Order Flow Cumulative Delta

1
// Calling the OrderFlowCumulativeDelta() method directly
2
// A 1 tick data series must be added to the OnStateChange() as this indicator runs off of tick data
3
else if (State == State.Configure)
4
{
5
   AddDataSeries(Data.BarsPeriodType.Tick, 1);
6
}
7
8
// OnBarUpdate() logic
9
if (BarsInProgress == 0)
10
{
11
    // Print the close of the cumulative delta bar with a delta type of Bid Ask and with a Session period
12
    Print("Delta Close: " + OrderFlowCumulativeDelta(BarsArray[0], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0).DeltaClose[0]);
13
}
14
else if (BarsInProgress == 1)
15
{
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    // We have to update the secondary series of the cached indicator to make sure the values we get in BarsInProgress == 0 are in sync
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    OrderFlowCumulativeDelta(BarsArray[0], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0).Update(OrderFlowCumulativeDelta(BarsArray[0], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0).BarsArray[1].Count - 1, 1);
18
}

1
// Calling the OrderFlowCumulativeDelta() method by reference
2
3
// A 1 tick data series must be added to OnStateChange() as this indicator runs off of tick data
4
else if (State == State.Configure)
5
{
6
    AddDataSeries(Data.BarsPeriodType.Tick, 1);
7
}
8
else if (State == State.DataLoaded)
9
{
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    // Instantiate the indicator
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    cumulativeDelta = OrderFlowCumulativeDelta(CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0);
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}
13
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if (BarsInProgress == 0)
15
{
16
    // Print the close of the cumulative delta bar with a delta type of Bid Ask and with a Session period
17
    Print("Delta Close: " + cumulativeDelta.DeltaClose[0]);
18
}
19
else if (BarsInProgress == 1)
20
{
21
    // We have to update the secondary series of the hosted indicator to make sure the values we get in BarsInProgress == 0 are in sync
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    cumulativeDelta.Update(cumulativeDelta.BarsArray[1].Count - 1, 1);
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}