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Use Vwap on Delta
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Use Vwap on Delta
Is there a way to accurately plot Vwap onto delta, but using delta as the data series not an underlying market. Here is as close as I could get (see screenshot). It's clear that it's not referring the Cumulative delta, but rather the underlying market (in this case CL)1 PhotoTags: None
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Hello,
Thanks for your post.
An indicator will plot according to the instrument you have defined it to calculate. In this case, you are plotting the VWAP values of the Cumulative delta indicator. The Cumulative Delta would also need to plot based on a data series, and so it's going to pull the values from the instrument it is following. This would be expected and as designed.
Please let me know if I may be of any further assistance.Marco G.NinjaTrader Customer Service
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So If I wanted to even use a SMA on delta, it wouldn't be using the delta as the data... it would be still using the underlying instrument. Why would this is intentionally designed? Plotting SMA on delta is a pretty standard practice, but by using this design you would negate using any other tools on delta itself. Is there a way to add feature request to allow indicators to be used on referencing only the delta as the input series?
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Hello,
Thanks for your reply.
NinjaTrader indicators are designed so that when a Open High Low or Close Series is referenced, the price data is referenced. Scripts will have to specifically reference an Input Series if they want to reference an input series instead of the underlying price data. In this case, Open High Low and Close Series are used.
The feature request for out-of-box support for having indicators use the input price data in place of Open High Low and Close is SFT-1606, I'll add your vote for this feature.
Please let me know if I may be of any further assistance.Marco G.NinjaTrader Customer Service
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