OrderFlow trade detector

[arsene007]

Hi all,

i would like to script a strategy with the order flow trade detector. I have it as an indicator in the indicator list on the chart, but i can't see it under ninjascript editor. I would like to access it programmatically. But i don't know how.

[NinjaTrader_Jim]

Hello arsene007,

Thanks for your post.

The Order Flow + Trade Detector is closed source and does not offer NinjaScript access at this time. This is something we are tracking interest with the feature request ticket ID SFT-3323. I've added a vote on your behalf.

We collect interest in feature requests before determining if the feature should be implemented. For that reason we cannot offer an ETA. Upon implementation, the number for the ticket ID can be publicly found in the Release Notes page of the help guide.

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

Please let us know if you have any additional questions.

[KarstenKafl]

Hi Jim

Can you please tell me if this have been resolved?

And if possible have a link to the place where i can see the feature req ticket - and to see how many requests are needed for that feature to be implemented.

I believe that this is one of the advantages by having bought the ninja trader full lifetime version - but i was sure that it was possible to actually use it in the strategies in scritpting.

[NinjaTrader_Kate]

Hello KarstenKafl,

Thank you for your reply.

SFT-3323 is still open and there is no update on this request. It is still not possible to access the Order Flow + Trade Detector from NinjaScript.

Our feature request tracking is internal and there would not be a way for you to view the ticket. User votes are not the only factor that determines if a particular feature request will be granted - complexity of the request, the time necessary to complete, and other factors go into whether a request is added.

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

[KarstenKafl]

Thanks Kate

And is this true for all the order flow indicators? or which ones can be used?

Im again thinking that it is bit weird that the more "Pro" features like that are not as well supported as the "standard" features?

Is it possble to become part of a beta tester team that get access to something like these features?

[NinjaTrader_Kate]

Hello KarstenKafl,

Thank you for your reply.

We do not have any kind of open beta testing program.

The only Order Flow items that are available to be called from NinjaScript are the Order Flow Volumetric Bars, the Order Flow VWAP, and the Order Flow Cumulative Delta. None of these are supported for use with the Strategy Builder - they may only be used in a manually programmed strategy.

https://ninjatrader.com/support/helpGuides/nt8/order_flow_cumulative_delta2.htm

https://ninjatrader.com/support/helpGuides/nt8/order_flow_volumetric_bars2.htm

https://ninjatrader.com/support/helpGuides/nt8/order_flow_vwap2.htm

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

[mohawkTrader]

Please add my vote for adding script access from these tools, including the trade detector. Thanks.

[NinjaTrader_Kate]

Hello mohawkTrader,

Thank you for your reply.

I have added a vote for you for SFT-3323 as well.

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

[KarstenKafl]

Hi Kate

While looking at your link with help for volumetric bars:

https://ninjatrader.com/support/helpGuides/nt8/?order_flow_volumetric_bars2.htm

it states
"Note: Please note in the example above a CurrentBar reference is used as index, and not a BarsAgo reference."

Is it not possible to use the "usual" bars ago mode to access the values?

Or willi have to convert to current bar - bar index each time? (and how woul di do that most effective?)


Thanks.

[NinjaTrader_Kate]

Hello KarstenKafl,

Thank you for your reply.

You'd have to use the bar index, not the bars ago, so you'd need to convert using CurrentBar - BarsAgo each time to find the index of the bar you want the information for. That would be the best way to calculate if you're looking back at previous bar values. If you're just needing to get the values for the currently forming bar you can just use CurrentBar there as in the example.

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

[mahdighorbanpour]

Hi,
In the ninja script builder, I can call OrderFlowTradeDetector to create the indicator, but I couldn't find a way to read the information which is shown on hover. Could you please explain how can I detect if there is a green/red circle on current bar, and how can I get the buy, sell values. Thanks a lot

[NinjaTrader_Kate]

Hello mahdighorbanpour,

Thank you for your reply.

What version of the platform are you running? Order Flow Trade Detector is not accessible from NinjaScript and should not be selectable in the Strategy Builder. It does not expose plots that would be usable in NinjaScript. You can check your platform version under Help > About.

Thanks in advance; I look forward to assisting you further.

[mahdighorbanpour]

Hello mahdighorbanpour,

Thank you for your reply.

What version of the platform are you running? Order Flow Trade Detector is not accessible from NinjaScript and should not be selectable in the Strategy Builder. It does not expose plots that would be usable in NinjaScript. You can check your platform version under Help > About.

Thanks in advance; I look forward to assisting you further.

I'm using the latest version, In the script I can instantiate a Trade Detector and add it to the chart but I can't find a way to access to it's data. Now that you said this feature still is not implemented, how can I vote for it so might be considered by the development team?
Thank you

[NinjaTrader_Kate]

Hello mahdighorbanpour,

Thank you for your reply.

It would not be possible to access data from the Order Flow Trade Detector via NinjaScript. I've added a vote for you to an existing feature request to have this accessible through NinjaScript. This request is being tracked under the number SFT-3323.

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.

[walter739]

Hello please add my vote to SFT-3323,