Volumetric Bars - Delta(Bars) & Delta SH/SL

[AgriTrdr]

Hi,

I've attached Volumetric Bars as add on series on my strategy. I would like to enter a buy trade if Delta(Bars) of the current close is greater than of previous close and Delta SL is greater than Delta SH. In a sell trade it would be the opposite - Delta(Bars) of the current close would be less than of the previous close and Delta SL would be less than Delta SH.

I've attached a graphic of a buy example. What would be the If statement for this?

Thanks

[NinjaTrader_Jesse]

Hello AgriTrdr,

You can find a sample of each of the volumetric properties in the following link:

https://ninjatrader.com/support/helpGuides/nt8/order_flow_volumetric_bars2.htm?zoom_highlightsub=volumetric

When using volumetric the CurrentBar is used instead of BarsAgo which is reverse, you would use CurrentBar - 1 to get 1 BarsAgo of data.

You can see the syntax for the bar delta below:

Print("Delta for bar: " + barsType.Volumes[CurrentBar].BarDelta);

Delta SH and Delta SL

These are not currently exposed as properties of the volumetric, you would have to calculate these yourself by using logic. I am not aware of a sample of how these may be calculated by the volumetric its self.