Order Flow Delta Bar data

[Ousher]

I'm building a strategy that detects if the latest order flow delta bar is over 1000. Since you cant access the order flow data directly, i made a SMA (1 period) of the delta bar. This works if my chart is updating per bar (Calculate.OnBarClose) but has trouble detecting it when my strategy is set to update "Calculate.OnEachTick" or "Calculate.OnPriceChange".

My code is

if ((High[0] > High[1]) //entry
&&
(SMA1[1] > 1000))

Any idea?

Thanks!

[NinjaTrader_ChrisL]

Hi Ousher, thanks for your post.

If the Strategy Builder is being used to make the strategy then using the OrderFlow tools will not be possible because we require two things: a one tick series to be added using AddDataSeries(), which can be done in the builder, and to update the indicator on each tick of the 1 tick series; that can not be performed in the builder. There's a full code example using Cumulative Delta here.

Kind regards,
-ChrisL