Questions on pulling orderflow data from additional data series

[rbeckmann05]

Hello, I have 2 questions. I have the following code:

else if (State == State.Configure)
            {
                AddVolumetric(null, BarsPeriodType.Range, 26, VolumetricDeltaType.BidAsk, 1);
            }​

and

#region Volumetric Setup
            if (Bars == null)
                  return;
            NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType barsType = Bars.BarsSeries.BarsType as    
            NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType;
            if (barsType == null)
                  return;
            #endregion

            i = 0;
            entropy_counter = 0;
            while (i <= Bars_Lookback)
            {
                delta = barsType.Volumes[CurrentBar - i].BarDelta;
                if ((Open[1][i] < Close[1][i]) && (delta < 0))
                {
                    entropy_counter = entropy_counter + 1;
                }

                else if ((Open[1][i] > Close[1][i]) && (delta > 0))
                {
                    entropy_counter = entropy_counter + 1;
                }
                i = i+1;
            }​

First question: When I try to compile, it returns Cannot apply indexing with [] to an expression of type 'double' for both the "if statements". However, the "i" variable is declared as an integer, and stays an integer throughout the program. Maybe I am calling the additional data series incorrectly?

Second question: in the line

delta = barsType.Volumes[CurrentBar - i].BarDelta;

, how would I pull the additional data series' bar delta instead of the primary chart data series' delta? The primary data series I am using for this chart is not a volumetric chart, however through some testing I found it is in fact pulling the bar delta for the primary data series instead of the additional volumetric data series.

Thank you,

Ryan Beckmann

[eirwin1971]

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?multi-time_frame__instruments.htm

Open[1] will return one bar back the open price of the main data series from the chart which is a double and that is why you get the error. You need an s on the end to get the array of series:
Opens[1][i]


So you could try:

while (i <= Bars_Lookback)
{
delta = barsType.Volumes[CurrentBar - i].BarDelta;
if ((Opens[1][i] < Closes[1][i]) && (delta < 0))
{
entropy_counter = entropy_counter + 1;
}

else if ((Opens[1][i] > Closes[1][i]) && (delta > 0))
{
entropy_counter = entropy_counter + 1;
}
i = i+1;
}


Hope that helps.

[eirwin1971]

Second question: in the line
delta = barsType.Volumes[CurrentBar - i].BarDelta;
, how would I pull the additional data series' bar delta instead of the primary chart data series' delta? The primary data series I am using for this chart is not a volumetric chart, however through some testing I found it is in fact pulling the bar delta for the primary data series instead of the additional volumetric data series.

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?order_flow_volumetric_bars2.htm

NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsTy pe barsType = BarsArray[1].BarsType as NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsTy pe;
barDelta= barsType.Volumes[CurrentBar].BarDelta;

Print(barDelta.ToString());

that should give you the bar delta from the Volumetric bars.

Hope that helps.

[NinjaTrader_Gaby]

Hello rbeckmann05,

Thank you for your post.

For your first question, eirwin1971 is providing good information on using Opens[] and Closes[].

For your second question, to make sure you are pulling the barDelta value from your added Volumetric series, add a BarsInProgress check.

BarsInProgress - https://ninjatrader.com/support/help...inprogress.htm

BarsInProgress = 1 is your added data series.

Also, please note that when adding multiple series, you will need to use BarsArray object with the corresponding index when casting the barsType.

NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsTy pe barsType = BarsArray[1].BarsType as NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsTy pe;

https://ninjatrader.com/support/help.../barsarray.htmm

Please let me know if you have any other questions.

[rbeckmann05]

Thank you eirwin1971 and NinjaTrader_Gaby, was able to finish it up. Much appreciated to you especially eirwin, not a lot of people would take unpaid time out of their day to help out to that extent. Best of luck to you!

Best regards,

Ryan Beckmann