I'm trying to quickly evaluate NinjaTrader by comparing results to indicators I usually use with TradeStation. The tricky part is the way that volume interval charts are made!
TradeStation likes to fill a bar with transactions until reaching the requested volume. If that transaction overfills the bar, then that's fine! It just goes ahead and overfills it. So TradeStation might have a 1000 volume chart that has a few bars that actually contain 1007 volume, for example. It looks like NinjaTrader tends to have bars with exactly 1000 volume though with no overfilling allowed!
Is there a way to configure the existing volume interval charts to allow overfilling? If I grit my teeth, I can imagine using a 1-tick chart and creating my own tallies for the volume bars. But how in the world would I then feed those OHLC values into existing indicators and get results that make sense??
Comment