Cumulative Delta Question

[guidoisot]

The indicator is also available to read from a script, and any sort of alert may be created from a NinjaScript indicator.

-ChrisL

Hi Chris
in order to try to apply in a strategy the condition on delta you have showed on post 2 earlier on, from which I was going to then create a corresponding indicator, I have written the attached strategy, but I do not understand why it does not work. The log reports this message: Order Flow Cumulative Delta' tried to load additional data. All data must first be loaded by the hosting NinjaScript in its configure state. Attempted to load ES 03-22 Globex: 1 Tick

Please could you help in finding out why this script does not work as expected and/or perhaps provide an example of the above quote of your reply?
Thank you.

[NinjaTrader_ChrisL]

Hi, thanks for posting.

The strategy needs to add a 1 tick series since the Cumulative Delta also adds it. See here for an example:

https://ninjatrader.com/support/help...ive_delta2.htm (See "else if (State == State.Configure)")

Best regards,
-ChrisL

[guidoisot]

Thank you, Chris.