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How to print bar delta
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Hello trader3000a,
Thanks for your note.
Tasker-182 is correct. You could use barsType.Volumes[CurrentBar].BarDelta to get the BarDelta value from Order Flow Volumetric Bars.
See this help guide page for more information and sample code: https://ninjatrader.com/support/help...htsub=bardelta
Let me know if I may assist further.
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Hi, thanks, Tasker! It works if I omit both of the:
if (barsType == null)
return;
they throw errors up for some reason. Much appreciated!​
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In the Ninjascript, give this a try:
Code:else if (State == State.Configure) { AddVolumetric("ES 12-22", BarsPeriodType.Minute, 30, VolumetricDeltaType.BidAsk, 1); } } protected override void OnBarUpdate() { if (BarsInProgress != 0) return; if (CurrentBars[0] < 1) return; if (Bars == null) return; NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType barsType = BarsArray[1].BarsType as NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType; // using the added volumetric series!! if (barsType == null) return; // Set 1 if (Close[0] < Open[0]) { Draw.Dot(this, @"Dot_1 " + Convert.ToString(CurrentBars[0]), false, 0, (Low[0] - 3) , Brushes.CornflowerBlue); Print("Delta for bar: " + barsType.Volumes[CurrentBar].BarDelta); }
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How to print bar delta
Hi,
Given the following:
else if (State == State.Configure)
{
AddVolumetric("ES 12-22", BarsPeriodType.Minute, 30, VolumetricDeltaType.BidAsk, 1);
}
}
protected override void OnBarUpdate()
{
if (BarsInProgress != 0)
return;
if (CurrentBars[0] < 1)
return;
// Set 1
if (Close[0] < Open[0])
{
Draw.Dot(this, @"Dot_1 " + Convert.ToString(CurrentBars[0]), false, 0, (Low[0] - 3) , Brushes.CornflowerBlue);
//How Print the delta of the bar??
}
What line would I need to write in Set 1 to print the delta of the bar? The example in the documentation says the following, but unfortunately it is confusing/goes over my head:
​protected override void OnBarUpdate()
{
if (Bars == null)
return;
// This sample assumes the Volumetric series is the primary DataSeries on the chart, if you would want to add a Volumetric series to a
// script, you could call AddVolumetric() in State.Configure and then for example use
// NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsTy pe barsType = BarsArray[1].BarsType as
// NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsTy pe;
NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsTy pe barsType = Bars.BarsSeries.BarsType as
NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsTy pe;
if (barsType == null)
return;
try
{
double price;
Print("=========================================== ==============================");
Print("Bar: " + CurrentBar);
Print("Trades: " + barsType.Volumes[CurrentBar].Trades);
Print("Total Volume: " + barsType.Volumes[CurrentBar].TotalVolume);
Print("Total Buying Volume: " + barsType.Volumes[CurrentBar].TotalBuyingVolume);
Print("Total Selling Volume: " + barsType.Volumes[CurrentBar].TotalSellingVolume);
Print("Delta for bar: " + barsType.Volumes[CurrentBar].BarDelta);
Print("Delta for bar (%): " + barsType.Volumes[CurrentBar].GetDeltaPercent());
Print("Delta for Close: " + barsType.Volumes[CurrentBar].GetDeltaForPrice(Close[0]));
Print("Ask for Close: " + barsType.Volumes[CurrentBar].GetAskVolumeForPrice(Close[0]));
Print("Bid for Close: " + barsType.Volumes[CurrentBar].GetBidVolumeForPrice(Close[0]));
Print("Volume for Close: " + barsType.Volumes[CurrentBar].GetTotalVolumeForPrice(Close[0]));
Print("Maximum Ask: " + barsType.Volumes[CurrentBar].GetMaximumVolume(true, out price) + " at price: " + price);
Print("Maximum Bid: " + barsType.Volumes[CurrentBar].GetMaximumVolume(false, out price) + " at price: " + price);
Print("Maximum Combined: " + barsType.Volumes[CurrentBar].GetMaximumVolume(null, out price) + " at price: " + price);
Print("Maximum Positive Delta: " + barsType.Volumes[CurrentBar].GetMaximumPositiveDelta());
Print("Maximum Negative Delta: " + barsType.Volumes[CurrentBar].GetMaximumNegativeDelta());
Print("Max seen delta (bar): " + barsType.Volumes[CurrentBar].MaxSeenDelta);
Print("Min seen delta (bar): " + barsType.Volumes[CurrentBar].MinSeenDelta);
Print("Cumulative delta (bar): " + barsType.Volumes[CurrentBar].CumulativeDelta);
}
catch{}
}
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