Cumulative Delta (Bid-Ask)

[drmartell]

Can I load cumulative delta in NinjaTrader 8 on a live chart? If so, does it work with only certain data feeds?

[NinjaTrader_JessicaP]

Hi drmartell, and thank you for your question.

This is not included with NinjaTrader 8 by default.

I will, however, forward this on to my development team for further consideration.

In the meantime, some of our third party partners at NinjaTrader EcoSystem do offer similar indicator packages to this.

[drmartell]

Thanks Jessica, I guess my question really is a more general one, which is, can any indicators that rely on historical bid-ask data be loaded on a live chart and show historical information? For example could I load a 5 minute chart with a bid volume indicator and have it show me values prior to the moment that I loaded the chart?

[NinjaTrader_JessicaP]

NinjaTrader 8 does have a feature that nearly provides this kind of support. The Tick Replay feature enables you to get the best inside bid/prices associated with a tick for historical data. It is processor intensive, and does require indicators and strategies to be developed with Tick Replay awareness.

If you are interested in enabling Tick Replay, you can enable it with Tools -> Market -> Data -> Show Tick Replay. If you are interested in developing Tick Replay aware indicators and strategies, I am including the following link from the NinjaTrader 8 Help Guide.

http://ninjatrader.com/support/helpGuides/nt8/en-us/?developing_for__tick_replay.htm

Another option is to use the Add() method in NT7, and the AddDataSeries() method in NT8, to add historical Bid and Ask data. I am providing Help Guide links for both.

Add

http://ninjatrader.com/support/helpGuides/nt7/add3.htm

AddDataSeries

http://ninjatrader.com/support/helpGuides/nt8/en-us/adddataseries.htm

[Ricam]

Cumulative and non cumulative delta indicator already exists.

http://www.ninjatrader.com/support/forum/local_links.php?action=jump&catid=7&id=754

Bid ask delta indicator. Run on a tick replay chart to get historical backfill.

Contrary to preceding post, you can't do bid ask analysis by comparing the bid and ask prices as suggested in the preceding post, because even with the millisecond time stamps there will be overlapping values of bid, ask and last. That is made clear in Ninjatrader's own code in the buy sell pressure indicator.

The indicator by sim22 uses the correct method of getting the bid and ask prices associated with each trade in the historical data file using OnMarketData.

[NinjaTrader_JessicaP]

Hello Ricam,

This feature is being reviewed by the product management team and has been assigned the following unique tracking ID

SFT-1296