Difference Between Volumetric Data & Orderflow Trade Detector

[gaz0001]

Hello,

I am looking at the exact same data on the Volumetric Chart and the Orderflow Trade detector.

I see volume = 123 on both.

However, the Volumetric shows the 123 went through on the ASK price.
The Trade Detector shows they went through on BID price.

Anyone know why this is?

Picutres attached.

Thanks

[NinjaTrader_Zachary]

Hello gaz0001,

Thank you for your inquiry.

Can you please send me a screenshot of the settings for both indicators as well as the Data Series settings of the charts that they are on so that I can attempt to reproduce this on my end?

I look forward to your response.

[gaz0001]

Hello gaz0001,

Thank you for your inquiry.

Can you please send me a screenshot of the settings for both indicators as well as the Data Series settings of the charts that they are on so that I can attempt to reproduce this on my end?

I look forward to your response.

Hi NinjaTrader_Zachary ,


Files are attached.

[NinjaTrader_Zachary]

Hello gaz0001,

Thank you for your response and for providing this information.

Let me do a little bit of testing on my end and I will follow up with you once I have been able to complete my analysis.

Thank you for your patience.

[NinjaTrader_Zachary]

Hello gaz0001,

Thank you for your response.

I see the same result when I look at that area of the chart. On the Order Flow Volumetric Bars, the right-hand column of each bar represents the Buy Volume. If the Buy Volume is 123, then I would expect that the B value of the Trade Detector also be 123, since that is also giving the number of buys.

[gaz0001]

Hello gaz0001,

Thank you for your response.

I see the same result when I look at that area of the chart. On the Order Flow Volumetric Bars, the right-hand column of each bar represents the Buy Volume. If the Buy Volume is 123, then I would expect that the B value of the Trade Detector also be 123, since that is also giving the number of buys.

Ah yes, Zachary. You are absolutley correct.
I was kind of merging the DOM with the Footprint and reading them backwards!!

Thanks