Using/Calling OrderFlow+ Indicators into a NinjaScript strategy

[rjm1903]

Hi,

Are there any guides or resources for learning how to call an OrderFlow+ Indicator such as delta for specific candles into a NinjaScript strategy?

Any helpful information is much appreciated! Thank you!

[NinjaTrader_ChelseaB]

Hello rjm1903,

The Order Flow + indicators and bar types require advanced code to call from a script.

Unfortunately, because of this, these cannot be used in the Strategy Builder. To call these scripts from NinjaScript the strategy will need to be unlocked and coded by hand.

The Order Flow Cumulative Delta, Order Flow Volumetric Bars, and Order Flow VWAP are able to be called from an unlocked script.

Below are links to the help guide which provide sample code.
https://ninjatrader.com/support/help...ive_delta2.htm
https://ninjatrader.com/support/help...tric_bars2.htm
https://ninjatrader.com/support/help...flow_vwap2.htm

The Order Flow Market Depth Map, Order Flow Trade Detector, and Order Flow Volume Profile scripts are not supported to be called from an unlocked NinjaScript.

[rjm1903]

Thank you for this information! Is there the ability to call a specific candle's current delta value within NinjaScript (similar to how you would call a specific candle's current volume)?

Also, do you know if there ever will be the ability to call Order Flow Market Depth Map, Order Flow Trade Detector, and Order Flow Volume Profile within a NinjaScript unlocked strategy?

[NinjaTrader_ChelseaB]

Hello rjm1903,

The sample code in the help guide shows how to print the DeltaClose from the Order Flow Cumulative Delta. Is this not what you are trying to do?

Unfortunately, I would not be able to provide any insight on future plans of the development team.

[rjm1903]

The sample code shows how to pull Cumulative Delta but this is different from an individual candle's delta. The cumulative delta is the sum of all Delta during the session meanwhile Delta is the result for 1 candle. Is there any sample code on pulling the data for a single candle's Delta?

[NinjaTrader_ChelseaB]

Hello rjm1903,

When the Period is set to Bar the Delta is the bar. When the Period is set to Session the delta is the cumulative delta of the session.