OrderFlowCumulativeDelta Indicator

[ij001]

Hi NT,

I have a lifetime license for NT.

Occasionally, I use Mirror Charts for visual purposes.

I'm wondering if there's also a way to also mirror the OFCD (OrderFlowCumulativeDelta) indicator using some code in a new indicator.

What would you suggest?

Thanks in advance.
Irvin

[NinjaTrader_ChelseaB]

Hello Irvin,

The Order Flow Cumulative Delta does produce DeltaOpen, DeltaHigh, DeltaLow, and DeltaClose values, and these values can be called from another indicator.

https://ninjatrader.com/support/helpGuides/nt8/order_flow_cumulative_delta2.htm

Theoretically it would be possible to do something similar to the mirror bars and multiply the value by -1 and then plot the values in the new script.

[ij001]

Hello Irvin,

The Order Flow Cumulative Delta does produce DeltaOpen, DeltaHigh, DeltaLow, and DeltaClose values, and these values can be called from another indicator.

https://ninjatrader.com/support/helpGuides/nt8/order_flow_cumulative_delta2.htm

Theoretically it would be possible to do something similar to the mirror bars and multiply the value by -1 and then plot the values in the new script.

Hi Chelsea_B,

I am able to plot the various values (DeltaOpen, DeltaHigh, DeltaLow, DeltaClose)

Any insight on where I can get code for the "Parameters" below?

Candle body outline	Color and line settings for the candle body outline
Candle wick	Color and line settings for the candle wick
Color for down bars	Color for bars that have a close less than the open
Color for up bars	Color for bars that have an open greater than the open

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

[NinjaTrader_ChelseaB]

Hello ij001,

Candle body outline	OutlineStroke.Brush
Candle wick	WickStroke.Brush
Color for down bars	DownBrush
Color for up bars	UpBrush

Print(OrderFlowCumulativeDelta(BarsArray[0], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0).DownBrush.ToString());

[ij001]

Hello ij001,

Candle body outline	OutlineStroke.Brush
Candle wick	WickStroke.Brush
Color for down bars	DownBrush
Color for up bars	UpBrush

Print(OrderFlowCumulativeDelta(BarsArray[0], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0).DownBrush.ToString());

Hi Chelsea,

I have been working on it. First I am trying to get the indicator to display the delta candles before I work on the mirror aspect.

I seem to get hung up with the "index out of bound error"

That is: Indicator 'OFCFDeltaCandles': Error on calling 'OnBarUpdate' method on bar 2: Index was outside the bounds of the array.

I've read the NT guide on CurrentBar but still get the error. What am I missing?

region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

namespace NinjaTrader.NinjaScript.Indicators
{
public class OFCFDeltaCandles : Indicator
{
private OrderFlowCumulativeDelta cumulativeDelta;

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
AddPlot(Brushes.Orange, "DeltaClose");

Name = "OFCFDeltaCandles";
Calculate = Calculate.OnBarClose;
IsOverlay = false; // Set to false to use its own plot

}
else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Tick, 1);
}
else if (State == State.DataLoaded)
{
cumulativeDelta = OrderFlowCumulativeDelta(CumulativeDeltaType.BidAs k, CumulativeDeltaPeriod.Bar, 0);
}
}

protected override void OnBarUpdate()
{
// Ensure that we have enough bars to avoid the index out of bounds error
if (CurrentBar < 2 || BarsInProgress != 0 || CurrentBars[0] < 2 || CurrentBars[1] < 2)
return;

if (BarsInProgress == 0)
{
Values[0][0] = cumulativeDelta.DeltaClose[0];
Values[1][0] = cumulativeDelta.DeltaOpen[0];
Values[2][0] = cumulativeDelta.DeltaHigh[0];
Values[3][0] = cumulativeDelta.DeltaLow[0];

// Determine the color based on deltaClose value
Brush barColor = cumulativeDelta.DeltaClose[0] > 0 ? Brushes.SpringGreen : Brushes.Red;

// Drawing the candlestick
// Note: You will need to implement the DrawCandlestick method to draw the actual candlestick
DrawCandlestick(Values[1][0], Values[2][0], Values[3][0], Values[0][0], barColor);
}

else if (BarsInProgress == 1)
{
cumulativeDelta.Update(cumulativeDelta.BarsArray[1].Count - 1, 1);
}

}

private void DrawCandlestick(double open, double high, double low, double close, Brush color)
{
int barIndex = CurrentBar;
double bodyTop = Math.Max(open, close);
double bodyBottom = Math.Min(open, close);
int barWidth = 1; // Adjust the width as needed

// Drawing the body of the candlestick
Draw.Rectangle(this, "body" + barIndex, false, barIndex, bodyTop, barIndex - barWidth, bodyBottom, color, color, 10);

// Drawing the upper wick
if (high > bodyTop)
{
Draw.Line(this, "upperWick" + barIndex, false, barIndex, high, barIndex, bodyTop, color, DashStyleHelper.Solid, 1);
}

// Drawing the lower wick
if (low < bodyBottom)
{
Draw.Line(this, "lowerWick" + barIndex, false, barIndex, bodyBottom, barIndex, low, color, DashStyleHelper.Solid, 1);
}
}
}
}

region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private OFCFDeltaCandles[] cacheOFCFDeltaCandles;
public OFCFDeltaCandles OFCFDeltaCandles()
{
return OFCFDeltaCandles(Input);
}

public OFCFDeltaCandles OFCFDeltaCandles(ISeries<double> input)
{
if (cacheOFCFDeltaCandles != null)
for (int idx = 0; idx < cacheOFCFDeltaCandles.Length; idx++)
if (cacheOFCFDeltaCandles[idx] != null && cacheOFCFDeltaCandles[idx].EqualsInput(input))
return cacheOFCFDeltaCandles[idx];
return CacheIndicator<OFCFDeltaCandles>(new OFCFDeltaCandles(), input, ref cacheOFCFDeltaCandles);
}
}
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.OFCFDeltaCandles OFCFDeltaCandles()
{
return indicator.OFCFDeltaCandles(Input);
}

public Indicators.OFCFDeltaCandles OFCFDeltaCandles(ISeries<double> input )
{
return indicator.OFCFDeltaCandles(input);
}
}
}

namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.OFCFDeltaCandles OFCFDeltaCandles()
{
return indicator.OFCFDeltaCandles(Input);
}

public Indicators.OFCFDeltaCandles OFCFDeltaCandles(ISeries<double> input )
{
return indicator.OFCFDeltaCandles(input);
}
}
}

#endregion

[NinjaTrader_ChelseaB]

Hello ij001,

Values[1], Values[2], and Values[3] do not exist. These are invalid indexes.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/indicator-development/1046200-indicator-that-calculate-in-different-chartime?p=1048513#post1048513

You would need to call AddPlot() 3 more times for these plot series to exist.

https://ninjatrader.com/support/helpGuides/nt8/addplot.htm

https://ninjatrader.com/support/helpGuides/nt8/values.htm