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Order Flow + Strategy Builder?

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    Order Flow + Strategy Builder?

    Hello,

    I have not coded since college so can I use the tools such as Trade Detector/ Order Imbalance in Strategy Builder, which ones have plots available in Strategy Builder? Thanks

    #2
    Hello Tradarr,
    Thanks for your post.

    You can access the Order Flow Trade Detector on the Conditions and Actions page of the Strategy Builder.

    Please see the following link for more information on accessing indicator values with the Strategy Builder:
    https://ninjatrader.com/support/help...lueComparisons
    Josh G.NinjaTrader Customer Service

    Comment


      #3
      Thanks! Also looking at Volumetric bars, the shading options are helpful but they would be even better if the developers added analysis comments like Zone Trader Pro has?

      https://www.zonetraderpro.com/poc-2/

      Comment


        #4
        Tradarr,

        I will pass your feedback along to the development team. We are tracking this with SFT-4002.
        Josh G.NinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_JoshG View Post
          Hello Tradarr,
          Thanks for your post.

          You can access the Order Flow Trade Detector on the Conditions and Actions page of the Strategy Builder.

          Please see the following link for more information on accessing indicator values with the Strategy Builder:
          https://ninjatrader.com/support/help...lueComparisons
          NinjaTrader_JoshG The link simply shows how to handle standard strategy builder. Trade Detector does not provide any data in data box. So there is no way to accept its bar or signal information. Would have expected that it would provide the Buy Sell volume and percent data at least for the bars where it signals. A standard plot of Signal -1, 0, +1 to be used in strategy builder would be even more appreciated

          As it is now - cannot determine what good it is for any strategy.

          Also, may I ask if there is an indicator that can discern data box info provided by a vendor indicator in strategy box like -1, 0, +1 but it is not plotting so Strategy Builder cannot access it. The indicator would capture the data box signals and then provide an int addplot that could be used in Strategy Builder.

          Any assistance is appreciated.

          Comment


            #6
            Hello JMont1,

            Unfortunately, the Order Flow Trade Detector and the Order Flow Market Depth Map are not supported to be called from a NinjaScript at this time.
            Chelsea B.NinjaTrader Customer Service

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              #7
              Originally posted by NinjaTrader_ChelseaB View Post
              Hello JMont1,

              Unfortunately, the Order Flow Trade Detector and the Order Flow Market Depth Map are not supported to be called from a NinjaScript at this time.
              NinjaTrader_ChelseaB Please open a request for these changes. Except for visual queues these indicators do not help auto trading at all.

              Comment


                #8
                Hello JMont1,

                Thanks for your request.

                I have forwarded this to the NinjaTrader Development team.

                Once I have a tracking ID for this request I will post in this thread for future reference.
                Chelsea B.NinjaTrader Customer Service

                Comment


                  #9
                  Hello JMont1,

                  I have received tracking ID# SFT-4377 for this request to access the Order Flow Trade Detector and the Order Flow Market Depth Map in the Strategy Builder.

                  As 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
                  Chelsea B.NinjaTrader Customer Service

                  Comment


                    #10
                    So, I just purchased the Lifetime License specifically for the ability to back test the order flow tools and use them in scripts. I don't see any of these tools listed in the , not only the two mentioned above, but there is also no cumulative delta or volume profile or VWAP listed in the strategy builder. Is there no ability to back test strategies or script using this Order Flow+ data?

                    Comment


                      #11
                      Hello Unicorn_Catcher,

                      Order Flow VWAP, Order Flow Cumulative Delta, and Order Flow Volumetric bars support NinjaScript access and can be backtested. These were included with the Strategy Builder at one time, but we have removed these indicators from the Strategy Builder because they require additional code to function as they should, and the Strategy Builder is not capable of generating that code in its current form.

                      SFT-4377 is now tracking interest to improve the Strategy Builder to support for Order Flow indicators in the Strategy Builder and is not limited to Market Depth map and the Trade Detector. I've added a vote on your behalf.

                      You may reference Order Flow + NinjaScript methods below.

                      Volumetric Bars - https://ninjatrader.com/support/help...etric_bars.htm

                      Cumulative Delta - https://ninjatrader.com/support/help...ive_delta2.htm

                      VWAP - https://ninjatrader.com/support/help...JASCRIPTaccess

                      We look forward to assisting.
                      JimNinjaTrader Customer Service

                      Comment


                        #12
                        Hello,
                        so what's the actual status of this issue?
                        When I want to buy the full lifetime license for Strategy creating and testing and the OrderFlow Tools are not usable with the Strategy Builder, it is very unattractive to buy this package...

                        Is there a roadmap where I can see which tools will be implented in the strategy builder?

                        Thank you,
                        Andi

                        Comment


                          #13
                          Hello Andi,

                          Welcome to the NinjaTrader forums.

                          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
                          Chelsea B.NinjaTrader Customer Service

                          Comment


                            #14
                            Hello Chelsea,
                            it's not a feature, it's a part of the program I buy when I buy the license to automate strategies...so I think I'm not the only one who is waiting for this.

                            Comment


                              #15
                              Hello Andi,

                              Using Order Flow indicators in the Strategy Builder is not currently a feature of NinjaTrader 8.

                              These can be called from an unlocked script if you would like call these at this time.

                              SFT-4377 has not been implemented at this time.

                              If implemented this ID will be listed in the release notes.
                              Chelsea B.NinjaTrader Customer Service

                              Comment

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