I ported some of my indicators to NT8. One, looking at buy sell volume, for NT7, I added a tick series to the chart and used that as it requires tick data and Tick replay was not available. Now it is, I decided to use OnMarketData instead with tick replay on. As far as I know, the up/down volume code is the same. I did port both versions to NT8 though.
If I add both indicators to the same chart in NT8, i.e. the one that uses the tick series and one that uses OnMarketData on a 5 range bar chart, I can get different amounts of up/down volume for the bar, based on which indicator is providing it.
I guess a small difference might be expected, but sometimes it's quite large, for example delta of +2000 vs -1000 in a 5 range bar on ES.
Would there be any expected reason why this would be so? I would have thought no. I just wanted to check I'm not missing anything obvious.
Thanks.
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