SizeFilter

[tonynt]

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

[NinjaTrader_Emily]

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.