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Bug with Order Flow Volume Profile?

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    Bug with Order Flow Volume Profile?

    Hello,

    I use the Order Flow Volume Profile (the one available from Drawing Tools) on my 30-minute RTH charts.

    Using it on NQ for last week I got what seemed to be a bug.

    Basically, it seems to draw volume for a region of the chart that's not selected. If I move it one bar to the right, it looks correct (but obviously misses a bar).

    I've used this plenty on ES and never had any issues, but it happened here for sure.

    Please see attached pictures.

    PS: Now, with a new week in session, I'm actually able to draw it properly.

    Johnny Click image for larger version

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    #2
    Hello, thanks for writing in. Please let me know your exact data series settings (post a screen shot) and exactly where to draw the Volume Profile (Date and Time). I need this information so I can try to reproduce what you are reporting. My chart of NQ June looks like this with Merge Policy = Merge Back Adjusted.

    Attached Files
    Chris L.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_ChrisL View Post
      Hello, thanks for writing in. Please let me know your exact data series settings (post a screen shot) and exactly where to draw the Volume Profile (Date and Time). I need this information so I can try to reproduce what you are reporting. My chart of NQ June looks like this with Merge Policy = Merge Back Adjusted.
      Hello, Chris,

      I use the US Equities RTH session template (09:30-16:00).

      The chart posted and volume profile was for the entire week starting at Monday 22nd and ending at Friday 26th of May. Merge non back adjusted.

      Maybe it was a momentarily glitch or maybe there was some bad data on my charts as I'm not able to reproduce it myself at this point.

      Best regards.

      ​​​​​​​Johnny

      Comment

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