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What price is returned when total volume is the same at multiple levels in a bar, OF+

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    What price is returned when total volume is the same at multiple levels in a bar, OF+

    Playing around with OF+ Volumetric Bars and in the docs it says,
    GetMaximumVolume(bool? askVolume, out double price) Gets the highest Ask, Bid or combined volume (long value) for the bar and returns the price at which it occurred.
    What happens if you have a bar with multiple price levels that have the same total volume, which price level is returned and what are the criteria used to determine that value (i.e. if the bar is green is the price level returned the lowest price, and if the bar is red it's the highest price, or is it just always the highest price, or always the lowest price, etc.)?

    edit: spacing for readability

    #2
    Hello Epiphany79,

    Thank you for your post.

    While this isn't officially documented, from my testing, it seems that it always returns the highest price when two price levels have the same volume.

    Please let us know if you have any further questions.
    Last edited by NinjaTrader_Gaby; 05-16-2024, 07:58 AM.

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