OrderFlowCumulativeDelta Sync

[martin70]

Hi,

in my strategy I have 60 min bars, using Calculate.OnEachTick, therefore I am not adding BarsPeriodType.Tick to update the OrderFlowCumulativeDelta indicator.

As a secondary dataseries I have AddDataSeries(BarsPeriodType.Minute, 5);

As I need to sync the OrderFlowCumulativeDelta indicator with the secondary 5 min bar series, what is the correct way to do that? Is the following correct?

OrderFlowCumulativeDelta(BarsArray[1], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0).Update(OrderFlowCumulativeDelta(BarsArray[1], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0).BarsArray[0].Count - 1, 1);

Thank you
Martin

[NinjaTrader_Gaby]

Hello martin70,

Thank you for your inquiry.

Note this indicator runs off tick data, so a 1-tick series must be added in order for it to run (even if you are using Calculate.OnEachTick).

https://developer.ninjatrader.com/docs/desktop/order_flow_cumulative_delta

However, you can still supply the 5-minute bars as the data series to your indicator call (like your post notes). Just make sure you update the secondary series of your hosted indicator (from the BIP index of the 1-tick series) to make sure the values are in sync, as shown in the examples from the link above.