Use of Cumulative Delta within another indicator

[martin70]

Hi,
I am trying to create a momentum indicator starting from the Order Flow Cumulative Delta indicator. The indicator code would be:

CDMomentum = OrderFlowCumulativeDelta(BarsArray[0], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0).DeltaClose[0] - OrderFlowCumulativeDelta(BarsArray[0], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0).DeltaClose[Period];

to be applied on e.g. a 5 min bar chart. The issue is that as no tick data are loaded, it does not work and as far as I know I cannot use AddDataSeries in an Indicator script.
Could you please suggest me how to fix this?

Thank you
Martin

[NinjaTrader_BrandonH]

Hello Martin,

Thanks for your post.

AddDataSeries() can be used within a custom NinjaScript indicator.

To access Order Flow Cumulative Delta indicator values within your custom indicator, you would need to add a 1-tick data series to the script by calling AddDataSeries() in State.Configure.

Then, check if BarsInProgress == 0 and access your OrderFlowCumulativeDelta() indicator values within that condition. Make sure to also call .Update() on the indicator in BarsInProgress 1 to make sure the values we get in BarsInProgress == 0 are in sync. An example of this could be seen in the sample code on the help guide.

See the help guide documentation below for more information and sample code.

OrderFlowCumulativeDelta: https://ninjatrader.com/support/help...orderflowcumul