Doing the sum of all Bars of Current Session I get always a lower number on any instrument/timeframe....
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Daily Volume on Market Analyzer
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Daily Volume on Market Analyzer
How is the Daily Volume on Market Analyzer calculated ?
Doing the sum of all Bars of Current Session I get always a lower number on any instrument/timeframe....Tags: None
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Hi,
Since Zen-Fire does not provide daily data it will calculate that based on when it was applied and thus you will only see a portion.
With Zen-Fire I would recommend you apply a VOL indicator column and then edit the parameters to get the daily volume from the Zen-Fire minute data, such as using 1440 minutes as the interval of the VOL indicator.Ryan O.NinjaTrader Customer Service
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Originally posted by NinjaTrader_RyanOlson View PostHi,
Since Zen-Fire does not provide daily data it will calculate that based on when it was applied and thus you will only see a portion.
With Zen-Fire I would recommend you apply a VOL indicator column and then edit the parameters to get the daily volume from the Zen-Fire minute data, such as using 1440 minutes as the interval of the VOL indicator.
Even so, I dont understand why the DailyVolume is greater than the sum of all session Vol....
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Hi,
I can not say why because I am seeing that the DailyVolume calculates from the time I connected, so in my case it is much smaller than the volume listed on a chart or with an indicator.
It seems to be an aggregate volume much like if you were to create a daily chart with Zen-Fire and depends on the connection time, and session times.Ryan O.NinjaTrader Customer Service
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