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Calculating Delta Bar

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    Calculating Delta Bar

    I want print the delta of each bar when the volume is greater than 1000.
    Last edited by nekroart; 08-18-2018, 11:57 AM.

    #2
    Hello nekroart,

    Thank you for your note.

    How do you define Delta?

    To write an if statement if the volume was over 1000, you could use,

    Code:
    if(VOL[0]>1000)
    {
    Print("Delta");	
    }
    I look forward to your reply.
    Alan P.NinjaTrader Customer Service

    Comment


      #3
      Hi Alan,
      I want to calculate the difference of sell volume and buy volume of each bar. Example:
      BAR1 Total volume is 100, bid is 60 and ask 40. The delta 60-40=20

      Comment


        #4
        Hello nekroart,

        You could use Buy Sell Volume indicator for this,
        https://ninjatrader.com/support/help...sellvolume.htm

        I put together an indicator which subtracts buy volume from sell volume and if the difference is greater than 1000, will print to the output window.

        The indicator buysell volume only works in real time so you will not see a plot historically.

        I would suggest testing the indicator on a 1 minute ES chart.

        Please let us know if you need further assistance.
        Attached Files
        Alan P.NinjaTrader Customer Service

        Comment


          #5
          Work perfect.Thanks!

          Comment


            #6
            However, this indicator is half of my desire. I'd like to draw a bolinger band over delta indicator to show me where the money flow is greater than a normal behavior.








            Sarkari Result Pnr Status 192.168.l.l
            Last edited by amzounslide; 08-24-2019, 07:31 AM.

            Comment


              #7
              Hello amzounslide, thanks for your post.

              If you plot out the delta value in a standalone indicator, you can apply the default Bollinger in the same panel. Apply the custom indicator> Apply a Bollinger indicator> Set the Bollinger's "Input series" property to the custom indicator. This will channel the custom indicator values into the Bollinger. After all of this is set up, set the Bollinger Panel to the same panel as the custom indicator.

              Best regards.
              Chris L.NinjaTrader Customer Service

              Comment

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