Bar Statistics

[chalasani]

Hi,
In orderflowCumulativeDelta using the Syntax OrderFlowCumulativeDelta(ISeries<double> input, CumulativeDeltaType deltaType, CumulativeDeltaPeriod period, int sizeFilter)

we can get DeltaOpen, DeltaHigh, DeltaLow and DeltaClose by default

Is it possible to get the other bar statistics like Min delta, Max Delta etc. It is available in the system, just wondering how we can pull it.

Thank you

[NinjaTrader_Jim]

Hello chalasani,

Thanks for your post.

Bar Statistics are available using Volumetric Bars, these are available for NinjaScript access as well. Please see the documentation below for details. I will also include a NinjaScript documentation link for Order Flow Cumulative Delta.

Volumetric Bars NinjaScript access - https://ninjatrader.com/support/help...tric_bars2.htm

OrderFlowCumulativeDelta - https://ninjatrader.com/support/help...ive_delta2.htm

Please let me know if I can be of further assistance.