Get "Delta Change" value of the current bar in OF volumetric bars

[amul_shail2020]

Hi Ninjatrader Support, Need help for the following.
When I display the volumetric chart I can see a lot statistic at the bottom of the chart(screenshot attached) and most of the values can be accessed using the functions/methods provided in the link, but I want the Delta Change value which is one of the statistics displayed, but I cannot access it using any function. Can anyone help how I can get it? I want the value so that I can display it on top/bottom of the bar in my custom indicator where I use the volumetric data series to pull them.
https://ninjatrader.com/support/help...etric_bars.htm

[NinjaTrader_PaulH]

Hello amul_shail2020,

Thanks for your post.

The delta change would be a subtraction of the current bar delta from the previous bar delta.

barsType.Volumes[CurrentBar].BarDelta - barsType.Volumes[CurrentBar-1].BarDelta;

Note: I deleted your NinjaTrader7 post as it was a duplicate in the wrong forum, no worries.

[amul_shail2020]

Hi PaulH,

Thanks for your reply.
I have tried it but does not work. I must be doing something wrong. Here is the code which I have . It works for Delta but not work the delta change.
namespace NinjaTrader.NinjaScript.Indicators
{
public class AmolRevRatio3 : Indicator
{
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Indicator here.";
Name = "AmolRevRatio3";
Calculate = Calculate.OnBarClose;
IsOverlay = false;
DisplayInDataBox = true;
DrawOnPricePanel = true;
DrawHorizontalGridLines = true;
DrawVerticalGridLines = true;
PaintPriceMarkers = true;
ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
IsSuspendedWhileInactive = true;
}
else if (State == State.Configure)
{
AddVolumetric("",BarsPeriodType.Tick, 500, VolumetricDeltaType.BidAsk, 1);
}
}
protected override void OnBarUpdate()
{
if(BarsInProgress == 1)
{
NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsTy pe barsType = BarsArray[1].BarsType as
NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsTy pe;
if(barsType == null)
return;
if(Close[0] < Open[0]){ //Down Red Bar
// Draw.Text(this, "Bardlt"+ CurrentBar, barsType.Volumes[CurrentBar].BarDelta.ToString(), 0, Low[0] - (2.5 * TickSize + 0.25), Brushes.White);
Draw.Text(this, "Bardltchg"+ CurrentBar, (barsType.Volumes[CurrentBar].BarDelta - barsType.Volumes[CurrentBar -1].BarDelta).ToString(), 0, Low[0] - (2.5 * TickSize + 0.25), Brushes.White);
}
if(Close[0] > Open[0]){ //Up Green Bar
Draw.Text(this, "Bardlt"+ CurrentBar, barsType.Volumes[CurrentBar].BarDelta.ToString(), 0, High[0] + (2.5 * TickSize + 0.25), Brushes.White);
// Draw.Text(this, "Bardltchg"+ CurrentBar, (barsType.Volumes[CurrentBar].BarDelta - barsType.Volumes[CurrentBar -1].BarDelta).ToString(), 0, High[0] + (2.5 * TickSize + 0.25), Brushes.White);
}
if(Close[0] == Open[0]){ //Doji
Draw.Text(this, "Bardlt"+ CurrentBar, barsType.Volumes[CurrentBar].BarDelta.ToString(), 0, High[0] + (2.5 * TickSize + 0.25), Brushes.White);
// Draw.Text(this, "Bardltchg"+ CurrentBar, (barsType.Volumes[CurrentBar].BarDelta - barsType.Volumes[CurrentBar -1].BarDelta).ToString(), 0, High[0] + (2.5 * TickSize + 0.25), Brushes.White);
}

}

}

}
}

[NinjaTrader_PaulH]

Hello amul_shail2020,

Thanks for your reply.

Can you clarify what you mean by "I have tried it but does not work.". Do you mean the value is incorrect or you get no value at all?

Do you see any error messages in the "Log" tab of the control center when you run the indicator?

[amul_shail2020]

There is no errors, but I get no values displaced at all for delta change.

[NinjaTrader_PaulH]

Hello amul_shail2020,

Thanks for your reply.

An issue may be trying to print in BarsInProgress =1, typically you would draw in the BarsInprogress = 0 as these are the chart bars and your text would align to these bar slots on the chart.

You may want to use a Print() statement to print out the values you are calculating.

[amul_shail2020]

Here is the full attached indicator code as zip file

[NinjaTrader_PaulH]

Hello amul_shail2020,

Thanks for your reply.

What are you using for the chart bars?

Can you provide a complete screenshot?

[amul_shail2020]

Thanks for your help PaulH. Looks like I understood. Just need to make sure that enough bars are created before the calculation is done. Here is the updated code which works and shows the delta change.
if(BarsInProgress == 1)
{
NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsTy pe barsType = BarsArray[1].BarsType as
NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsTy pe;
if(barsType == null)
return; //
if(CurrentBars[0] < 1)
return; //
Print("Delta for bar: " + barsType.Volumes[CurrentBar].BarDelta);
Print("Delta Change for bar: " + (barsType.Volumes[CurrentBar].BarDelta - barsType.Volumes[CurrentBar -1].BarDelta));
if(Close[0] < Open[0]){ //Down Red Bar
Draw.Text(this, "Bardltr"+ CurrentBar, barsType.Volumes[CurrentBar].BarDelta.ToString(), 0, Low[0] - (2.5 * TickSize + 0.25), Brushes.White);
Draw.Text(this, "Bardltchgr"+ CurrentBar, (barsType.Volumes[CurrentBar].BarDelta - barsType.Volumes[CurrentBar -1].BarDelta).ToString(), 0, Low[0] - (2.5 * TickSize + 0.75), Brushes.Green);
}
if(Close[0] > Open[0]){ //Up Green Bar
Draw.Text(this, "Bardltb"+ CurrentBar, barsType.Volumes[CurrentBar].BarDelta.ToString(), 0, High[0] + (2.5 * TickSize + 0.25), Brushes.White);
Draw.Text(this, "Bardltchgb"+ CurrentBar, (barsType.Volumes[CurrentBar].BarDelta - barsType.Volumes[CurrentBar -1].BarDelta).ToString(), 0, High[0] + (2.5 * TickSize + 0.75), Brushes.Green);
}
if(Close[0] == Open[0]){ //Doji
Draw.Text(this, "Bardltd"+ CurrentBar, barsType.Volumes[CurrentBar].BarDelta.ToString(), 0, High[0] + (2.5 * TickSize + 0.25), Brushes.White);
Draw.Text(this, "Bardltchgb"+ CurrentBar, (barsType.Volumes[CurrentBar].BarDelta - barsType.Volumes[CurrentBar -1].BarDelta).ToString(), 0, High[0] + (2.5 * TickSize + 0.75), Brushes.Green);
}

}

[amul_shail2020]

I am not 100% sure if this is the correct way, since the indicator now have started to hang/freeze...not sure why

[NinjaTrader_PaulH]

Hello amul_shail2020,

Thanks for your reply.

In order to assist, please advise what chart bars you are using and provide a complete screenshot of what you see.

[amul_shail2020]

I use it on a 500 Tick chart and it works but keeps on freezing. Here is a screenshot.

[NinjaTrader_PaulH]

Hello amul_shail2020,

Thanks for your reply.

Based on the zip file you posted:

Set IsOverlay in OnStateChange() from false to true, this will eliminate the indicator panel that is not needed.

Here is all you need in OnBarUpdate():

if (BarsInProgress == 0)
{
if(Bars == null)
return; //
NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsTy pe barsType = BarsArray[1].BarsType as
NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsTy pe;

if(barsType == null)
return;

if (CurrentBars[0] < 1 || CurrentBars[1] < 1)
return;

long bDelta = barsType.Volumes[CurrentBars[1]].BarDelta;
long bDeltaChange = barsType.Volumes[CurrentBars[1]].BarDelta - barsType.Volumes[CurrentBars[1] -1].BarDelta;


if(Close[0] < Open[0])
{ //Down Red Bar
Draw.Text(this, "Bardltr"+ CurrentBar, bDelta.ToString(), 0, Low[0] - 3 * TickSize);
Draw.Text(this, "Bardltchgr"+ CurrentBar, bDeltaChange.ToString(), 0, Low[0] - 6 * TickSize);
}
if(Close[0] > Open[0])
{ //Up Green Bar
Draw.Text(this, "Bardltb"+ CurrentBar, bDelta.ToString(), 0, High[0] + 3 * TickSize);
Draw.Text(this, "Bardltchgb"+ CurrentBar, bDeltaChange.ToString(), 0, High[0] + 6 * TickSize);
}
if(Close[0] == Open[0])
{ //Doji
Draw.Text(this, "Bardltd"+ CurrentBar, bDelta.ToString(), 0, High[0] + 3 * TickSize);
Draw.Text(this, "Bardltchgb"+ CurrentBar, bDeltaChange.ToString(), 0, High[0] + 6 * TickSize);
}
}

Note: I am unsure why the forum is adding a space in VolumetricBarsTy pe so please no that should not be a space there.

[amul_shail2020]

Hi PaulH,
Thanks for your reply. I have updated my code and does work with some modification.

I am sharing my custom indicator which I coded and shows the following for anyone interested.
It has the following 1) It can be used with tick or Range bar charts just change the no of tick or range parameter value(default is 500, make sure to match your chart) 2) It displays the values at the top/bottom of bar depending if it is up/down bar 3) Shows Bar delta and Bar delta change 3) Shows stacked buying/Selling imbalance as bands colored in red /blue.(No of stacks imbalance to show can be specified with the parameter, default is 3, also Imbalance ratio can be changed with the parameter, default is 3) 3) Draws a rectangle at the end of the bars, if bar has more than 3 buy/sell imbalance and Small print(Small print value can be changed by the specified parameter, default is 25) 4) Shows the Ratio bound high and Ratio bound Low values which can be used to identify exhaustion or reversal.
Hope it help someone to make there trading/learning journey easy.
Note: I am not sure if Order flow volumetric license is required for this, since it uses the volumetric data series to pull the values. I already has the lifetime license which includes all the Order flow plus stuff so it works for me .
Thanks.

[NinjaTrader_PaulH]

Hello amul_shail2020,

Thanks for your reply.

Glad to hear it is meeting your needs.

Thanks for sharing your idea and final indicator.

Yes, anyone that uses it would need the Ninjatrader platform lifetime license to access the Volumetric data.

You are welcome (but not required) to add the indicator to the NT user apps section of the Ninjatrader ecosystem. If you do, please do make note of the license requirement in the description. Here is a link to the "user app submission" forum: https://ninjatrader.com/support/foru...app-submission