Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

OBV & Order flow Cumulative Delta on 8.0.19.1

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    OBV & Order flow Cumulative Delta on 8.0.19.1

    On some charts, not others, there is an issue when putting
    OBV and Order flow cumulative Delta onto the same chart in
    the same panel as the data series.
    - it either all works fine or
    - CD justified left shows fine but OBV set to overlay
    doesn't display or
    - CD set to overlay displays but in a narrow band (about a
    quarter of screen height or less), and OBV set to justified
    left works fine.
    On an ES 1000 volume and a YM 120 volume chart, the only
    combination which works is the latter.
    While on an NQ 200 volume chart with CD justified left & OBV
    set to overlay, there are no problems at all.
    But I haven't tested all the combinations.
    Screenshot of ES 1000 volume linked:
    Free online storage and sharing with Screencast.com. 2 GB of storage and 2 GB of bandwidth per month for free. We won't compress, alter or take ownership of your content.

    and template file attached (XML altered to TXT).
    Windows 7 64b, 16 Gb memory.
    Sezor
    Attached Files
    Last edited by sezor; 11-14-2019, 09:00 AM.

    #2
    Hello sezor,

    Thank you for your post.

    What you're seeing is expected when using automatic scaling on your charts. Basically, NinjaTrader will automatically fit all bars/plots visible on the screen so they stay within the upper and lower boundaries of the visible area of the chart. So, for example:

    Click image for larger version

Name:	2019-11-14_0733.png
Views:	444
Size:	168.1 KB
ID:	1077766

    I've turned the actual bars transparent so you can better see the OBV and the Cumulative delta. See that big gap between the close of the last session and the open of the new in the CD? That's what's throwing things off visually for you. If we scroll a few bars forward so you can't see the bars from the previous session:

    Click image for larger version

Name:	2019-11-14_0739.png
Views:	377
Size:	166.7 KB
ID:	1077767

    Please let us know if we may be of further assistance to you.

    Kate W.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_Kate View Post
      Hello sezor,

      Please let us know if we may be of further assistance to you.
      Thanks Kate.
      Yes, I'm aware of that.
      But when I reduce the size of the window to eliminate
      yesterday's price action, the CD bars remain as in the
      screenshot.
      It works fine on NQ but not on ES or YM.


      Comment


        #4
        I see now what's happening.
        NQ didn't have a gap in CD this morning while the
        other two did.
        But does that explain why OBV doesn't show ?
        I quote my post
        - CD justified left shows fine but OBV set to overlay
        doesn't display.


        Comment


          #5
          Hello sezor,

          Thank you for your reply.

          In my screenshots, OBV is set to overlay, CD is set to left justified and you can see OBV there. Could you provide a current screenshot of what you're seeing?

          Thanks in advance; I look forward to assisting you further.
          Kate W.NinjaTrader Customer Service

          Comment


            #6
            Originally posted by NinjaTrader_Kate View Post
            Hello sezor,

            Could you provide a current screenshot of what you're seeing?
            With pleasure:


            Comment


              #7
              Originally posted by sezor View Post

              With pleasure:

              And may I add a second screenshot - showing what
              happens if I reverse the justification settings between
              CD and OBV ?
              The CD display can go off screen - even with autoscale on.

              Last edited by sezor; 11-14-2019, 11:17 AM.

              Comment


                #8
                Hello Sezor,

                Thank you for your reply.

                I'm still unable to reproduce even with adding the other indicators (I changed to OBV to magenta so you could see it more easily).

                Click image for larger version

Name:	2019-11-14_1021.png
Views:	358
Size:	268.4 KB
ID:	1077806

                Try this:

                Open a new YM 120 volume chart.
                Add all the indicators you've got on your old chart, but don't change the default panels or justification.
                Click OK to add them to the chart - the bollinger and price line should plot over the bars, but the CD and OBV should be in their own panels on the bottom. Do those appear properly?
                Click on the CD bars in their panel, and drag them to the main chart window. Their original panel should vanish and they should now be plotted on the chart.
                Click on the OBV in its window to select it, then drag it to the main chart window as well. Does it now appear as expected?

                If not, please check the Log tab of the Control Center. Do you see any errors listed there?

                Thanks in advance; I look forward to assisting you further.
                Kate W.NinjaTrader Customer Service

                Comment


                  #9
                  I may have the odd quibble now and again but I have
                  the very greatest admiration for the programmers
                  who give Ninja the power that it has.


                  Comment


                    #10
                    Hello Sezor,

                    Thanks for the second screenshot.

                    That'd be expected.

                    If you change OBV to left justification it will be plotting on the same scale as the data series. Right now, for example, the current value of YM is 27696, but OBV is down around -3719. It's not going to show because it's nowhere near the current price.

                    Thanks in advance; I look forward to assisting you further.
                    Kate W.NinjaTrader Customer Service

                    Comment


                      #11

                      Kate, is it allowed to have two indicators using the same
                      justification setting - say both on overlay?
                      I haven't tried this because I assume it's not allowed.

                      Comment


                        #12
                        Originally posted by NinjaTrader_Kate View Post
                        Hello Sezor,

                        Click on the CD bars in their panel, and drag them to the main chart window. Their original panel should vanish and they should now be plotted on the chart.
                        Yes that works.
                        This morning, when I applied cumulative Delta, I altered the
                        settings in the options, I didn't drag it as you suggested.
                        Now when I do either of those, cumulative Delta displays
                        correctly.
                        Thanks for all your help.

                        Comment


                          #13
                          Hello Sezor,

                          Thank you for your replies.

                          You can set as many indicators you want as Overlay, there's no limit there.

                          Glad it seems to be working for you now!

                          Please let us know if we may be of further assistance.
                          Kate W.NinjaTrader Customer Service

                          Comment

                          Latest Posts

                          Collapse

                          Topics Statistics Last Post
                          Started by FrazMann, Today, 11:21 AM
                          0 responses
                          3 views
                          0 likes
                          Last Post FrazMann  
                          Started by geddyisodin, Yesterday, 05:20 AM
                          8 responses
                          51 views
                          0 likes
                          Last Post NinjaTrader_Gaby  
                          Started by cmtjoancolmenero, Yesterday, 03:58 PM
                          10 responses
                          36 views
                          0 likes
                          Last Post NinjaTrader_ChelseaB  
                          Started by DayTradingDEMON, Today, 09:28 AM
                          4 responses
                          24 views
                          0 likes
                          Last Post DayTradingDEMON  
                          Started by George21, Today, 10:07 AM
                          1 response
                          19 views
                          0 likes
                          Last Post NinjaTrader_ChristopherJ  
                          Working...
                          X