// Relevant Code
protected OrderFlowCumulativeDelta CumulativeDelta;
protected double Delta;
else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Minute, 1);
AddDataSeries(Data.BarsPeriodType.Tick, 1);
}
protected override void OnBarUpdate()
{
Delta = 0;
// Other code
}
protected override void OnMarketData(MarketDataEventArgs marketDataUpdate)
{
base.OnMarketData(marketDataUpdate);
if (CurrentBars[2] > -1)
{
Delta += OrderFlowCumulativeDelta(BarsArray[2], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Bar, 0).DeltaClose[0];
}
}
Thanks in advance!
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