrader Customer Service

        Comment

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