Order Flow Cumulative Delta Candles Colours Chart

[contrax]

Hello, thank you for the help in the last post. I hope i can recieve the help for this too.

Im Using the "Order Flow Cumulative Delta" Indicator, and i want when OFCD close BEARISH, and Price Chart close BULLISH, that candle at Price Chart print in a Green Colour (or the colour that the user select).

If OFCD close BULLISH, and Price Chart close BEARISH. That Candle at Price Chart print in a Red Colour (or the Colour that the user select).

Thank you!

[NinjaTrader_PaulH]

Hello contrax,

Thanks for your post.

A bearish close of the OFCD would be defined as when the OFCD bar close is less than the Open. A price bar bullish would be when the Close is Greater than the Open. When those conditions are true you would use the BarBrush method to paint the price bar the color of your choice.

The opposite of course for the opposite direction.

References:

https://ninjatrader.com/support/helpGuides/nt8/en-us/?order_flow_cumulative_delta2.htm

https://ninjatrader.com/support/helpGuides/nt8/en-us/?barbrush.htm

Here is an example following the example of "Calling the OrderFlowCumulativeDelta() method by reference" in the above link:

if (Close[0] >Open[0] && cumulativeDelta.DeltaClose[0] < cumulativeDelta.DeltaOpen[0]) // Price close >open (bullish) and OFCDClose < OFCDOpen (Bearish)
{
BarsBrush = Brushes.Green; // color the price bar green.
}

If you use the Ninjascript wizard>indicator to create the indicator structure, you will have the opportunity to add a color inputs that will allow you to set the colors used for the bars. Here is a link to the Ninjascript wizard: https://ninjatrader.com/support/help...?ns_wizard.htm

[contrax]

Hello contrax,

Thanks for your post.

A bearish close of the OFCD would be defined as when the OFCD bar close is less than the Open. A price bar bullish would be when the Close is Greater than the Open. When those conditions are true you would use the BarBrush method to paint the price bar the color of your choice.

The opposite of course for the opposite direction.

References:

https://ninjatrader.com/support/helpGuides/nt8/en-us/?order_flow_cumulative_delta2.htm

https://ninjatrader.com/support/helpGuides/nt8/en-us/?barbrush.htm

Here is an example following the example of "Calling the OrderFlowCumulativeDelta() method by reference" in the above link:

if (Close[0] >Open[0] && cumulativeDelta.DeltaClose[0] < cumulativeDelta.DeltaOpen[0]) // Price close >open (bullish) and OFCDClose < OFCDOpen (Bearish)
{
BarsBrush = Brushes.Green; // color the price bar green.
}

If you use the Ninjascript wizard>indicator to create the indicator structure, you will have the opportunity to add a color inputs that will allow you to set the colors used for the bars. Here is a link to the Ninjascript wizard: https://ninjatrader.com/support/help...?ns_wizard.htm

Thank you.. Thats looklike easy. Already tried to do this but nothing... Im going to read again and try to do it once again.

[contrax]

Hello contrax,

Thanks for your post.

A bearish close of the OFCD would be defined as when the OFCD bar close is less than the Open. A price bar bullish would be when the Close is Greater than the Open. When those conditions are true you would use the BarBrush method to paint the price bar the color of your choice.

The opposite of course for the opposite direction.

References:

https://ninjatrader.com/support/helpGuides/nt8/en-us/?order_flow_cumulative_delta2.htm

https://ninjatrader.com/support/helpGuides/nt8/en-us/?barbrush.htm

Here is an example following the example of "Calling the OrderFlowCumulativeDelta() method by reference" in the above link:

if (Close[0] >Open[0] && cumulativeDelta.DeltaClose[0] < cumulativeDelta.DeltaOpen[0]) // Price close >open (bullish) and OFCDClose < OFCDOpen (Bearish)
{
BarsBrush = Brushes.Green; // color the price bar green.
}

If you use the Ninjascript wizard>indicator to create the indicator structure, you will have the opportunity to add a color inputs that will allow you to set the colors used for the bars. Here is a link to the Ninjascript wizard: https://ninjatrader.com/support/help...?ns_wizard.htm

Hello Paul, if is possible, can u help me with this? I already tried but nothing.... if not is ok, more later with a fresh head im going to try again.

[NinjaTrader_PaulH]

Hello contrax,

Thanks for your reply.

I would suggest creating the indicator using the indicator wizard as this will get the basic structure including your color inputs.

After you have created as much as you can in the wizard then i would copy in the example shown in "Calling the OrderFlowCumulativeDelta() method by reference" at this link: https://ninjatrader.com/support/help...ive_delta2.htm

In the section that shows: If(BarsInProgress == 0) I would place all your code similar to:

f (Close[0] >Open[0] && cumulativeDelta.DeltaClose[0] < cumulativeDelta.DeltaOpen[0]) // Price close >open (bullish) and OFCDClose < OFCDOpen (Bearish)
{
BarsBrush = Brushes.Green; // color the price bar green.
}

You will have to write the section for the opposite condition and you'll have to replace the Brushes.Green with the color input variable.



Alternately, if you would like it created for you, we can provide references to 3rd party programmers.

[Gorkhaan]

Hey. It is like this. Clean and simple.

    public class OFCDBarDiff : Indicator
    {
        private OrderFlowCumulativeDelta cumulativeDelta;
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description                                    = @"OFCDBarDiff";
                Name                                        = "OFCDBarDiff";
                Calculate                                    = Calculate.OnBarClose;
                IsOverlay                                    = true;
                IsAutoScale                                    = false;
                IsAutoScale                                    = true;
                DisplayInDataBox                            = true;
                DrawOnPricePanel                            = false;
                DrawHorizontalGridLines                        = false;
                DrawVerticalGridLines                        = false;
                PaintPriceMarkers                            = true;
                ScaleJustification                            = NinjaTrader.Gui.Chart.ScaleJustification.Right;
                //Disable this property if your indicator requires custom values that cumulate with each new market data event.
                //See Help Guide for additional information.
                IsSuspendedWhileInactive                    = true;
            }
            else if (State == State.Configure)
            {
                AddDataSeries(Data.BarsPeriodType.Tick, 1);
            } else if (State == State.DataLoaded) {
                cumulativeDelta = OrderFlowCumulativeDelta(CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0);
            }
        }

        protected override void OnBarUpdate()
        {
            if (BarsInProgress == 0) {
                if (Close[0] > Open[0] && cumulativeDelta.DeltaClose[0] < cumulativeDelta.DeltaOpen[0]) {
                    HighlightBar(Brushes.Lime);
                }
                if (Close[0] < Open[0] && cumulativeDelta.DeltaClose[0] > cumulativeDelta.DeltaOpen[0]) {
                    HighlightBar(Brushes.Red);
                }
            } else if (BarsInProgress == 1)    {
                cumulativeDelta.Update(cumulativeDelta.BarsArray[1].Count - 1, 1);
            }
        }

        protected void HighlightBar(Brush barColor, double opacity = 1.0, int barsAgo = 0) {
            if (Close[0] < Open[0]) {
                Brush ColorWithOpacity = barColor.Clone();
                ColorWithOpacity.Opacity = opacity;
                ColorWithOpacity.Freeze();
                BarBrushes[barsAgo] = ColorWithOpacity;
            }
            Brush HighlightCandleOutlineBrushWithOpacity = barColor.Clone();
            HighlightCandleOutlineBrushWithOpacity.Opacity = opacity;
            HighlightCandleOutlineBrushWithOpacity.Freeze();
            CandleOutlineBrushes[barsAgo] = HighlightCandleOutlineBrushWithOpacity;
        }

[contrax]

Hey. It is like this. Clean and simple.

public class OFCDBarDiff : Indicator
{
private OrderFlowCumulativeDelta cumulativeDelta;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"OFCDBarDiff";
Name = "OFCDBarDiff";
Calculate = Calculate.OnBarClose;
IsOverlay = true;
IsAutoScale = false;
IsAutoScale = true;
DisplayInDataBox = true;
DrawOnPricePanel = false;
DrawHorizontalGridLines = false;
DrawVerticalGridLines = false;
PaintPriceMarkers = true;
ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
//Disable this property if your indicator requires custom values that cumulate with each new market data event.
//See Help Guide for additional information.
IsSuspendedWhileInactive = true;
}
else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Tick, 1);
} else if (State == State.DataLoaded) {
cumulativeDelta = OrderFlowCumulativeDelta(CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0);
}
}

protected override void OnBarUpdate()
{
if (BarsInProgress == 0) {
if (Close[0] > Open[0] && cumulativeDelta.DeltaClose[0] < cumulativeDelta.DeltaOpen[0]) {
HighlightBar(Brushes.Lime);
}
if (Close[0] < Open[0] && cumulativeDelta.DeltaClose[0] > cumulativeDelta.DeltaOpen[0]) {
HighlightBar(Brushes.Red);
}
} else if (BarsInProgress == 1) {
cumulativeDelta.Update(cumulativeDelta.BarsArray[1].Count - 1, 1);
}
}

protected void HighlightBar(Brush barColor, double opacity = 1.0, int barsAgo = 0) {
if (Close[0] < Open[0]) {
Brush ColorWithOpacity = barColor.Clone();
ColorWithOpacity.Opacity = opacity;
ColorWithOpacity.Freeze();
BarBrushes[barsAgo] = ColorWithOpacity;
}
Brush HighlightCandleOutlineBrushWithOpacity = barColor.Clone();
HighlightCandleOutlineBrushWithOpacity.Opacity = opacity;
HighlightCandleOutlineBrushWithOpacity.Freeze();
CandleOutlineBrushes[barsAgo] = HighlightCandleOutlineBrushWithOpacity;
}

Hello, thank you for ur reply Gorkhaan. I just add the Indicator and i see the Red Candles Painted but is not correct.

I mean:

OFCD Panel, Normally the Candle colours is, Bullish -close above of the open- green colour. Bearish -close bellow of the open- Red Colour.

In my Price Data Chart, Normally the Candle Colour is, Bullish White and Bearish Black.


When OFCD Close Bearish Red, and Price Data Chart close Bullish White. Then the Indicator is going to paint in a Green Colour in the Price Data Chart.

*

When OFCD Close Bullish Green, and Price Data Chart close Bearish Black. Then the Indicator is going to paint in a Red Colour in the Price Data Chart.


-------------------

The Indicator only plots in one direction i think. Can u help me with that? Thank you!

[contrax]

Oh i see the Green Candle Painted by ur Indicator, is Painted only "OutLine" of the Candle.

[Gorkhaan]

Hey.

Programatically it is correct. If the logic is not what you want, change the "<" and ">" around.
Add colors to your liking. All colors are under:

Brushes.

Indeed I do paint the outline of the candles, otherwise it would look weird. I use DimGray color for my candles. With DimGray, it looks great for me.

Best,

G.

[contrax]

Hey.

Programatically it is correct. If the logic is not what you want, change the "<" and ">" around.
Add colors to your liking. All colors are under:

Brushes.

Indeed I do paint the outline of the candles, otherwise it would look weird. I use DimGray color for my candles. With DimGray, it looks great for me.

Best,

G.

Yes for change the colour is in:
************************************************** ******


protected override void OnBarUpdate()
{
if (BarsInProgress == 0) {
if (Close[0] > Open[0] && cumulativeDelta.DeltaClose[0] < cumulativeDelta.DeltaOpen[0]) {
HighlightBar(Brushes.Lime);
}
if (Close[0] < Open[0] && cumulativeDelta.DeltaClose[0] > cumulativeDelta.DeltaOpen[0]) {
HighlightBar(Brushes.Red);
}
} else if (BarsInProgress == 1) {
cumulativeDelta.Update(cumulativeDelta.BarsArray[1].Count - 1, 1);
}
}


************************************************** **********

Already testing change things but still the same, i mean.

The Red Bar, is a full printed Red Bar. Outline Red, And inside the candle Red Body, Full Red.


The Lime Bar, is only the OutLine Lime Colour without body colour. Im trying to figured out where is that for i start changing on my own.





Other Example of Red Candles with Body Colour, And Lime only Outline.

[Gorkhaan]

It is in HighlightBar function.

Change this

protected void HighlightBar(Brush barColor, double opacity = 1.0, int barsAgo = 0) {
    if (Close[0] < Open[0]) {
        Brush ColorWithOpacity = barColor.Clone();
        ColorWithOpacity.Opacity = opacity;
        ColorWithOpacity.Freeze();
        BarBrushes[barsAgo] = ColorWithOpacity;
    }
    Brush HighlightCandleOutlineBrushWithOpacity = barColor.Clone();
    HighlightCandleOutlineBrushWithOpacity.Opacity = opacity;
    HighlightCandleOutlineBrushWithOpacity.Freeze();
    CandleOutlineBrushes[barsAgo] = HighlightCandleOutlineBrushWithOpacity;
}

To this:

protected void HighlightBar(Brush barColor, double opacity = 1.0, int barsAgo = 0) {
    //if (Close[0] < Open[0]) {
        Brush ColorWithOpacity = barColor.Clone();
        ColorWithOpacity.Opacity = opacity;
        ColorWithOpacity.Freeze();
        BarBrushes[barsAgo] = ColorWithOpacity;
    //}
    Brush HighlightCandleOutlineBrushWithOpacity = barColor.Clone();
    HighlightCandleOutlineBrushWithOpacity.Opacity = opacity;
    HighlightCandleOutlineBrushWithOpacity.Freeze();
    CandleOutlineBrushes[barsAgo] = HighlightCandleOutlineBrushWithOpacity;
}

Experiment with it.

Best,

G.

[contrax]

It is in HighlightBar function.

Change this

protected void HighlightBar(Brush barColor, double opacity = 1.0, int barsAgo = 0) {
if (Close[0] < Open[0]) {
Brush ColorWithOpacity = barColor.Clone();
ColorWithOpacity.Opacity = opacity;
ColorWithOpacity.Freeze();
BarBrushes[barsAgo] = ColorWithOpacity;
}
Brush HighlightCandleOutlineBrushWithOpacity = barColor.Clone();
HighlightCandleOutlineBrushWithOpacity.Opacity = opacity;
HighlightCandleOutlineBrushWithOpacity.Freeze();
CandleOutlineBrushes[barsAgo] = HighlightCandleOutlineBrushWithOpacity;
}

To this:

protected void HighlightBar(Brush barColor, double opacity = 1.0, int barsAgo = 0) {
//if (Close[0] < Open[0]) {
Brush ColorWithOpacity = barColor.Clone();
ColorWithOpacity.Opacity = opacity;
ColorWithOpacity.Freeze();
BarBrushes[barsAgo] = ColorWithOpacity;
//}
Brush HighlightCandleOutlineBrushWithOpacity = barColor.Clone();
HighlightCandleOutlineBrushWithOpacity.Opacity = opacity;
HighlightCandleOutlineBrushWithOpacity.Freeze();
CandleOutlineBrushes[barsAgo] = HighlightCandleOutlineBrushWithOpacity;
}

Experiment with it.

Best,

G.

Thank you!