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Tick based Volumetric bars out of sync with normal Tick bar of same BarsPeriod.Value

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  • NinjaTrader_ChrisL
    replied
    Hi bmdenton23, thanks for your note.

    Do you have a sample script that I can test on my end? Please include a time in playback where this can be reproduced and state exactly what is out of sync. This simple test script works fine for me:

    Code:
    else if (State == State.Configure)
                {
                    AddVolumetric("", BarsPeriodType.Tick, BarsPeriod.Value, VolumetricDeltaType.BidAsk, 1, true);
                }
            }
    
            protected override void OnBarUpdate()
            {
                if(BarsInProgress == 1)
                {
                    Values[0][0] = Close[0];
                }
            }
    I look forward to hearing from you.

    Leave a comment:


  • Tick based Volumetric bars out of sync with normal Tick bar of same BarsPeriod.Value

    AddVolumetric("", BarsPeriodType.Tick, BarsPeriod.Value, VolumetricDeltaType.BidAsk, 1, true);

    If using 144T Bars as the primary bar series, and adding Volumetric bars based on 144T, eventually the bars become out of sync and never re-sync.
    Each are set to Break at End of Day. Reloading Historical data fixes this issue, and occasionally changing instruments and changing back to the original instrument fixes this issue.

    Any suggestions?

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