I have added an ES data series as a 4 range volumetric chart; however, there are 5 ticks displayed in each bar as shown in the attached images. is this supposed to be like this?
This doesn't seem to be a huge issue with the ES, however, if I do the same thing with an Equity, such as Facebook, accessing volumetric information is off. For example, when accessing GetAskVolume for APPL on a 80 base period / 10 ticks per level chart, using a barsType.Volumes[CurrentBar].GetAskVolumeForPrice(High[0]) would return GetAskVolume for the next "tick level" not displayed in the bar - it is almost like another portion of a "tick level" is retrieved (on the chart, you can see where it looks like another portion fo a "tick level" is being displayed). I would have thought that eight levels would be shown on an 80 base period chart with a 10 tick per level setting; but it seems like there are eight.one levels. This issue appears to be resolved with a 79 base period with 10 ticks per level.
This doesn't seem to be a huge issue with the ES, however, if I do the same thing with an Equity, such as Facebook, accessing volumetric information is off. For example, when accessing GetAskVolume for APPL on a 80 base period / 10 ticks per level chart, using a barsType.Volumes[CurrentBar].GetAskVolumeForPrice(High[0]) would return GetAskVolume for the next "tick level" not displayed in the bar - it is almost like another portion of a "tick level" is retrieved (on the chart, you can see where it looks like another portion fo a "tick level" is being displayed). I would have thought that eight levels would be shown on an 80 base period chart with a 10 tick per level setting; but it seems like there are eight.one levels. This issue appears to be resolved with a 79 base period with 10 ticks per level.
Comment