Ninjatrader Delta Volume Bar Script
Budget: €12 – €18 EUR
I want a custom NinjaScript 8 study that builds a true delta-volume bar view, not just cumulative delta. The core logic has to calculate bid-ask volume in real time, aggregate it into bars based on delta size, and repaint nothing after the tick is closed.
Real-time performance is critical, yet I also need the study to pull and replay historical data so the same calculations work on past sessions for strategy-testing and market-replays.
Visuals matter: every bar should be color-coded automatically (e.g., green for positive delta, red for negative, neutral shade for flat), with settings exposed so I can tweak the exact RGB values later.
I often stack indicators, so please structure the output to publish public plots and series that other scripts can subscribe to; think of it as plug-and-play with order-flow or footprint tools already on my charts.
Deliverables
• Fully commented .cs file compatible with NinjaTrader 8
• Simple parameters panel (bar size/threshold, colours, session template)
• Step-by-step install and test instructions
• Short video or screenshots showing both live ticking data and historical playback functioning as expected
Acceptance will be based on:
1. Tick-by-tick real-time delta accuracy cross-checked against the SuperDOM.
2. No memory leaks or noticeable platform slow-down after several hours of market streaming.
3. Historical backfill identical to live output when reloaded.
Real-time performance is critical, yet I also need the study to pull and replay historical data so the same calculations work on past sessions for strategy-testing and market-replays.
Visuals matter: every bar should be color-coded automatically (e.g., green for positive delta, red for negative, neutral shade for flat), with settings exposed so I can tweak the exact RGB values later.
I often stack indicators, so please structure the output to publish public plots and series that other scripts can subscribe to; think of it as plug-and-play with order-flow or footprint tools already on my charts.
Deliverables
• Fully commented .cs file compatible with NinjaTrader 8
• Simple parameters panel (bar size/threshold, colours, session template)
• Step-by-step install and test instructions
• Short video or screenshots showing both live ticking data and historical playback functioning as expected
Acceptance will be based on:
1. Tick-by-tick real-time delta accuracy cross-checked against the SuperDOM.
2. No memory leaks or noticeable platform slow-down after several hours of market streaming.
3. Historical backfill identical to live output when reloaded.