Order Flow Indicators

[NinjaTrader_PatrickG]

Thank you for the suggestion. I have submitted this as a feature request to the Development Team. The internal tracking number for your feature request is SFT-3032. Please reference this internal tracking number if you ever have questions regarding this feature request.

When a feature request is implemented, you'll find it in the release notes:

http://ninjatrader.com/support/helpGuides/nt8/en-us/?release_notes.htm

[TraderBliss]

Order Flow Cumulative Delta

I love the new Order Flow indicators...
The new Cumulative Delta is my favorite but it only allows for "session" and for "bar" deltas which are great but kinda useless on larger time frames like daily or weekly charts. I was going to modify the indicator's code to sum the session deltas but evidently it's not available to code...
Would you guys add a "chart" option to this indicator so the "cumulative delta" sums the deltas for all the candles on the chart, please?
Thanks!

[NinjaTrader_PatrickH]

Hello Ricam,

Thank you for your bringing this up on the thread below.
- http://www.ninjatrader.com/support/f...ad.php?t=93168

As you noticed I was incorrect here on the Tick Replay being necessary to access accurate historical values of the best bid and ask associated with each "last" price. As Brett mentioned in the thread linked above the Order Flow Indicators would utilize an added 1 Tick bar series instead.

Please let me know if you have any questions.

[NinjaTrader_PatrickH]

Hello Ricam,

Thank you for your post.

Will the code of the new Order Flow tools be accessible for user customization?

This is to be determined at this time.

Will it still be necessary to use Tick Replay to access accurate historical values of the best bid and ask associated with each "last" price?

Yes, this will still be necessary.

When Tick Replay is enabled on more than a few charts, Ninjatrader's startup becomes extremely problematic. Which I can demonstrate... let me know if interested. This would take some time and effort.

Tick Replay loads historical tick data and most indicators that are built with Tick Replay are not simple calculations that are made over the historical tick data.

With that said, can you detail what problematic behavior you are running into?

I look forward to your response.

[Ricam]

Thanks for those new features. I am particularly interested in the historical order book.

Will the code of the new Order Flow tools be accessible for user customization?

Will it still be necessary to use Tick Replay to access accurate historical values of the best bid and ask associated with each "last" price?

When Tick Replay is enabled on more than a few charts, Ninjatrader's startup becomes extremely problematic. Which I can demonstrate... let me know if interested. This would take some time and effort.