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NinjaTrader
OBV Flatline bug
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I don't receive any errors, and inside of the flatlines are still viable data, its just on a scale magnitudes smaller than what it should be. If I were to zoom in on just the flatline it would look like it wasn't flatlinning because it's acting normal on that scale. the flatline also makes and moving average i attach to the OBV flatline.
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Originally posted by magnatauren View PostI've been working with the OBV a little bit, and I'm trying to work around this issue, but I cannot figure out why it does this, some other threads say that it's a divide by 0 bug but I cannot see how that is possible.
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I can see what you're saying about the scale problem.
The one on the left where the OBV is working normally the Volume is 2 Million and on the right it is 28,000 but why does that happen then?
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Originally posted by NinjaTrader_PatrickH View PostHello magnatauren,
Thank you for your response.
If you apply the VOL indicator, what is the volume listed at during these times?
Who are you connecting to for data in NinjaTrader? This is displayed by green on lower left corner of the Control Center window.
In the second image, you can see the volume at the current bar from the label on the right side. Its around 3k while the center is well over 250 MillionLast edited by magnatauren; 10-21-2014, 09:45 AM.
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Is there any way to fix the incoming data that is giving me this insane volume disparity? I compared on FXCM, Oanda, and MBtrader and none of them have these huge volume differences.
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Hello magnatauren,
Thank you for your response.
The FXCM Trading Station may report a certain volume for a hybrid historical/real-time bar (half of it was historical, half real-time). This volume does NOT necessarily match their own historical volume for the bar as it becomes complete so should not be used to compare against volume shown in NinjaTrader. For an apples to apples comparison of volume between NT and FXCM, bars in both software applications need to be 100% historical bars or 100% real-time bars.
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Originally posted by NinjaTrader_PatrickH View PostHello magnatauren,
Thank you for your response.
The FXCM Trading Station may report a certain volume for a hybrid historical/real-time bar (half of it was historical, half real-time). This volume does NOT necessarily match their own historical volume for the bar as it becomes complete so should not be used to compare against volume shown in NinjaTrader. For an apples to apples comparison of volume between NT and FXCM, bars in both software applications need to be 100% historical bars or 100% real-time bars.
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