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Cumulative Delta Custom Time Range - Create data series with no price bars

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    Cumulative Delta Custom Time Range - Create data series with no price bars

    Hello,

    After typing out my issue, I realized that a feature that would solve this problem is the ability to set a custom time range for the CDelta to start and stop collecting data. So, you could define times during the day for the delta to start and stop.

    This is really just a simple question. Is there a way to create a data series that does not create a "chart". The only real solution I have found is to build the data series and set the chart bars to transparent.

    Here is what I'm trying to do specifically. I want to have two references for the Cumulative Delta, an ETH session and an RTH session (on the same chart). The only way I found for this indicator to accomplish this is to put in two separate sets of data (an ETH and RTH and set the Delta to reference each data set for the session). However, I found that once I put a second data series on the same panel, the chart doubles. So to solve this issue I just set the second data series bars to transparent (but they still change the spacing bc they are still there technically).

    So I found a solution myself that has some quirks, but I'm wondering if there is a better way.

    Thank you!
    - Zero

    #2
    The solution you've found is correct - two data series with the desired trading hours applied. However, I want to learn more about what you mean by "the chart doubles"? Do you mean that the two data series are in separate panels (example)? If so, is the desire here for the two data series to be stacked in the same panel?

    If I am misunderstanding what you're describing, please elaborate.
    Patrick G.NinjaTrader Customer Service

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      #3
      Here is a screen shot... The silver bars are data series 1 and black is data series 2. After the close these print 2 bars.

      Click image for larger version

Name:	1 - Public Chart.png
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ID:	1084571

      I tried making them the same style of chart, no change.

      Comment


        #4
        The idea really is to have 2 separate Cdeltas but have them reference two different sets of hours... But I need to create a whole new set of data to do this.

        I guess it's possible that this charting issue occurs using volume bars?

        The best solution is for a feature that sets a custom time range for the CDelta to start and stop collecting data.
        Last edited by _Zero_; 01-21-2020, 11:21 AM.

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          #5
          Tick-based bars might throw a wrench into your plans since they're technically not time-based therefore the bars may create gaps or be misaligned when plotting in the same panel. Also, these data series are fundamentally different - one is 'raw' volume while the other is Heiken Ashi based on the underlying data series of 700 volume.

          The main issue is likely the fact that volume for these two data series is starting to build bars at different times. For example, when RTH begins, ETH has been printing for many hours and it is very likely that a new ETH volume candle does not begin on the very same tick that the RTH session begins.

          As an experient, if you change to a time-based interval like 5 minute, do the bars stack 'cleanly'?
          Last edited by NinjaTrader_PatrickG; 01-21-2020, 01:01 PM.
          Patrick G.NinjaTrader Customer Service

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            #6
            Yes the Minute issue stops the double prints. That explanation makes perfect sense for sure.

            I'd like to make a feature request for the Cdelta tool then... Add the ability to set a custom time range to start collecting data for the session.

            Thank you for all your help! I have a solution for the time-being and hopefully others will want to add this feature also.

            Thank you again,
            -Zero

            Comment


              #7
              Thank you for the suggestion.

              I have submitted this as a feature request to the Development Team. I will follow up with an internal tracking number for your reference as soon as it is created.

              Thanks in advance for your patience.
              Patrick G.NinjaTrader Customer Service

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