GetDeltaForPrice error

[adaisguy]

Hello,

I am trying to add volumetric data to my existing strategy but am getting an error. I want to loop through each price of the previous candle and find the highest delta level and the price it occurred at.

I've added the following code to the State.Configure:

// Add the the volumetic bar data - BarsInProgress 6
AddVolumetric("ES 03-23", BarsPeriodType.Minute, 1, VolumetricDeltaType.BidAsk, 1);

To test, I've added the following to the OnBarUpdate:

if (BarsInProgress == 6
&& IsFirstTickOfBar == true)
{
GetDeltaForPrice(Close[1]);
}

I get the error "The name 'GetDeltaForPrice' does not exist in the current context".

I've tried to find examples of using volumetric bars but the only examples I can find do not use BarsAgo , so I am not sure if I am using it correctly.

[NinjaTrader_Emily]

Hello adaisguy,

Thank you for your note.

I recommend reviewing the example shown on the help guide page here:

https://ninjatrader.com/support/helpGuides/nt8/order_flow_volumetric_bars2.htm

As you mentioned, this example is not using a BarsAgo reference. The note at the bottom of the page states, "Please note in the example above a CurrentBar reference is used as index, and not a BarsAgo reference." This means that you will need to use a bar index. If you would like the calculation to be based on the previous bar, you may use CurrentBar -1. Here is a snippet based on the volumetric bars being the only added data series. It compares the current Delta for Close with the Delta for Close[1] for bar index CurrentBars[1] - 1:

if (BarsInProgress == 0 || Bars == null || CurrentBars[1] < 10)
return;

NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsTy pe barsType = BarsArray[1].BarsType as NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType;

if (barsType == null)
return;

Print("Delta for Close: " + barsType.Volumes[CurrentBars[1]].GetDeltaForPrice(Closes[1][0]));
Print("Delta for Close[1] on CurrentBars[1] - 1: " + barsType.Volumes[CurrentBars[1] - 1].GetDeltaForPrice(Closes[1][1]));

Another helpful resource when working with multi-time frame and instrument scripts is the following:

https://ninjatrader.com/support/helpGuides/nt8/multi-time_frame__instruments.htm

Please let us know if we may be of further assistance.

[adaisguy]

Thank-you. I was able to get it working.