volume delta as bar period type

[aracnide]

Hello ! I would like to know if there is a way to use "delta volume" as a bar period, i mean for exemple if I set it to 1000 , il would like that the chart create a new bar each time de volume delta reach 1000 ( by volume delta i mean difference between the ask volume and the bid volume ) . Thanks a lot for the help

[NinjaTrader_ShawnB]

Hello aracnide,

Thanks for your post.

There is not a default option to create a delta volume chart. However, you could browse our growing library of user submitted custom indicators, strategies and bar types (100+) that can be downloaded from our User App Share. Please look in the User App Share as you may find what you are looking for there:

NinjaTrader User App Share NinjaTrader Ecosystem

If you are unable to locate a script like the one you are describing you could have it built. If you would like our affiliate NinjaTrader Ecosystem to provide you with a list of professional NinjaScript consultants please let me know.


The NinjaTrader Ecosystem website is for educational and informational purposes only and should not be considered a solicitation to buy or sell a futures contract or make any other type of investment decision. The add-ons listed on this website are not to be considered a recommendation and it is the reader's responsibility to evaluate any product, service, or company. NinjaTrader Ecosystem LLC is not responsible for the accuracy or content of any product, service or company linked to on this website.


Here is a basic guideline of how to Import NinjaScripts.

To import NinjaScripts you will need the original .zip file.

To Import

1. Download the NinjaScripts to your desktop, keep them in the compressed .zip file.
2. From the Control Center window select the menu tools> import> Import NinjaScript Addon
3. Select the downloaded .zip file
4. NinjaTrader will then confirm if the import has been successful.

Critical - Specifically for some NinjaScripts, it will prompt that you are running newer versions of @SMA, @EMA, etc. and ask if you want to replace, press 'No'

Once installed, you may add the bar type to a chart by:

• Right-click your chart and select data series > Type > Select the bar type from the list on the left > New > OK

Please do not hesitate to contact us for any other NinjaTrader inquiries you may have.

[cesarword]

Hi I have a question why is the volume delta displaying more volume that was actually traded on a particular bar.

I have a 100 volume chart bar and you can see in the picture that volume delta shows over 500 on delta on a single bar.

please let me know if it's something wrong with my platform or is a bug on the indicator.

Thank you!