Hi i spent whole day yesterday trying to figure out why strategy is printing wrong values on delta close and open. Still cant figure it out. Indicator plots correctly in datawindow and i compare it to other two. Strategy doesnt. Sometimes deltaOpen is matching but deltaclose never
in indicator i am plotting these
// in setDefaults AddPlot(Brushes.Orange, "Deltaclose"); AddPlot(Brushes.SpringGreen, "Deltaopen"); AddPlot(Brushes.Transparent, "Deltalow"); AddPlot(Brushes.Transparent, "Deltahigh"); if (BarsInProgress == 0) { Values[0][0] = OrderFlowCumulativeDelta(BarsArray[0], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0).DeltaClose[0]; Values[1][0] = OrderFlowCumulativeDelta(BarsArray[0], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0).DeltaOpen[0]; Values[2][0] = OrderFlowCumulativeDelta(BarsArray[0], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0).DeltaHigh[0]; Values[3][0] = OrderFlowCumulativeDelta(BarsArray[0], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0).DeltaLow[0];
Deltaclose = myCumulativeDelta.Deltaclose[0]; Deltaopen = myCumulativeDelta.Deltaopen[0]; Deltahigh = myCumulativeDelta.Deltahigh[0]; Deltalow = myCumulativeDelta.Deltalow[0]; DeltaclosePr = myCumulativeDelta.Deltaclose[1]; DeltaopenPr = myCumulativeDelta.Deltaopen[1];
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