OrderFlowCumulativeDelta - Close of Bar

[tonynt]

Hello,

I´m plotting an easy condition from an indicator because I experienced unexpected behavior. In the attached screenshot one can see how it is plotting from this little code...it is plotting ok for delta-down-bar, but it is not plotting for delta-up-bar (close above prior high). The code to debug is simply:

else if (State == State.DataLoaded)
{
OrderFlowCumulativeDelta1 = OrderFlowCumulativeDelta(Closes[0], NinjaTrader.NinjaScript.Indicators.CumulativeDelta Type.BidAsk, NinjaTrader.NinjaScript.Indicators.CumulativeDelta Period.Session, 0);
....
if(Closes[0][0]<Highs[0][0])
{if(OrderFlowCumulativeDelta1.DeltaClose[0] < OrderFlowCumulativeDelta1.DeltaLow[1])
BackBrushes[0]=Brushes.Red;
}
else if(Closes[0][0]>Lows[0][0])
{if(OrderFlowCumulativeDelta1.DeltaClose[0] > OrderFlowCumulativeDelta1.DeltaHigh[1])
BackBrushes[0]=Brushes.ForestGreen;
}

if (BarsInProgress == 1)
{OrderFlowCumulativeDelta1.Update(OrderFlowCumulat i veDelta1.BarsArray[1].Count - 1, 1);}

What might be the reason why it is not plottinig green if the close of OFCD is above the prior CD-bar-high?

Thank you!
Tony

[NinjaTrader_ChrisL]

Hi Tony, thanks for posting.

If you print out data within the condition does it print? That would prove the condition is indeed being hit. You can try:

if(Closes[0][0]>Lows[0][0])
{
if(OrderFlowCumulativeDelta1.DeltaClose[0] > OrderFlowCumulativeDelta1.DeltaHigh[1])
{
    Print("Condition Reached");
    Print(OrderFlowCumulativeDelta1.DeltaClose[0]);
    Print(OrderFlowCumulativeDelta1.DeltaHigh[1]);
    BackBrushes[0]=Brushes.ForestGreen;
}
}

[tonynt]

Hello,

thank you for your reply. This moment I wanted to add that I found the reason. Its - of course - the "if...else if".

As I was using it on Rangebars untill now this was never an issue, but on this tickchart the "else if" will not be touched when the the "if" is true with the close below the high (even whent its an upbar)

Thank you for your support!
Tony