Volumetric Bars Logic

[Rosario]

Hello everyone

Is it possible to explain why there are little differences between Volumetric Bars running with/without tick replay? My question is to learn about Volumetric Bars logic and programming scripts with them.
Image attached shows no tick replay above and tick replay at the botton

Thanks a lot

[NinjaTrader_Jim]

Hello Rosario,

Thanks for your post.

Tick Replay is effectively a tick behind when updating. We can observe these same differences with the Order Flow Cumulative Delta indicator as well when comparing Tick Replay and non-Tick Replay charts. Most values will line up after a bar closes because the values would then be set a final time after that bar closes, but with the case of Order Flow Cumulative Delta and some Volumetric metrics, the differences would come down to timing of where bid/ask values would be at and when Tick Replay/non-TickReplay charts update.

Small differences here may be expected to run into. I would recommend using non-TickReplay as it is less resource intensive.

We look forward to assisting.