Order Flow + Strategy Builder?

[NinjaTrader_ChelseaB]

Hello ZEROSYSTEM,

Thank you for your vote.

I've added this to SFT-4377.

[ZEROSYSTEM]

Add my vote to SFT-4377

[NinjaTrader_ChelseaB]

Hello BullyWig Trader,

It might be that the indicator you are calling is not returning a value you are expecting.

Add debugging prints (using the strategy builder) to find out why no arrows are being drawn.

Print the time of the bar, and print all the values you are using in the condition.

Below is a link to a forum post that includes a video on how to add prints using the Strategy Builder.

https://ninjatrader.com/support/forum/forum/ninjatrader-7/strategy-development-aa/99209-date-conditions-not-working?p=791121#post791121

Save the output from the output window (right-click the output window, select Save As), and attach the output text file to your next post.

I will be happy to assist with analyzing the output.

[BullyWig Trader]

I am using a simplified version of the cumulative order flow indicator I found in this forum to build a simple strategy. It's based on cumulative delta (UPDOWNTICK/BAR) which the indicator is set up for. I added the extra data series, and the strategy plots the signals only on historical data, but never on data moving forward. If I refresh the Ninjascript, signals will show up in the past, but never generates a signal in real time. I am obviously missing something. Can someone point me in the right direction? Below is the code from the Ninjascript editor.

else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Tick, 1);
}
else if (State == State.DataLoaded)
{
CumDelta1 = CumDelta(Close);
EMA1 = EMA(CumDelta1, Convert.ToInt32(TFP));
EMA2 = EMA(Close, Convert.ToInt32(FTP));
EMA3 = EMA(Close, Convert.ToInt32(STP));
}
}

protected override void OnBarUpdate()
{
if (BarsInProgress != 0)
return;

if (CurrentBars[0] < 1)
return;

// Set 1
if ((Close[1] < Open[1])
&& (CumDelta1[0] > VFLT)
&& (EMA1[0] > TFLT)
&& (EMA2[0] > EMA3[0]))
{
Draw.ArrowUp(this, @"MyCustomStrategy Arrow up_1 " + Convert.ToString(CurrentBars[0]), false, 0, (Close[0] + 20) , Brushes.DodgerBlue);
BarBrush = Brushes.DeepPink;
}

// Set 2
if ((Close[1] > Open[1])
&& (CumDelta1[0] < VFST)
&& (EMA1[0] < TFST)
&& (EMA2[0] < EMA3[0]))
{
Draw.ArrowDown(this, @"VTES001 Arrow down_1 " + Convert.ToString(CurrentBars[0]), false, 0, (Close[0] - 20) , Brushes.Red);
BarBrush = Brushes.DeepPink;
}

[BullyWig Trader]

Hi Cheasea, I have solved the issue. Thanks.

Would you be able to share how you enabled the cumulative delta within the strategy builder?

[NinjaTrader_ChelseaB]

Hello ecallega,

Welcome to the NinjaTrader forums!

I've add your vote, and jmagaia, your vote as well.

[jmagaia]

Add also my vote to SFT-4377.
thanks

[ecallega]

Please, also add my vote for SFT-4377.

I firmly agree... that Strategy Builder with Order Flow Indicators is a MUST!!!


Thanks

Ed C

[NinjaTrader_ChelseaB]

blackcosmic2020 and Yotrader15,

Welcome to the NinjaTrader forums!

Your votes have been added to SFT-4377.

Thank you for making time to provide feedback.

[Yotrader15]

Please, also add my vote for SFT-4377.

Strategy Builder with Order Flow Indicators is a MUST.


Thanks

[blackcosmic2020]

Please add my vote to be able to use various outputs from the orderflow indicator in the strategy builder.

[NinjaTrader_ChelseaB]

Hello pjsmith,

Due to the advanced nature of Order Flow scripts, these cannot be called in the Strategy Builder and require unlocking the script and coding by hand to use.

I have added your vote to SFT-4377. Thank you for your vote.

[pjsmith]

Came across this whilst trying to figure out why Order Flow VWAP does not appear in Strategy builder as a usable indie plot. This post is over 2 years old I think, but, what the heck, please add my vote...

[NinjaTrader_BrandonH]

Hi federicoo,

Thanks for your post.

Your vote has been added.

Let us know if we may assist further,

[federicoo]

Hello, please add my vote for

SFT-4377, "Call Order Flow + items from Strategy Builder"

specifically for OF Volume Profile

Thanks