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Seeking understanding of Order Flow ninjascript functions

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    Seeking understanding of Order Flow ninjascript functions

    I can't understand what some OF functions are returning. I've read https://ninjatrader.com/support/help...tric_bars2.htm, which provide a 1-sentence
    description of the function. Allow me to focus on 2 items here:
    1) GetMaximumPositiveDelta()
    2) MaxSeenDelta
    What do the return values represent? How does (1) differ from (2)?
    Would greatly appreciate if someone could explain in more details.

    Below are the outputs of the examples at the above webpage of a particular bar.
    Total Buying Volume: 1809
    Total Selling Volume: 2191
    Delta for bar: -382
    Delta for bar (%): -9.55
    --->Maximum Positive Delta: 169
    Maximum Negative Delta: -314
    --->Max seen delta (bar): -32
    Min seen delta (bar): -891

    Thanks

    #2
    Hello Tiang,

    The GetMaximumPositiveDelta() returns the max delta per price row, given a specific price.

    MaxSeenDelta is the highest delta reached for the entire bar at any point while the bar was open.
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Hi Chelsea,

      The GetMaximumPositiveDelta() function doesn't accept a price parameter (as shown in the website), so how to "given a specific price"?

      Thanks

      Comment


        #4
        Hello Tiang,

        That was my misunderstanding.

        I've clarified with our development this is the highest delta at the specific price with the highest delta for that bar.
        Chelsea B.NinjaTrader Customer Service

        Comment


          #5
          Hi Chelsea,

          Thanks for your clarification & fast response.

          Comment

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