MaxSize option for Cumulative Delta Feature Request

[music_p13]

Hello,

Would it be possible for you to add a "MaxSize" filter text box in indicator settings when adding Order Flow Cumulative Delta NinjaTrader Indicator in future release?

Also another feature to add for Cumulative Delta is to re-init at the beginning of each session or to keep accumulating across multiple sessions...

Thank you

[music_p13]

Hello,

When adding cumulative delta, "MaxSize" filter can help filtering out all the small orders (example, if I set max size filter to 4 - then I will get cumulative delta of all orders where volume per trade was 4 or less). It just gives more flexibility to play with data and filtering cumulative delta for specific market participants...

Thank you

[NinjaTrader_JoshG]

Hello music_p13 ,
Thanks for your post and for the suggestion.

I see that accumulating over several sessions is already an existing request, so I will have your vote added. The internal tracking number for that feature request is SFT-3293. Please reference this internal tracking number if you ever have questions regarding this feature request.

When a feature request is implemented, you'll find it in the release notes:

http://ninjatrader.com/support/helpG...ease_notes.htm

In regards to the MaxSize filter, could you give some detail on what you would like MaxSize to do specifically? A screenshot could be an effective way to illustrate this. Are you trying to have an other bar built if a delta bar gets big enough?