Order Flow Cumulative Delta Alert

[tinytrader]

Is it possible to create an alert for Order Flow Cumulative Delta indicator where the current bar is X amount % bigger than the previous bar?

I have tried, but the conditions available are not there or maybe I'm missing something.

[NinjaTrader_ChrisL]

Hi tinytrader thanks for posting.

The Alerts system will let you apply an offset to the values it reads, This example compares the current Cumulative delta close to the previous cumulative delta close + 10%.

https://clauber.tinytake.com/msc/NjMzNTQ1NV8xODcwNzY2OA

The indicator is also available to read from a script, and any sort of alert may be created from a NinjaScript indicator.

Kind regards,
-ChrisL

[tinytrader]

I tried setting percent to %10, %100, %1000, %10000, %100000. The alert is triggered on every bar. Any suggestions?

[NinjaTrader_ChrisL]

Hi tinytrader, My apologies but my screenshot was not correct. On the right side, set the "Bars Ago" to 1 to evaluate the previous bar.

Kind regards,
-ChrisL

[tinytrader]

With the "Bars Ago" set to 1, I am still getting triggered alerts almost every bar. Tried 1%, 5%, 10%, 90%, 100%, 1000%, 10000%.

If I wanted a triggered alert, say current bar is 10x bigger than previous bar. Wouldn't the percent be 1000% or is it 1% "inverse"?

[NinjaTrader_ChrisL]

Hi, tinytrader. I will need to see a screen shot of your alert setup. A 10x offset would have the value of Percent>1000. That condition is rarely showing up in the test alert I have set up:

https://clauber.tinytake.com/msc/NjM0NzUxNF8xODcyNjI0Nw

[tinytrader]

Here are the uploaded photos. I am testing on MES on a 10 second chart.

It is a fresh chart with only the 1 indicator, Order Flow Cumulative Delta. I wanted to make sure there was no conflict with an other indicators.

[NinjaTrader_ChrisL]

Hi, Thanks for posting the screen shots, but I can not see the condition you have set up. Please expand the condition so I can see how it is set up.

Best regards,
-ChrisL

[tinytrader]

[tinytrader]

I just noticed on your 2 screenshots. The 1st is using Delta Open on both, while the 2nd is using Delta Close. Is that the problem?

[NinjaTrader_ChrisL]

Hi, The Open series is selected by default when you make an alert with the Cumulative Delta, you would want to use the Close value for the closing price of each bar.

Best regards,
-ChrisL

[tinytrader]

I tried settings with Delta Close 0 and 1 and Percent offset 0 and 1000 as per your 2nd screenshot. Still getting alerts triggered every bar.

https://ibb.co/F3Pw2bJ

[NinjaTrader_ChrisL]

Hi, tinytrader. I am not getting the same result in a test. There must be another alert set up somewhere in any open workspace. You can view all of the open workspaces from Control Center>Workspaces, they will have a green icon next to the open ones.

Kind regards,
-ChrisL

[tinytrader]

I did some more testing. The alerts triggered working properly are instrument dependent. It works on some but not all instruments. I could not test on equities or forex.

Works: ES NQ ZN GC MYM CL ZN RTY

Does not work: MES ZB MNQ

[NinjaTrader_ChrisL]

Hi, tinytrader I am sorry but I am testing on the MES and this alert should not be instrument dependent. If you have set up your alerts like in my screen shots it is the correct setting. You can also confirm your alerts are triggering through New>Alerts log. Also please test using the Market Replay or Simulated data feed connections to test alerts.

Best regards,
-ChrisL