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Indicator showing cumulative delta divergence

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    Indicator showing cumulative delta divergence

    Hello,
    I want to create an indicator showing the diference between two OrderFlowCumulativeDelta indicators, each one with different size filter.
    One have 1 as size filter , and the other one have a size filter=5.
    But when I add this indicator , It doesn´t show (plot) that difference.
    I send the code.
    Where is the mistake???
    Thanks.
    Attached Files

    #2
    Hello Parmenides48,

    Thank you for your post.

    Adding a current bars check before accessing for both series fixed the plotting issue.

    e.g.

    Code:
    protected override void OnBarUpdate()
    {
        if(CurrentBars[0] < 1 || CurrentBars[1] < 1)
            return;
    
        DivDeltaSharksSardines[0]= OrderFlowCumulativeDelta(BarsArray[1],CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, Ncontracts)[0]
                                           - OrderFlowCumulativeDelta(BarsArray[1],CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0)[0];
        Cero[0]= 0;
    }
    Be sure to check the log tab of your Control Center whenever a script behaves in an unexpected way, that tab will typically output a message if the script encounters an error.

    Please let me know if there is anything else I can assist with.
    Chris L.NinjaTrader Customer Service

    Comment


      #3
      I do it and now it runs ok!
      Thanks a lot!!!!

      Comment


        #4
        Paramendes48 screenshot?

        Comment


          #5
          Hi,
          did you mean showing difference of cumulative delta instead of divergence ?

          Comment

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