Cumulative Delta OnEachTick

[algospoke]

When you use the ninjatrader Order Flow Cumulative Delta indicator, you get a bar chart that shows the open, close, high, & low values of the cumulative data. See below pic



If I want to access the current cumulative delta on each tick as part of my strategy, how would I go about doing that? I tried using barsType.Volumes[CurrentBar].CumulativeDelta and set my strategy to Calculate.OnEachTick but, when i print the Cumulative Delta, it only prints on close of the bar instead of on each Tick. I am looking to get the current cumulative delta value on each tick along with previous bar's cumulative delta (high, low, open, and close values)

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Strategies in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Strategies
{
    public class CumulativeDeltaStrat : Strategy
    {
        private double CurrentCumDelta;
        
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description                                    = @"Enter the description for your new custom Strategy here.";
                Name                                        = "CumulativeDeltaStrat";
                Calculate                                    = Calculate.OnEachTick;
                EntriesPerDirection                            = 1;
                EntryHandling                                = EntryHandling.AllEntries;
                IsExitOnSessionCloseStrategy                = true;
                ExitOnSessionCloseSeconds                    = 30;
                IsFillLimitOnTouch                            = false;
                MaximumBarsLookBack                            = MaximumBarsLookBack.TwoHundredFiftySix;
                OrderFillResolution                            = OrderFillResolution.Standard;
                Slippage                                    = 0;
                StartBehavior                                = StartBehavior.WaitUntilFlat;
                TimeInForce                                    = TimeInForce.Gtc;
                TraceOrders                                    = false;
                RealtimeErrorHandling                        = RealtimeErrorHandling.StopCancelClose;
                StopTargetHandling                            = StopTargetHandling.PerEntryExecution;
                BarsRequiredToTrade                            = 20;
                // Disable this property for performance gains in Strategy Analyzer optimizations
                // See the Help Guide for additional information
                IsInstantiatedOnEachOptimizationIteration    = true;
            }
            else if (State == State.Configure)
            {
            }
        }

        protected override void OnBarUpdate()
        {
            if(CurrentBar < BarsRequiredToTrade)
                return;
            
            NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType barsType = Bars.BarsSeries.BarsType as    
               NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType;
            
            CurrentCumDelta = barsType.Volumes[CurrentBar].CumulativeDelta;
            Print(Time[0].ToString() + "Cum Delte: " + CurrentCumDelta);
            
            
        }
    }
}

​

[Trader17]

Use Calculate on FirstTickOfBar for Bar Cumulative Delta.

[NinjaTrader_ChelseaB]

Hello algospoke,

The Order Flow Cumulative Delta requires adding a 1 tick series, and updating the indicator each time the 1 tick series updates.

The help guide provides sample code of how to use this indicator.

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