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Referencing OrderFlowCumulativeDelta
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Referencing OrderFlowCumulativeDelta
I am trying to reference OrderFlowCumulativeDelta in the attached indicator and when i do, I receive the following error: A hosted indicator tried to load additional data. All data must first be loaded by the hosting NinjaScript in its configure state.
I am running NinjaTrader 8.0.12.0 64-bitTags: None
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Hello Jack22,
Thank you for your note.
If you add a secondary tick series in State.Configure, does that resolve the issue?
For example,
Code:else if (State == State.Configure) {[INDENT] AddDataSeries(Data.BarsPeriodType.Tick, 1); [/INDENT] }
Alan P.NinjaTrader Customer Service
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Originally posted by NinjaTrader_AlanP View PostHello Jack22,
Thank you for your note.
If you add a secondary tick series in State.Configure, does that resolve the issue?
For example,
Code:else if (State == State.Configure) {[INDENT] AddDataSeries(Data.BarsPeriodType.Tick, 1); [/INDENT] }
Comment
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Now I have a new scenario with referencing OrderFlowCumulativeDelta. I reference DeltaClose, which references perfectly historically, but when I try and reference DeltaClose in real-time I get a different value than what is plotted by the indicator. In the attached image, where the arrow is starts the first real-time bar (all bars before this are historical and the number drawn corresponds to panel 2. The bar with the arrow prints OnBarClose -50, but the panel 2 value is 41--this is a huge difference. Why am I seeing such a huge difference in real-time (OnBarClose) versus historical?
Comment
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Originally posted by NinjaTrader_PatrickH View PostHello Jack22,
Thank you for your post.
Set the Order Flow Cumulative Delta indicator on the chart to Calculate.OnBarClose just like your custom indicator does and the two values will match.
I will report the behavior when it is using OnPriceChange to our development team.
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