Subject: Order Flow Cumulative Delta Indicator Value on Each Price Tick

[Mubeen Haider]

Hi NinjaTrader Experts,

My question is related to the below page in NT8 help guide:
https://ninjatrader.com/support/help...ive_delta2.htm

From the example code on this page, I learn that it is necessary to add a 1-tick data series in my custom indicator code because Order Flow Cumulative Delta indicator runs on tick data. This code explains how can I access the close of cumulative delta bar on primary bar update (BarsInProgress == 0). My need is that I want to access the value of cumulative delta indicator on each price tick i.e. on secondary (1-tick) bar update (BarsInProgress == 1), the instantaneous value of cumulative delta indicator on each price tick.

else if (BarsInProgress == 1)
{
// We have to update the secondary series of the hosted indicator to make sure the values we get in BarsInProgress == 0 are in sync
cumulativeDelta.Update(cumulativeDelta.BarsArray[1].Count - 1, 1);

// I want to get the value of cumulativeDelta indicator here. Is this possible to correctly access this information in here? If yes, which method of cumulativeDelta should be used to access the current value on each price tick?
}

I'll be thankful to get an expert's advice on this.

Regards

[NinjaTrader_BrandonH]

Hello Mubeen Haider,

Thanks for your post.

Please see the attached example script which demonstrates this.

The OF Cumulative Delta indicator plot value would be synchronized to the primary data series (set in BIP 0) so you would need to run the script with Calculate.OnEachTick to get the cumulative delta close value for each tick. Then, to print the delta close value at the close of the bar, you would check IsFirstTickOfBar and print out the delta close value.

Let us know if we may further assist.