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LineBreak bars volume is incorrect.

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  • zacwhitesi
    started a topic LineBreak bars volume is incorrect.

    LineBreak bars volume is incorrect.

    The LineBreak bars have incorrect volume on every first bar of session. The volume of the 22:01 bar is omitted.
    Please see screenshot, http://screencast.com/t/Dj09QkVavgbx

    Thanks,
    Zac

  • NinjaTrader_PatrickH
    replied
    Hello saltminer,

    Thank you for your post.

    Can you detail this matter further? Are you using a custom Volume based indicator that is matching the other Volume indicators such as VOL on the Line Break charts?

    Can you attach a screenshot of what you are seeing to your response?

    To send a screenshot with Windows 7 or newer I would recommend using Window's Snipping Tool.

    Click here for instructions: http://windows.microsoft.com/en-us/w...#1TC=windows-8

    Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screenshot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

    Click here for detailed instruction: https://www.java.com/en/download/faq/screenshot.xml

    I look forward to your response.

    Leave a comment:


  • saltminer
    replied
    Agreed

    Hi,
    late to this post but I agree that the Volume in LineBreak bars seems to be wrong.

    I have written a delta volume indicator, which processes a 1 tick dataseries. It achieves 100% exact match with the new built-in Order Flow Cumulative Delta indicator. My indicator also calculates the bar's total volume, and is a perfect match with the VOL indicator.
    On regular chart types the delta and the volume are a perfect match. But on LineBreak charts, the VOL indicator shows a different volume. I would first suspect my own indicator, but, my delta volume calculation is still an exact match with Order Flow Cumulative Delta. It could only be an exact match if it was still correctly processing each tick that comes in. Therefore it is likely that its own Volume calculation is correct, and the VOL indicator is wrong (actually, the Volume declared by the bar type is wrong).

    I suggest you add a small debugging code to your own Order Flow indicators and check the volume you get there, versus what is in the LineBreak bar type.

    Cheers,
    saltminer

    Leave a comment:


  • NinjaTrader_PatrickH
    replied
    Hello zacwhitesi,

    Thank you for your response.

    LineBreaks are not built based on volume or time, and will plot a new bar when they exceed the previous bars close. It is possible to not see the same volume when compared to a time based chart.

    For information on the Bar Types please visit the following link: http://www.ninjatrader.com/support/h.../bar_types.htm

    Leave a comment:


  • zacwhitesi
    replied
    Originally posted by NinjaTrader_Cal View Post
    Hello Zac,
    What are your LineBreak settings that you are using?
    It's the default 3 Line Breaks.

    Leave a comment:


  • NinjaTrader_CalH
    replied
    Hello Zac,

    What are your LineBreak settings that you are using?

    Additionally, note that the LineBreak is not time based, so matching these up may be not entirely accurate

    Leave a comment:

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