comparing using volumetric dataseries for bidask-analysis and OFcumulativeDelta I want to ask please if my understanding is correct that
when running a script-strategy in a chart with volumetric dataseries as primary dataseries of the chart one has not to add volumetric in state.configure?
Compared to OFcumulativeDelta that has to be added in state.configure with 1 Tick even when using it on the dataseries of the chart. But what if OFcumulativeDelta should be calculating with another dataseries? eg one trades the MNQ but the OFcumulativeDelta should be calculating in the script with NQ? Is it correct to have in state.configure AddDataSeries("NQ 03-20", BarsPeriodType.Tick, 1);?
Is it then correct to have in state.dataloaded referring to state configure AddDataSeries("NQ 03-20", BarsPeriodType.Tick, 1):
OrderFlowCumulativeDelta1 = OrderFlowCumulativeDelta(Closes[1], NinjaTrader.NinjaScript.Indicators.CumulativeDelta Type.BidAsk, NinjaTrader.NinjaScript.Indicators.CumulativeDelta Period.Session, 0);
(this is not clear from the sample in the helpguide because there is only the primary dataseries)
Thank you!
Tony
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