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Intermittent Heikin Ashi / cumulative delta problem

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    Intermittent Heikin Ashi / cumulative delta problem

    I created a cumulative delta indicator that shows a bar representation of the cumulative delta. It looks similar to a typical volume indicator. For some reason, the bars do not paint correctly but I've only noticed this issue on the Heikin Ashi chart. Is there something specific about the Heikin Ashi chart that might be causing this discrepancy?

    When I first load the indicator using the 1-minute Heikin Ashi data series, all the bars seem to be correct when compared to the 1-minute foot print chart, but at some point, an occasional bar will be represented as a very small number (close to zero) while the same indicator runs without issue on a standard 1-minute candlestick. I'll estimate that 10 percent of the bars that paint the wrong data.

    #2
    Hello Chippy,

    Thank you for your reply.

    It could be due to Heiken Ashi bars repainting the open, but it's difficult to say without seeing what's occurring. Can you provide a reduced example script that reproduces? Is it specifically Heiken Ashi bars or does this occur on any other "exotic" bar types like Renko or Point and Figure bars?

    Thanks in advance; I look forward to assisting you further.
    Kate W.NinjaTrader Customer Service

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