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Cumulative delta since update

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    Cumulative delta since update

    I recently updated my Ninjatrader desktop platform to the newest version and since then the cumulative delta indicator has had issues. CD is attached to a range bar chart of NQ. It has the standard settings of BidAsk delta and no size filter. Here is a screenshot of this morning. Notice the delta got to a value of 100k+ in the first 30 mins and was on par with the TOTAL volume for the day up to that point.

    *Important*

    This is from real time data. If I refresh and use historical data it will give me something closer to what is should be. Only in real time does it seem to be off by a large margin.


    #2


    Here is a higher resolution picture

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      #3
      Hello JoshuaM,

      Thank you for posting.

      So I may look into this further please go to Help->Email Support and be sure to include Attn: Chris Jameson in the Subject line, a link to this thread in the body and a check in the box for "Log and trace files" and "Workspace files and UI settings".

      Thanks in advance.
      Christopher J.NinjaTrader Customer Service

      Comment


        #4
        You don't mention what data feed this is - there is a "volume multiplier" idea in implementing a data feed and that could be misconfigured (most likely by NT if there was some version update somewhere in the relevant APIs). Also, it could be that you're on a real-time only data feed and thus when you reload it's getting the data from the historical data servers at NinjaTrader which is CQG. Or, it could be a bug in the indicator.
        Bruce DeVault
        QuantKey Trading Vendor Services
        NinjaTrader Ecosystem Vendor - QuantKey

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