RC1 VolumeProfile Calculate

[tradesmart]

I see that you've added this code to the OnStateChange() State.Historical block:

if (Calculate != Calculate.OnEachTick)
                    Draw.TextFixed(this, "NinjaScriptInfo", string.Format(NinjaTrader.Custom.Resource.NinjaScriptOnBarCloseError, Name), TextPosition.BottomRight);

I'm wondering why, since this indicator uses data from OnMarketData() to draw the profile in OnRender(), which would seem to disregard entirely the value of Calculate as OnBarUpdate() does not enter the picture.

Am I missing something?

[NinjaTrader_Matthew]

All of our indicators which use volume had checks added for policy consistency. This is to serve as a reminder for anyone who might want to modify and use OnBarUpdate, that volume indicators can exhibit problems with OnPriceChange or OnBarClose.

You are correct that setting does not affect Volume Profile in its current state, but since the indicator deals with volume - it was added.

[NinjaTrader_JessicaP]

With what Matthew has said in mind, I have prepared an indicator that does not contain the if statement in question. This prints this message out.

Example1566028 relies on bid/ask tick updates expecting Calculate 'On each tick'

We can see that the content of the message only applies when CalculationMode does not equal "OnEachTick"

Please let us know if there is any other way we can help.