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Strategy plotting - 3rd party indicators- hints and tips
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Strategy plotting - 3rd party indicators- hints and tips
I can get the indicator I am using to plot on the strategy analyzer and live testing, but I want to only plot VWAP and certain STD deviation bands of VWAP. Given the indicator (code attached) what information would I need to pass to only plot the second deviation. I would use order flow VWAP, but that presents other issues. It seems order flow VWAP is not supported for strategies for whatever reason.
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Hello RISKYBUSINEZZ,
You could set the plot brush to transparent for the plots you don't want shown visually on the chart.
private VWAP myVWAP;
In OnStateChange State.DataLoaded:
myVWAP = VWAP();
myVWAP.Plots[1].Brush = Brushes.Transparent;
myVWAP.Plots[2].Brush = Brushes.Transparent;
AddChartIndicator(myVWAP);
Note, VWAP is a reserved name and the NinjaScript Editor will not allow creating a new indicator with the name VWAP. I recommend the classname and filename be VWAPx, which is the Name property on line 42.
"It seems order flow VWAP is not supported for strategies for whatever reason."
The OrderFlowVWAP can be called from an unlocked NinjaScript Strategy.
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.
The Order Flow Market Depth Map, Order Flow Trade Detector, and Order Flow Volume Profile scripts are not supported to be called from NinjaScript.Chelsea B.NinjaTrader Customer Service
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Well I've compared the VWAP indicator with the orderflow VWAP and it plots well compared to the orderflow version. So I'm okay with using it for now. I hadn't thought of making the other bands transparent that is a good idea. As always good feedback Chelsea B! You've helped me many times and I've read quite a few articles you've posted always good content.
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