Cumulative Delta in bar periods

January 30th, 2021, 04:06 PM

Hello guys,

I am looking for a cumulative delta oscillator this should give me the cumulative delta in an individual selectable bar period.

It should look something like the smaCDMomentum oscialltor from Stevea94.
Excellent work!

Unfortunately the cumulative delta of Ninjatrader 8 has only a selection between session and bar for bar.

I couldn't find one for ninjatrader 8 unfortunately.

Does anyone know where I can find such indicator?

January 31st, 2021, 01:49 PM

If you subtract the Session CD of period bars ago from the current last bar Session CD you will have the period CD.

January 31st, 2021, 02:36 PM

You could look at Rancho Dinero under their Products for NinjaTrader 8 > Tick Analysis > Volume Delta. They have different setups of Delta to choose from.
Good luck!

Cumulative Delta in bar periods

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Cumulative Delta in bar periods