NinjaTrader Community Forum

How to access cumulative delta when chart has TickReplay turned on

Desktop SDK - Strategies

GgHa July 1, 2025, 12:23pm 1

Hello,
I’m using OrderFlowCumulativeDelta to access cumulative delta, but it doesn’t work when the chart has TickReplay turned on.

WaleeTheRobot July 1, 2025, 3:35pm 2

What do you mean? You need to add it to DataLoaded state and then update it for the tick data series. See this as an example. cumulative-delta-trend-score/AddOns/CumulativeDeltaTrendScore/CumulativeDeltaTrendScore.cs at main · WaleeTheRobot/cumulative-delta-trend-score · GitHub

This website is hosted and operated by NinjaTrader, LLC (“NT”), a software development company responsible for owning and supporting proprietary technology related to the NinjaTrader trading platform. NT is an affiliated company of NinjaTrader Clearing, LLC, an CFTC registered Futures Commission Merchant (NFA #0309379) providing brokerage services to futures traders.

This website is designed solely for platform-related and educational purposes, providing non-regulated services. It should not be interpreted as a solicitation or recommendation of any product, service or trading strategy. Neither NT, nor any of its affiliates, endorses, or provides any offer or solicitation to buy or sell securities, securities derivatives, or futures products of any kind, nor does it offer trading or investment advice, recommendations, or strategies. Specific questions regarding brokerage accounts should be directed to your broker. The content and opinions expressed on this website are those of the individual authors and do not necessarily reflect the official policy or position of NT or its affiliates.

Third-party vendors, along with their websites, products, and services (collectively referred to as "Vendor Content"), are independent and unaffiliated with NT or any of its affiliates. NT and its affiliates are not responsible for, nor do they approve, recommend, or endorse any Vendor Content referenced on this website. It is your sole responsibility to evaluate Vendor Content before use or reliance. Any performance data provided by vendors should be considered hypothetical and must comply with the disclosures mandated by NFA Rule 2-29(c) and CFTC Regulation 4.41.

CFTC Rule 4.41 - Hypothetical or simulated performance results have inherent limitations. Unlike actual performance records, simulated results do not represent real trading. Since trades were not executed, these results may overcompensate or under compensate for factors such as market liquidity. Simulated trading programs are also inherently designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those depicted.

For inquiries regarding the quality or accuracy of any Vendor Content, you must contact the respective vendor directly. No employee or affiliate of NT is authorized to provide information or evaluations regarding Vendor Content.

This website is not an offer or solicitation for any services or products in any jurisdiction where such offer or solicitation would be contrary to local laws or regulations of that jurisdiction.

View Privacy Policy