Wow wow wow! The long awaited! When I first saw the order flow cumulative delta indicator in NinjaTrader 8 paid version I was thrilled to find out the logic behind it. Turns out the logic is not that difficult at all, you can proceed to the code review I made and find out for yourself that the way it is calculated is quite easy and straight forward so now the magic is transparent. You are free to use the framework provided to extend it in any manner you like. You also get about an hour of source code review video that will help you learn how to collect data into custom collections and plot cool custom bars using the OnRender override inside your indicators! Enjoy!
