BuySellVolumeOneTick not accurate on range charts

[EB Worx]

I used the example 'BuySellVolumeOneTick' indicator from NinjaTrader and noticed that it's not working correctly on range charts.
It works fine on time-based charts it's perfect, but on range charts, the buy/sell volume is not correct

Please see the screenshot which shows an ES 10 range chart. I used the databox to show the plot values and highlighted the differences
As you can see the BuySellVolumeOneTick indicator gives the wrong volume. This is not just for 1 candle, but for almost every candle
Note that tick replay is turned off

Again.. using it on a 1minute chart is perfect, its just range charts that give wrong results

How can we fix this ??

​

[NinjaTrader_Ray]

Hi,

Can you confirm that you are you running 8.1.1.3?

Thanks

[EB Worx]

Hi,

Can you confirm that you are you running 8.1.1.3?

Thanks

Yes, I'm running 8.1.1.3

[NinjaTrader_Ray]

Thanks for the response. I have been testing this since I originally responded and cannot reproduce what you are seeing. Here are my settings as well.

[EB Worx]

Thanks for the response. I have been testing this since I originally responded and cannot reproduce what you are seeing. Here are my settings as well.

You need to use the BuySellVolumeOneTick indicator, not the BuySellVolume indicator
The BuySellVolumeOneTick is one of the examples NinjaTrader posted in these forums showing how to get bid/ask for each price level
See this thread where you guys posted it

https://forum.ninjatrader.com/forum/ninjatrader-8/indicator-development/1133359-get-the-bid-ask-volume-inside-the-bar-from-the-example

Erwin

[NinjaTrader_Ray]

Erwin,

Thanks for clarifying. I will let the team know there is an issue with this indicator, no ETA of a fix since its not an official natively installed indicator, but a community submitted one.

[EB Worx]

Thanks, it is indeed not a natively installed indicator. However, its provided by NinjaTrader as an example of how to get the buy/sell volume per price level
So a fix, or a different example that works well on both time and range charts would be very helpful

[VFI26]

Hi,

I have noticed the very same issue on my end as well. Any news on this topic?