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MaxSize option for Cumulative Delta Feature Request

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  • music_p13
    started a topic MaxSize option for Cumulative Delta Feature Request

    MaxSize option for Cumulative Delta Feature Request

    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
    replied
    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

    Leave a comment:


  • NinjaTrader_JoshG
    replied
    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?

    Leave a comment:

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