Using Order Flow's Cum Delta in multiple time frames

[dpaulw]

Could someone please give me an example of using Cum Delta in three different time frames? I am having a hard time getting the syntax down. I want to access the open and close of it in 3 time frames.

Thanks in advance

[NinjaTrader_AlanP]

Hello dpaulw,

Thank you for your note.

Which time frames are you interested in?

The first line in the example at the link below states that this indicator runs off tick data, so you would not be able to pass a daily data series to it.

https://ninjatrader.com/support/helpGuides/nt8/en-us/?order_flow_cumulative_delta2.htm

I look forward to your reply.

[dpaulw]

Time frame

Thanks for the reply. No not daily. Something like 2 range, 3, range and 4 range or 1 minute, 3 minute, and 5 minute. This indicator is tricky on the syntax. Please give me an example.

[NinjaTrader_AlanP]

Hello dpaulw,

You may only use a tick series with this indicator, not a range series.

I've attached a sample indicator which prints the cumulative delta to the output window.

You may find other syntax for this study at the following link,

https://ninjatrader.com/support/helpGuides/nt8/en-us/?order_flow_cumulative_delta2.htm

Please let us know if you need further assistance.

[dpaulw]

I use it on range charts all the time and it works just fine. I am confused?

[NinjaTrader_AlanP]

Hello dpaulw,

The indicator adds a tick series for which it uses. Similar to how the Pivot indicator adds a daily series.

It is not using your primary data series, your chart, as the input.

Please let us know if you need further assistance.

[dpaulw]

Ok, maybe it is getting clearer now. I may be able to add the other time frames and then use a barsarray check for the time frame I am after. Then just grab the current open and close for cum delta.