Order Flow Delta Bar Lagging

[Ousher]

I was having touble with missing trade entries so I looked into it and found the order flow delta bar was getting lagging.

I used this code to get a print output

Print("Delta Close: " + OrderFlowCumulativeDelta(BarsArray[0], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Bar, 0).DeltaClose[0]);

and it showed the delta close of the previous bar (1 bar ago), not the one that just updated.

The picture shows the latest print and that print is showing the delta of the GREEN bar, and not the latest updated red bar

Any idea how to fix this?

Thanks!

[NinjaTrader_Jim]

Hello Ousher,

Thanks for your post.

We just had a question on this recently. Please see the thread below showing how to reference the indicator in NinjaScript to keep it up to date.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/add-on-development/1188719-delta-value-printed-from-strategy-not-matching-chart-data-window?p=1188739#post1188739

Let us know if you have any additional questions.