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volume profile incorrect

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    volume profile incorrect

    Hello, unfortunately the volume profile is totally wrong.

    See yesterday's screenshot and profile.

    Click image for larger version  Name:	2021-03-04 (1).png Views:	4 Size:	617.6 KB ID:	1144887


    Click image for larger version

Name:	2021-03-04 (3).png
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    Click image for larger version

Name:	2021-03-04 (5).png
Views:	208
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ID:	1144897

    What are the mistakes?

    In addition, the profiles are displayed differently on several charts. So something can't be right there. : /
    Last edited by 1001111; 03-04-2021, 10:28 AM.

    #2
    Hello 1001111,

    Thanks for your post.

    I have attached screenshots of a volume profile I have set up on my end. I am including screenshots of the profile, the Data Series window and the Indicator's window showing the relevant settings.

    Do you see the same behavior when testing this? What parameters are you using that are giving you the unexpected result? (You may compare my settings against yours to see what settings are different)

    Also, who is your data provider?

    I look forward to hearing from you.
    Attached Files
    JimNinjaTrader Customer Service

    Comment


      #3
      I have expanded pictures in my post.

      My data provider is AMP Future.
      On the plot I am using "resolution" ticks.
      If I choose "resolution" minute it shows the whole day. But the VAH and VAL levels are too imprecise.

      If I choose "Resolution" Ticks, it only shows the day 03.03.2021 until 3:30 p.m.

      So both variants are useless. : /

      Comment


        #4
        Hello I found the problem.


        Data Series
        -> Break at EOD

        If I deactivate this checkbox, then it works.

        What does this "Break at EOD" checkbox mean?

        Comment


          #5
          Hello 1001111,

          Break at EOD will ensure a bar is broken to form a new bar at the close of a session. The End Of Day of a session is defined in the Data Series Trading Hours template. This is used particularly for tick based bars to ensure the bars start forming at the beginning of a session.

          This would not affect time based bars, but changing the data series properties can result in the data being re-requested. If you did not have a complete set of tick data this could have caused issue with forming the volume profile. If you switched this back on with your 30 minute chart, I would not expect a difference in behavior as the data would have been reloaded.

          If you are seeing issue after switching back, please reach out to me over email at platformsupport [at] ninjatrader [dot] com with the text "Attn Jim 2996896" and include a link to this thread. I may wish to schedule a time to get connected to see this first hand.
          JimNinjaTrader Customer Service

          Comment


            #6
            If I turn it off and on again, then it works.

            No idea what exactly it was.

            Comment

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