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Discrepancy: VolumeProfile indicator vs. DOM Volume column

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    Discrepancy: VolumeProfile indicator vs. DOM Volume column

    NT 8.0.0.11: data connection CQG

    Comparing the bid/ask ratio as displayed via the VolumeProfile indicator on a chart with that displayed in a SuperDOM column, it appears that the chart indicator always displays much more green than the SuperDOM. Too much volume seems to be accumulating at the ask, or perhaps too little at the bid, in the VolumeProfile indicator.

    Back in NT7, my custom volume profile indicator does not demonstrate this skew towards volume at ask, so I think that the NT8 SuperDOM volume column is likely to be correct and the NT8 VolumeProfile indicator is wrong.
    Attached Files

    #2
    Hello tradesmart, and thank you for your report.

    The difference in logic and operation between NT7 and NT8, and your expectation as a user, have been submitted to the product management team. I will follow up with you at a later point with their decision.

    Thank you for helping make NT8 be the best product it can be.
    Jessica P.NinjaTrader Customer Service

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      #3
      Hello tradesmart,

      We have improved NinjaTrader 8 so that, with the next beta release, buy volume will be treated equally with sell volume in calculations. The Volume Profile in realtime as compared to tick replay should now match much more closely. However, do note that the Volume Profile indicator with tick replay will not necessarily match data in the Volume column of the SuperDOM, due to different internal methods for each environment. Even these, however, should be much closer with the next beta release.

      Thanks once more for your report, and for using NinjaTrader 8.
      Jessica P.NinjaTrader Customer Service

      Comment

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