Cumulative delta

[siddhugaddi]

I have used below code to get cumulative delta candle close of current candle and open and close of previous one


double delclose0 = OrderFlowCumulativeDelta(BarsArray[0], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0).DeltaClose[0];
double delclose1 = OrderFlowCumulativeDelta(BarsArray[0], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0).DeltaClose[1];
double delopen1 = OrderFlowCumulativeDelta(BarsArray[0], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0).DeltaOpen[1];
Print("Deltaclose0" + delclose0);
Print("Deltaclose1" + delclose1);
Print("Deltaopen0" + delopen1);



after printing output i'm completely getting different values
hope above code is correct

[NinjaTrader_ChelseaB]

Hello siddhugaddi,

The script must have a 1 tick series added and must update the indicator when that series is updating.

See the example in the help guide.

// A 1 tick data series must be added to the OnStateChange() as this indicator runs off of tick data
else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Tick, 1);
}


// OnBarUpdate() logic
if (BarsInProgress == 0)
{
// Print the close of the cumulative delta bar with a delta type of Bid Ask and with a Session period
Print("Delta Close: " + OrderFlowCumulativeDelta(BarsArray[0], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0).DeltaClose[0]);
}
else if (BarsInProgress == 1)
{
// We have to update the secondary series of the cached indicator to make sure the values we get in BarsInProgress == 0 are in sync
OrderFlowCumulativeDelta(BarsArray[0], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0).Update(OrderFlowCumulativeDelta(BarsArray[0], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0).BarsArray[1].Count - 1, 1);
}

https://ninjatrader.com/support/helpGuides/nt8/order_flow_cumulative_delta2.htm

[siddhugaddi]

Thank You will check and give you the update