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Bar Statistics

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    Bar Statistics

    Hi,
    In orderflowCumulativeDelta using the Syntax OrderFlowCumulativeDelta(ISeries<double> input, CumulativeDeltaType deltaType, CumulativeDeltaPeriod period, int sizeFilter)

    we can get DeltaOpen, DeltaHigh, DeltaLow and DeltaClose by default

    Is it possible to get the other bar statistics like Min delta, Max Delta etc. It is available in the system, just wondering how we can pull it.

    Thank you
    Attached Files

    #2
    Hello chalasani,

    Thanks for your post.

    Bar Statistics are available using Volumetric Bars, these are available for NinjaScript access as well. Please see the documentation below for details. I will also include a NinjaScript documentation link for Order Flow Cumulative Delta.

    Volumetric Bars NinjaScript access - https://ninjatrader.com/support/help...tric_bars2.htm

    OrderFlowCumulativeDelta - https://ninjatrader.com/support/help...ive_delta2.htm

    Please let me know if I can be of further assistance.
    JimNinjaTrader Customer Service

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