I'm trying to pull some Volume information into my strategy and I have been checking out a couple of Indicators. When I load up Order Flow and the stock Buy Sell Volume indicators I find a bit of a difference (though they have the same period of 5 mins). Please see the attached image.
I'm guessing one of them is more accurate than the other, or at least there is some type of calculation that is being processed in one different than the other.
I guess what I'm trying to figure out is why these are different. Coz sometimes the difference isn't just 1, it maybe 3 or more. I realize it isn't much but is this normal? This is not market replay or historical data. It's from a Live feed.
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