Order Flow Cumulative Delta size

[RedRock]

I’d like to track volume delta by size. I know we can set a minimum size. I’d like to track a maximum size as well. How might I do this? ThankYou

[NinjaTrader_ChrisL]

Hi RedRock, thanks for your question.

The OrderFlow+ Cumulative delta allows to set a minimum size filter. To set a maximum it would be a matter of using volume or tick bars to set a maximum volume input. So if I ran a 1000 volume chart that would limit the bar formation to 1000 volume per bar.

Please let me know if this does not resolve your inquiry.

[RedRock]

Thanks Chris. I think to achieve what I’m looking for the code would need to be modified to include a less than filter. I don’t see the script in the indicators section of editor so guessing it’s locked or run from a deeper level. Guess that would be my feature request. Thanks again.

[NinjaTrader_ChrisL]

Hi RedRock, thanks for your reply.

The OrderFlow tools are closed source, so they can not be viewed. The Cumulative Delta indicator can be called and used from another script, your idea could still be implemented if it can use the standard version of the Cumulative Delta indicator. I'll submit a feature request for this item for consideration in a future update.

Thanks in advance for your patience.

[kv712]

Hi RedRock,
I am looking for the same. Were you able to find/build a custom indicator for this?

@NinjaTrade_ChrisL, any update on this from your side?

Thanks.

[NinjaTrader_ChrisL]

Hi kv712, thanks for posting. The feature is still pending so the development team has not implemented anything new for the cumulative delta indicator.

Kind regards,
-ChrisL