Can you help me?"
using System;
using NinjaTrader.Cbi;
using NinjaTrader.NinjaScript;
using NinjaTrader.NinjaScript.Strategies;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript.BarsTypes;
namespace NinjaTrader.NinjaScript.Strategies
{
public class SimpleDeltaLogger : Strategy
{
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = "Log Maximum Positive/Negative Delta for Last Closed Bar";
Name = "SimpleDeltaLogger";
}
}
protected override void OnBarUpdate()
{
if (CurrentBar < 1)
return;
VolumetricBarsType barsType = Bars.BarsSeries.BarsType as VolumetricBarsType;
if (barsType == null)
return;
Print("Bar: " + (CurrentBar - 1));
Print("Maximum Positive Delta: " + barsType.Volumes[CurrentBar - 1].GetMaximumPositiveDelta());
Print("Maximum Negative Delta: " + barsType.Volumes[CurrentBar - 1].GetMaximumNegativeDelta());
}
}
}

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