Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

SizeFilter

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

    SizeFilter

    Hello,

    after using OrderflowcumulativeDelta und volumetic dataseries I have to ask now about sizefilter. In the helpguide there is the information "Input to exclude volume less than the selected value". Using it for months I´m not sure now what this is showing exactly. I think this "volume" will be the trades, no? Because from the logic I dont have another idea what it could be. When setting it eg to 10 then what else this could mean than showing the "trades" with not less than 10 "volume-units"(?) So the OFcumulativeDelta shows the "volume from the trades with not less than 10 "volume-units" per bar".

    Thank you for confirming or explaining.

    Tony
    Last edited by tonynt; 01-04-2021, 04:15 PM. Reason: add info

    #2
    Hello tonynt,


    Thank you for your post.


    You are correct, the size filter refers to the trade volume. I see the description you referred to in the help guide, although in the section about Volumetric Bars the following description is offered for Size filter:
    "Default 0, could be set higher to limit seeing the delta only for trades higher than the size filter setting, for example tracking larger trades only - keep in mind this could be potentially set too high for your chart, so Volumetric bars value cells could show 0 volume, so it never met this criteria then to be considered in the analysis."


    I hope this helps to answer your question. If you have any additional questions, please feel free to ask them here.
    Emily C.NinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by thaison316, Today, 10:25 PM
    0 responses
    2 views
    0 likes
    Last Post thaison316  
    Started by demarcog, Today, 05:40 PM
    5 responses
    19 views
    0 likes
    Last Post demarcog  
    Started by cincai, Today, 08:16 PM
    0 responses
    6 views
    0 likes
    Last Post cincai
    by cincai
     
    Started by cincai, Today, 08:04 PM
    0 responses
    1 view
    0 likes
    Last Post cincai
    by cincai
     
    Started by demarcog, Today, 06:23 PM
    0 responses
    5 views
    0 likes
    Last Post demarcog  
    Working...
    X