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Delta Bar Value for Strategy Builder

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    Delta Bar Value for Strategy Builder

    Hello,

    I am wondering if it is possible to use the delta bar volume value in reference to a condition within Strategy Builder? For example, I would like to base a condition on whether the prior bar has a positive or negative delta and/or if the value is greater than or less than a set value. In other words:

    condition = prior bar delta value > x value
    or
    condition = prior bar delta value < x value

    I feel I can get close to this by using the BuySellStrength indicator(attached) within strategy builder, but it does not seem to actually output a value for reference.

    Here is a picture (attached) of how the condition I would like to set looks.

    I am not a programmer, so I would be interested in a solution where I can use strategy builder, if possible. Is there a way, or could someone "tweak" the BuysSellStrength indicator to allow this option in Strategy Builder?

    Thanks in advance!!

    Ray


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    #2
    Hello devro,

    Thank you for your post.

    When using the Strategy Builder only the plot values of indicators are able to be referenced. This means that you would be able to reference the BuySellDiff plot value of the BuySellStrength indicator in the Strategy Builder.

    In the image you shared, you would be comparing if the previous bar of the BuySellDiff plot is greater than 1.

    If you would like to access a delta value in the Strategy Builder, you would need to calculate the delta value (net difference between buying and selling volume at each price level) in the indicator and add that value to a plot named 'Delta' which could be referenced in the Strategy Builder.

    Please note that in the support department at NinjaTrader it is against our policy to create, debug, or modify, code or logic for our clients. Further, we do not provide C# programming education services in our support. This is so that we can maintain a high level of service for all of our clients as well as our partners.

    That being said, this thread will be open for community members to contribute.

    You can also contact a professional NinjaScript Consultant who would be eager to create or modify this script at your request or assist you with your script. The NinjaTrader Ecosystem has affiliate contacts who provide educational as well as consulting services. If you would like our NinjaTrader Ecosystem team follow up with you with a list of affiliate consultants who would be happy to create this script or any others at your request, you could contact them at VendorSupport[AT]ninjatrader.com.

    Let us know if we may assist further.
    Brandon H.NinjaTrader Customer Service

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