Using Delta

[Trader17]

Right now in Strategy Builder it is not possible to use Order Flow Values. But if I unlock the code and want to compare Deltas of two bars, can that be done? Like If Delta of Bar 1 > Delta of Bar 2 then do the following. I do not have much experience with Ninja Script.
Thank you.

[NinjaTrader_Jim]

Hello Trader17,

Thanks for your post.

Order Flow Cumulative Delta and Order Flow VWAP can be used in the Strategy Builder as well as when writing your own NinjaScript strategies. A single tick data series must be added with the strategy so the indicator has the data needed for the indicator to calculate.

Volumetric Bars have NinjaScript access as well.

You may reference the help guide documentation as well as the NinjaScript access documentation for these items for examples and more info on how these are used. If you are new to NinjaScript, I recommend using the Strategy Builder's View Code button to observe the generated NinjaScript code as you are creating logic in the Strategy Builder.

OF+ Cumulative Delta NinjaScript Access - https://ninjatrader.com/support/help...ive_delta2.htm
OF+ VWAP NinjaScript Access - https://ninjatrader.com/support/help...flow_vwap2.htm
OF+ Volumetric Bars NinjaScript Access - https://ninjatrader.com/support/help...tric_bars2.htm

Order Flow + Documentation - https://ninjatrader.com/support/help..._flow_plus.htm

The single tick data series would need to be added, but have you used the DeltaClose plot for the OF+ Cumulative Delta Indicator using a period type of bar to achieve your goal?

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

[Trader17]

So cumulative Deltas is to be used for a single bar too? Like if I want the Delta of just a single bar. I want to compare the Delta of the last 2 or 3 bars individually. And how do you add a single tick data series to a strategy?

Also is there a way to check for imbalances in a bar in Ninja Script? Like a true/false check.

Thank you.

[NinjaTrader_Jim]

Hello Trader17,

Our Help Guide describes the Session and Bars period types below.

Display There are 2 view of the Order Flow Cumulative Delta, both of which can be calculated on a Delta type of Bid Ask or Up Down Tick. 1) Session, in which the delta will accumulate over the session. Each close price will be carried over to the open of the next bar. 2) Bar, in which the delta will accumulate over a bar. Each bars open will start over and have an open of zero.

You could reference the previous bar values to compare the last 2/3 bars with "BarsAgo" when building conditions with that indicator, or any other price series. For more information on Bars Ago indexes in NinjaScript, please refer to the documentation page here - https://ninjatrader.com/support/help...ice_series.htm

Adding an additional data series in the Strategy Builder - https://ninjatrader.com/support/help...onalDataScreen

Please let us know if there is anything else we can do to help.

[JohnS52]

I assume this is what you mean by adding a single Tick series to Additional Data in the Strategy Builder?

[NinjaTrader_Jim]

Hello JohnS52,

Yes, that is how a single tick data series would be added to a Strategy Builder strategy.

Let us know if you have any additional questions.