OBV Flatline bug

[magnatauren]

I've been working with the OBV a little bit, and I'm trying to work around this issue, but I cannot figure out why it does this, some other threads say that it's a divide by 0 bug but I cannot see how that is possible.

[NinjaTrader_PatrickH]

Hello magnatauren,

Thank you for your post.

If you right click in your chart and select Show Data Box, what are the values of the OBV during the flat line?

Do you see any errors in your log tab of the Control Center?

[magnatauren]

I don't receive any errors, and inside of the flatlines are still viable data, its just on a scale magnitudes smaller than what it should be. If I were to zoom in on just the flatline it would look like it wasn't flatlinning because it's acting normal on that scale. the flatline also makes and moving average i attach to the OBV flatline.

[koganam]

I've been working with the OBV a little bit, and I'm trying to work around this issue, but I cannot figure out why it does this, some other threads say that it's a divide by 0 bug but I cannot see how that is possible.

It is a matter of scale. Your OBV values are in the trillions. That means that even variations of 100,000 are unlikely to be very visible while your trillion scales are showing. In any case, it being FOREX, I would be suspicious of anything that purports to measure variations in volume.

[magnatauren]

I can see what you're saying about the scale problem.

The one on the left where the OBV is working normally the Volume is 2 Million and on the right it is 28,000 but why does that happen then?

[koganam]

I can see what you're saying about the scale problem.

The one on the left where the OBV is working normally the Volume is 2 Million and on the right it is 28,000 but why does that happen then?

Why does what happen?

[magnatauren]

Why does what happen?

Does the scale of the volume really differ that greatly even if they're right on top of each other in the same move down for the day and the one is significantly larger?

or is there another problem with the data I'm getting?

[NinjaTrader_PatrickH]

Hello magnatauren,

Thank you for your response.

If you apply the VOL indicator, what is the volume listed at during these times?

Who are you connecting to for data in NinjaTrader? This is displayed by green on lower left corner of the Control Center window.

[magnatauren]

Hello magnatauren,

Thank you for your response.

If you apply the VOL indicator, what is the volume listed at during these times?

Who are you connecting to for data in NinjaTrader? This is displayed by green on lower left corner of the Control Center window.

I added a screenshot of the VOL indicator, it seems to flatline at the same place, and when zoomed in on that area it acts as if it were normal.

In the second image, you can see the volume at the current bar from the label on the right side. Its around 3k while the center is well over 250 Million

[NinjaTrader_PatrickH]

Hello magnatauren,

Thank you for your response.

So it is the difference in volume that causes this for the OBV.

[magnatauren]

Is there any way to fix the incoming data that is giving me this insane volume disparity? I compared on FXCM, Oanda, and MBtrader and none of them have these huge volume differences.

[NinjaTrader_PatrickH]

Hello magnatauren,

Who are you connecting to for data in NinjaTrader? This is displayed by green on lower left corner of the Control Center window.

[magnatauren]

In the screen shots, I'm connected to FXCM, but it does the same thing with MBtrading.

[NinjaTrader_PatrickH]

Hello magnatauren,

Thank you for your response.

The FXCM Trading Station may report a certain volume for a hybrid historical/real-time bar (half of it was historical, half real-time). This volume does NOT necessarily match their own historical volume for the bar as it becomes complete so should not be used to compare against volume shown in NinjaTrader. For an apples to apples comparison of volume between NT and FXCM, bars in both software applications need to be 100% historical bars or 100% real-time bars.

[magnatauren]

Hello magnatauren,

Thank you for your response.

The FXCM Trading Station may report a certain volume for a hybrid historical/real-time bar (half of it was historical, half real-time). This volume does NOT necessarily match their own historical volume for the bar as it becomes complete so should not be used to compare against volume shown in NinjaTrader. For an apples to apples comparison of volume between NT and FXCM, bars in both software applications need to be 100% historical bars or 100% real-time bars.

Thank you so much for all your help Patrick, do you know how I can avoid this problem? Am I able to use the ninjatrader servers or something to get my historical data so that it is all uniform?