Indicator Name: ClusterDelta #CumDeltaChart, ClusterDelta CumDelta
The cumulative delta indicator shows the dynamics of delta changes over time, i.e. this indicator shows the sum of deltas from the beginning of the selected period to the current moment in cumulative mode.
You should know that the delta indicator shows the difference between the ASK volume and the BID volume. This indicator shows how the delta changes over time, so it shows the accumulation of delta values.
The data appears as a cumulative delta curve or as an OHLC delta plot in a separate window. In the highly liquid markets the accumulative delta practically repeats the price chart, but sometimes divergences can occur, which are a sign of a change in the price trend
CLUSTERDELTA CUMDELTA PARAMETERS DESCRIPTION
Cum Delta Chart Options
Reset Session Data sets the cum.delta increment from the previous value to zero
Reset Time is a time where the cum.delta increment resets
CumDelta Cumulative (CumDeltaChart only) is an option to show the cum delta data as a cumulative chart or as an instant delta histogram with wicks showing Min/Max Delta inside cum.delta bar
Parameters
Display Indicator GUI is a small graphical panel containing current access status (click to open the Authorizer), name of the indicator, ticker name of the data source and the alert icon
Days To Load is the number of the days to load in history. To not overload server side do not use the big values. The "0" value uses the entire period that is loaded by NinjaTrader. Use the "Data Series" NT option (Ctrl+F) to change it.
Instrument as Source of Data - select a futures from the dropdown list as the source for data. Value AUTO causes automatic detection of the instrument using the NinjaTrader ticker.
Reverse Indicator Data is an option for reverse the indicator data (ask ↔ bid) for reversed currency pairs except those that have name "USDJPY", "USDCAD", "USDCHF", "USDMXN". This option was added for compatibility, but in 99.9% of NinjaTrader keep it turned off.
Visual
Bar Color Up is a color for the bull cum delta bar.
Bar Color Down is a color for the bear cum delta bar.
Shadow Color is the borders around the cum.delta bar for better visualization.
Shadow Width is the thickness of the borders.
The CumDelta line color (for non Chart version of the indicator ) would be set in the "Plots" section.
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