EMA of Cumulative Delta

[rcmcd]

Hello,

Any examples for ema of cumulative delta indicator. This is not working. Any help appreciated.

public class
private OrderFlowCumulativeDelta OrderFlowCumulativeDelta1;
private EMA OFEMA;

DataLoaded
OrderFlowCumulativeDelta1= OrderFlowCumulativeDelta(Close, NinjaTrader.NinjaScript.Indicators.CumulativeDelta Type.BidAsk, NinjaTrader.NinjaScript.Indicators.CumulativeDelta Period.Session, 0);
OFEMA = EMA(OrderFlowCumulativeDelta1.DeltaClose, 9);

BarUpdate
if (OFEMA[0] <= OrderFlowCumulativeDelta1.DeltaClose[0])
Draw.TriangleUp(this, @"Up"+CurrentBar, false, 0, (Low [0] - (9 * TickSize)) , Brushes.Lime);

[NinjaTrader_Jesse]

Hello rcmcd,

Thank you for the post.

I wanted to check, is this the complete syntax you have used currently? If so, you are missing some elements that would be needed.

I created a quick sample that has two plots to visualize the indicators. You are currently missing the AddDataSeries from what you provided so you are likely seeing an error in the log:

A hosted indicator tried to load additional data. All data must first be loaded by the hosting NinjaScript in its configure state.

Or possibly some other error as I don't have a complete sample to compare here. You may also be getting a data error if you try to access the series before both load or try to plot as I have:

You are accessing an index with a value that is invalid since it is out-of-range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart.

The following does plot and shows a difference in the plotted values, one being the cumulative delta and one the EMA delta.

private OrderFlowCumulativeDelta OrderFlowCumulativeDelta1;
private EMA OFEMA;
protected override void OnStateChange()
{
	if (State == State.SetDefaults)
	{
		AddPlot(Brushes.Red, "normal");
		AddPlot(Brushes.Red, "ema");
	}
	else if (State == State.Configure){
		AddDataSeries(BarsPeriodType.Tick, 1);	
	}
	else if (State == State.DataLoaded)
	{
		OrderFlowCumulativeDelta1= OrderFlowCumulativeDelta(Close, NinjaTrader.NinjaScript.Indicators.CumulativeDeltaType.BidAsk, NinjaTrader.NinjaScript.Indicators.CumulativeDeltaPeriod.Session, 0);
		OFEMA	= EMA(OrderFlowCumulativeDelta1.DeltaClose, 9);
	}
}

protected override void OnBarUpdate()
{
	if(CurrentBars[0] < 1 || CurrentBars[1] < 1) return;
	Values[0][0] = OrderFlowCumulativeDelta1.DeltaClose[0];
	Values[1][0] = OFEMA[0];
}

I look forward to being of further assistance.

[rcmcd]

First- than you so much!

Second-I would like to plot on price chart on ema9.

Would values be
Values[0][0]= EMA(9)
?

[NinjaTrader_Jesse]

Hello rcmcd,

In this case, you almost have it, you are just missing the BarsAgo at the end of the EMA(9).

EMA(9)[B][0][/B]

You can find all of the system indicators syntax in the help guide at the following link:

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

The EMA: https://ninjatrader.com/support/help...onential_e.htm

You are setting the first added plot using Values[0][0] if that is what you are intending.

https://ninjatrader.com/support/helpGuides/nt8/en-us/values.htm?zoom_highlightsub=values

I look forward to being of further assistance.

[RT001]

Hello rcmcd,

Thank you for the post.

I wanted to check, is this the complete syntax you have used currently? If so, you are missing some elements that would be needed.

I created a quick sample that has two plots to visualize the indicators. You are currently missing the AddDataSeries from what you provided so you are likely seeing an error in the log:

Or possibly some other error as I don't have a complete sample to compare here. You may also be getting a data error if you try to access the series before both load or try to plot as I have:




The following does plot and shows a difference in the plotted values, one being the cumulative delta and one the EMA delta.

private OrderFlowCumulativeDelta OrderFlowCumulativeDelta1;
private EMA OFEMA;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
AddPlot(Brushes.Red, "normal");
AddPlot(Brushes.Red, "ema");
}
else if (State == State.Configure){
AddDataSeries(BarsPeriodType.Tick, 1);
}
else if (State == State.DataLoaded)
{
OrderFlowCumulativeDelta1= OrderFlowCumulativeDelta(Close, NinjaTrader.NinjaScript.Indicators.CumulativeDeltaType.BidAsk, NinjaTrader.NinjaScript.Indicators.CumulativeDeltaPeriod.Session, 0);
OFEMA = EMA(OrderFlowCumulativeDelta1.DeltaClose, 9);
}
}

protected override void OnBarUpdate()
{
if(CurrentBars[0] < 1 || CurrentBars[1] < 1) return;
Values[0][0] = OrderFlowCumulativeDelta1.DeltaClose[0];
Values[1][0] = OFEMA[0];
}

I look forward to being of further assistance.

Thanks Jesse, very helpful example.