Order Flow + Strategy Builder?

[slippedmydisco]

Hi NinjaTrader_ChelseaB, I also would like to put a vote in for implementing the Order Flow indicators in the Strategy Builder.

Thanks,

Andy

[andi5385]

Hi @ninjatrader_chelseab,

can you tell us a list, where is described what OrderFlow Tools are usable at the Moment with Actions/Triggers in the Strategy Builder?

And can you give us an update of the development with the OrderFlow Tools with the Strategy Builder?

Thank you,
Andreas

[NinjaTrader_ChelseaB]

Hello slippedmydisco,

Welcome to the NinjaTrader forums!

I've added your vote to SFT-4377.

Thanks for your interest with this.

andi5385,

No Order Flow+ tools are available with the Strategy Builder.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/1058454-order-flow-strategy-builder?p=1092848#post1092848

SFT-4377 is not implemented at this time. With all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted in the Release Notes page of the Help Guide.

Release Notes — https://ninjatrader.com/support/help...ease_notes.htm

[trader333]

Please add my vote for this feature

[NinjaTrader_ChelseaB]

Hello trader333,

I've got your vote in.

Thanks for your voice.

[Rainmakersg]

Please add my vote too.

I copied the code in this link : https://ninjatrader.com/support/help...ive_delta2.htm
and included it into a custom indicator and I was successful at replicating the "Order Flow Cumulative Delta" indicator in the Order Flow + suite that comes with the lifetime license.

I was able to add this custom indicator to the Strategy Builder, but it cannot do any backtest.

If I attach it to a chart, would it be able to run the strategy at all?

I also need to compare the bars of the custom indicator to the bar on the chart. E.g. If custom indicator is green and chart bar is green, draw an up arrow. This will at least help me to observe if the strategy is viable. Is this even possible? If so, please advise how can I do it?

Thanks!!

[NinjaTrader_ChelseaB]

Hello Rainmakersg,

Welcome to the NinjaTrader forums!

I've added your vote to SFT-4377 as well. Thank you for your vote.

[Rainmakersg]

Hi Chelsea,

Can you answer the rest of my questions. I repost:

I copied the code in this link : https://ninjatrader.com/support/help...ive_delta2.htm
and included it into a custom indicator and I was successful at replicating the "Order Flow Cumulative Delta" indicator in the Order Flow + suite that comes with the lifetime license.

I was able to add this custom indicator to the Strategy Builder, but it cannot do any backtest.

If I attach it to a chart, would it be able to run the strategy at all?

I also need to compare the bars of the custom indicator to the bar on the chart. E.g. If custom indicator is green and chart bar is green, draw an up arrow. This will at least help me to observe if the strategy is viable. Is this even possible? If so, please advise how can I do it?

Thanks!!

[NinjaTrader_ChelseaB]

Hello Rainmakersg,

The Order Flow Cumulative Delta does historically, however I cannot comment on your custom script.

If the behavior of a script is not what you are expecting or what you are wanting, use prints and TraceOrders to understand why.

Below is a link to a forum post that demonstrates using prints to understand behavior.
https://ninjatrader.com/support/foru...121#post791121

Enable TraceOrders, print the time of the bar and all values used in the conditions that submit entry orders.
Save the output from the output window to a text file and provide this with your next post and I would be happy to assist you in analyzing the output and understanding the behavior.

A green bar would be one where the Close[0] is greater than the Open[0]. A red bar is one where the Close[0] is less than the Open[0].

Yes, you can compare the open and close of a bar in the Price section.

If you have not already, I highly recommend you watch the Strategy Builder 301 video.

Below is a link to a forum post with helpful information about getting started with NinjaScript.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/indicator-development/97575-sample-scripts?p=786040#post786040

[Rainmakersg]

Hi Chelsea, thanks for your reply.

Please let me first go back to basics.

Please see the attached for my script.

CumDelta.zip

It simply plots the Delta Close of the Cumulative Delta indicator. I removed the colors to make things simple.

I can add this indicator to a strategy. However, the strategy cannot be executed and it cannot be backtested. The strategy is as simple as buy on positive and sell on negative value.

Have I hit a dead end?

Is there any other work-around to at least include this into a strategy and have it executed? I can forgo the backtesting for now as I can live with forward test.

Thanks!!

[NinjaTrader_ChelseaB]

Hello Rainmakersg,

Print the values used in the condition to find out.

What is the condition in the strategy?

What are the values used in the condition on the bar in question?

[Rainmakersg]

Hi Cheasea, I have solved the issue. Thanks.

[miltorcaces]

Hello slippedmydisco,

Welcome to the NinjaTrader forums!

I've added your vote to SFT-4377.

Thanks for your interest with this.

andi5385,

No Order Flow+ tools are available with the Strategy Builder.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/1058454-order-flow-strategy-builder?p=1092848#post1092848

SFT-4377 is not implemented at this time. With all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted in the Release Notes page of the Help Guide.

Release Notes — https://ninjatrader.com/support/help...ease_notes.htm

please add mY VOTE for this feature

[NinjaTrader_ChelseaB]

Hello miltorcaces,

Welcome to the NinjaTrader forums!

I've added your vote to SFT-4377 as well.

Thank you for your voice.

[jpatri]

Hello Chelsea,
Please add my vote to SFT-4377 to update the Strategy Builder to be able to use the Order Flow Cumulative Delta and back-test it.
Thank you,
Joe P.