Ninjatrader Release 8.0.20.0 Issue

[bob77713]

14143

Fixed

Strategy Builder

Order Flow + indicators were incorrectly available in the Strategy Builder

Hi,

Per the release notes, the Order Flow+ indicators were fixed. Why would they be removed from Strategy Builder?

It would be nice to create a simple strategy using the Order Flow Trade Detector(Block-Buy/Sells) via Strategy Builder. If the indicator can 'show the values on hover', why can't it be designed to show the values in Strategy Builder?

Thank you.

Bob

[NinjaTrader_Kate]

Hello bob77713,

Thank you for your post.

OrderFlow+ indicators used in the Strategy Builder did not comply with regular NS implementations and did not include the update code which keeps it synchronized, noted below. Since most OF+ indicators do not have support for NS access and those that could be used in the Strategy Builder had limitations, Strategy Builder access for these indicators was removed. They can still be included in manually coded NinjaScripts.

if (BarsInProgress == 1)
{
      // We have to update the secondary series of the hosted indicator to make sure the values we get in BarsInProgress == 0 are in sync
      cumulativeDelta.Update(cumulativeDelta.BarsArray[1].Count - 1, 1);
}

Please let us know if we may be of further assistance to you.

[fcamargo]

Hi!.. "They can still be included in manually coded NinjaScripts" I don't find any documentation to use TradeDetector in NinjaScript, some example code to use TradeDetector or something like that.... You can help me? this doc exists ?

Thank you!

[NinjaTrader_Kate]

Hello fcamargo,

Thank you for your reply.

I apologize for my unclear wording - "they" was referring to only the Order Flow items that were previously available for use in the Strategy Builder, not all Order Flow + tools. The only Order Flow + suite items that can be accessed via NinjaScript are:

• Order Flow Volumetric bars
• Order Flow Cumulative Delta
• Order Flow VWAP

The remaining Order Flow + suite items are inaccessable from NinjaScript and there would not be a supported method to use them in a script.

Please let us know if we may be of further assistance to you.

[fcamargo]

Thanks for reply! Ok, in near future it's gonna be accessable from ninjaScript ? maybe another discussion are threating this same discussion may i can vote for a solution about it.

Thanks again

[NinjaTrader_Kate]

Hello fcamargo,

Thank you for your reply.

At this time the word from our development team is that there are no plans to add these to the platform and a feature request for this access has been closed.

Please let us know if we may be of further assistance to you.

[fcamargo]

Ok thanks. Yes, maybe you can help me to detect when the circle draw is happening? Or you can explain if i can detect with another tools the big trades happening? Maybe OnMarketData or Volumetric candles? Sry im so noob, only need a direction properly. Thanks a lot

[NinjaTrader_Kate]

Hello fcamargo,

Thank you for your reply.

I wouldn't be able to tell you how to detect exactly when the Order Flow Trade Detector is drawing a circle and how it does that as even we in the support department do not have access to the code for that indicator.

However, you could certainly get ask and bid volumes from Volumetric candles, or you could monitor for large trades within OnMarketData, depending on what you'd like to do. I've attached an example that a colleague created that prints ask, bid, and last prices as well as the volume for each incoming tick, for an example of monitoring in OnMarketData.

An example of using Volumetric bar data can be found in our help guide here:

https://ninjatrader.com/support/helpGuides/nt8/order_flow_volumetric_bars2.htm

Please let us know if we may be of further assistance to you.

[fcamargo]

So glad! Thanks a lot.