Using OrderFlowTradeDetector

[schollf]

Hello Team,

I would like to use the OrderFlowTradeDetector in my strategy. There is no documentation in the system so I used trial and error. So far without any success :-)
Would you mind providing a short snippet of code how to access the 4 values provided per candle? (S / B / V P)

TradeDetector = OrderFlowTradeDetector(TradeDetectorBaseLargeVolum eOn.BidAsk, 100, 50, TradeDetectorSizeBase.Session, false);

Thanks

[NinjaTrader_Emily]

Hello schollf,

The Order Flow Trade Detector is not documented because it is not exposed for NinjaScript access. The only Order Flow tools available in NinjaScript are the cumulative delta, volumetric bars, and VWAP as listed in the help guide pages below:

• https://ninjatrader.com/support/help...ive_delta2.htm
• https://ninjatrader.com/support/help...tric_bars2.htm
• https://ninjatrader.com/support/help...flow_vwap2.htm

Please don't hesitate to reach out with any additional questions or concerns.

[schollf]

Hi Emily, thanks for the quick response. Actually the function is exposed and looks useable. Could you check that internally if there is some kind of documentation?

[NinjaTrader_Emily]

Hi Emily, thanks for the quick response. Actually the function is exposed and looks useable. Could you check that internally if there is some kind of documentation?

There is no NinjaScript documentation for the Order Flow Trade Detector. The code you are using is undocumented and unsupported. It is subject to change at any time without notice and should be used at your own risk.

I will gladly submit a feature request to add support for this item in the future if you'd like. Please let me know if this interests you and I will follow up accordingly.

Thank you for your time and patience.