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delta comulative and vpoc IN STRATEGY BUILDER

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    delta comulative and vpoc IN STRATEGY BUILDER


    I want to carry out a strategy in the strategy builder taking 2 conditions and the nt8 builder won't let me. The first condition is that when 2 averages intersect, I want to see if the cumulative delta is positive or negative (positive long; negative shot) The second condition is that when the averages are crossed, the price is above the VPOC for a long and below the vpoc for a short. and I can't configure it in the strategy builder, could you help me ???

    #2
    Hello MarianoVenditti,

    Thank you for your post.

    The built in Order Flow Cumulative Delta and Order Flow Volume Profile indicators are not accessible from the Strategy Builder; however, the Order Flow Cumulative Delta may be utilized in a manually coded NinjaScript. Order Flow Volume Profile is not accessible from NinjaScript.

    Here are links to our NinjaScript documentation for Order Flow Cumulative Delta:

    https://ninjatrader.com/support/help...ive_delta2.htm

    I have added a vote for you to a current feature request to allow the use of Order Flow + items in the Strategy Builder as well as a current feature request to allow programmatic access to the Order Flow Volume Profile indicator. These requests are being tracked under the numbers SFT-4377 and SFT-3402 respectively.

    As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted in the Release Notes page of the Help Guide.

    Release Notes — https://ninjatrader.com/support/help...ease_notes.htm

    Please let us know if we may be of further assistance to you.
    Kate W.NinjaTrader Customer Service

    Comment


      #3

      perfect, another query, If I wanted to use the ADL indicator but on a daily basis, how can I configure it? because there is a correlation between ADL and cummulative delta but I can't configure it to do it daily. I use a graph of rank 30 in the micro ES, but I cannot configure it daily, that is to say that it starts with 0 every day. as I do??? thanks

      Comment


        #4
        Hello MarianoVenditti,

        Thank you for your reply.

        There is not a setting for the ADL indicator to allow it to reset each day; however, it would be possible to modify the indicator to do so. This would require you to copy the existing ADL indicator and manually code the logic for it to cumulate daily and then reset.

        Just to be clear, in platform support, we do not create/write custom indicators, we do not provide debugging services. We also cannot provide programming education services. If you would like the modified indicator created for you, we can provide references to 3rd party programmers who could meet your needs.

        Please let us know if we may be of further assistance to you.
        Kate W.NinjaTrader Customer Service

        Comment


          #5
          Could you also put a vote in for me to allow Order Flow items in the Strategy Builder?

          Thank you

          Comment


            #6
            Hello Jclrk279,

            Thank you for your reply.

            I've added a vote for you to an existing feature request to allow the Order Flow + items to be used in the Strategy Builder. This request is being tracked under the number SFT-4377.

            As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted in the Release Notes page of the Help Guide.

            Release Notes — https://ninjatrader.com/support/help...ease_notes.htm

            Please let us know if we may be of further assistance to you.
            Kate W.NinjaTrader Customer Service

            Comment


              #7
              I just started experimenting with strategy builder as a way to start to learn ninja script.

              The very first thing I did was attempt to build a strategy using vwap and cumulative volume delta.

              I'm confused that these tools were available despite reading in this thread that they are/were not available in strategy builder.

              Can you please clarify this?

              Comment


                #8
                Hello butt_toast,

                Thank you for your reply.

                What version of the platform are you currently running? The current version is 8.0.23.2 - you can check your version under Help > About.

                Thanks in advance; I look forward to assisting you further.
                Kate W.NinjaTrader Customer Service

                Comment


                  #9
                  Originally posted by NinjaTrader_Kate View Post
                  Hello butt_toast,

                  Thank you for your reply.

                  What version of the platform are you currently running? The current version is 8.0.23.2 - you can check your version under Help > About.

                  Thanks in advance; I look forward to assisting you further.
                  8.0.23.2 64-bit

                  Also, to clarify my first question: in this thread it was stated that VWAP and CVD were not available in strategy builder. In strategy builder they are available. I included them (along with an additional tick data series as per another similar thread). The strategy shows as enabled but places no trades during market replay (tick replay enabled).
                  Last edited by butt_toast; 03-03-2021, 08:23 AM.

                  Comment


                    #10
                    Hello butt_toast,

                    Thank you for your reply.

                    Could you provide a screenshot of where you're seeing these in the builder? While these were available in the Builder in an earlier version of the platform, for technical reasons they were removed from the Strategy Builder several versions ago.

                    We'd also like to check your log and trace files to confirm the version.

                    You can send these by going to the Control Center-> Help-> Email Support

                    Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.

                    Please reference the following ticket number in the body of the email: 2483114 ATTN Kate W.

                    Thanks in advance; I look forward to assisting you further.
                    Kate W.NinjaTrader Customer Service

                    Comment


                      #11
                      Thanks, that explains it.

                      The computer I'm using now was the one I checked the version of, whereas the issue I was having was on my laptop (which has an older version).

                      That's a real shame that the OF tools can't be tested, can you add my vote to the request to have that fixed? As a full time trader I exclusively use OF tools, and now knowing that NT can't handle this in an automated fashion is a serious disappointment.

                      Comment


                        #12
                        Hello butt_toast,

                        Thank you for your reply.

                        I've added a vote for you to SFT-4377 as well.

                        I would point out that the Order Flow + VWAP and Cumulative Delta indicators are accessible via manually coded NinjaScript, they're just not available in the Strategy Builder. If you unlock your code you could manually add the necessary logic.

                        Please let us know if we may be of further assistance to you.
                        Kate W.NinjaTrader Customer Service

                        Comment


                          #13
                          Originally posted by NinjaTrader_Kate View Post
                          Hello butt_toast,

                          Thank you for your reply.

                          I've added a vote for you to SFT-4377 as well.

                          I would point out that the Order Flow + VWAP and Cumulative Delta indicators are accessible via manually coded NinjaScript, they're just not available in the Strategy Builder. If you unlock your code you could manually add the necessary logic.

                          Please let us know if we may be of further assistance to you.
                          Wow thank you.

                          I'm familiar with the language of a couple of other platforms, so I may be able to do this.

                          Where would you recommend I look to learn what would need to happen to the code in order to get it to work?

                          Comment


                            #14
                            Hello butt_toast,

                            Thank you for your reply.

                            Here's information from our help guide with examples of using the Order Flow + VWAP and Cumulative Delta indicators:

                            https://ninjatrader.com/support/help...flow_vwap2.htm

                            https://ninjatrader.com/support/help...ive_delta2.htm

                            I would recommend setting up most of your logic/inputs/variables with the builder, then when you've done everything you can without the Cumulative Delta or VWAP, unlock the code and add the logic for those.

                            Please let us know if we may be of further assistance to you.
                            Kate W.NinjaTrader Customer Service

                            Comment

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