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Volumetric - OrderFlowDelta

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    Volumetric - OrderFlowDelta

    Hello,

    please see the attached screenshot: why is orderflowdelta higher (green) but from volumetric numbers one can see that on bid size the sum is greater than the sum on askside?

    In the screenshot one can see that there is no filter on orderflowdelta and I attach also a screenshot with dataseries parameters.

    Date is Jan. 20th, time in chart is 15:37:33 CEST which is Jan.20th 9:37:33 EST-Time. Its the 2nd bar (downbar) on chart.

    Best regards
    Tony
    Attached Files
    Last edited by tonynt; 01-23-2021, 02:12 PM.

    #2
    Hello Tony,

    When I test it on my end, I see a red bar. Do you load data as expected if you right click in the chart and select "Reload All Historical Data"?
    Attached Files
    JasonNinjaTrader Customer Service

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      #3
      Hello,

      thank you for your reply. No, I do not. Are you doing every day with every chart or instrument "Reload All Historical Data"?

      Tony

      Comment


        #4
        No, I don't reload historical data every day in every chart.

        Can you please tell me to what broker/data feed you connect in NinjaTrader?

        What NinjaTrader version do you have installed? You can check this at Control Center-->Help-->About (8.0.x.x).

        JasonNinjaTrader Customer Service

        Comment


          #5
          Hello,

          I´m using 8.0.23.2 64-bit.

          What I think now about your previous reply is if the reason might be because this was on replay. So maybe "something" was not starting as with live data.

          I will check if I see this with live-data.

          In the meantime I have another question: when searching in ninjascript editor this is sometimes an incredible bothering work when you search eg for only one letter or number. Isnt it possible that its highlighted in a color when found with search-option? The thin-line rectangle is not visible fast or easily and one need to read the whole screen to find it. A backcolor of yellow or whatever, all colors but not black;-) would make sense.

          Thank you for your support!

          Tony

          Comment


            #6
            Sounds good, please let me know if you experience this with live data.

            Unfortunately I'm not a programmer myself. I'm not sure if this is possible in the NinjaScript Editor window. Could you please create a new thread under "Add-On Development" for this inquiry?
            JasonNinjaTrader Customer Service

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