Cumulative Delta On Each Tick vs Bar Close.

[diegogoujon2]

Hi, how are you?
I am testing some Cumulative Delta Indicators (not OrderFlowCumulativeDelta) using On Each tick and On bar close, and I can tell the graph it's quiet diferent, see attached pic, 1- is On Each Tick and 2- On bar close.

Why is that? Which one it's the true cumulative Delta?

Thank you very muche.
Best Regards.

Diego

[NinjaTrader_Clayton]

Hello diegogoujon2,

Thank you for the question.

Since you are asking questions about a 3rd party Cumulative Delta Indicator, we have absolutely no documentation on how it is supposed to work or how changing different settings will affect the result.

• You would need to reach out to the developer that you got the Cumulative Delta Indicators from and ask them why their indicator returns a different result when using a different calculation method.
  • https://ninjatrader.com/support/help...tallingAdd-Ons

There are 3 different Calculate methods:

• On Bar Close - Run calculations once on the close of each bar of the Input Series
• On Each Tick - Run calculations on each incoming tick of price data (CPU intensive)
• On Price Change - Runs calculations on each change in price
  • https://ninjatrader.com/support/help...torsParameters

You will want to reach out to the developer of the NinjaScript and ask them how each of the Calculate methods affects the results being displayed by their indicator and how it correlates to the Cumulative Delta.