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Date/Time: Fri, 13 Jun 2025 13:38:03 +0000

[Programming Help] - Custom Large Trade Volume Indicator

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[2025-06-11 20:28:36] #1 [Go To First Post]
User380582 - Posts: 10
Hi, I am trying to replicate the Large Trade Volume Indicator. When i was developing on delayed NQ CME data. I got 99% of identical numbers to the built in indicator. But when i applied to Live data, the ouputs were many many more and higher. Any idea what is the reason? I am using the ReadIntradayFileRecordForBarIndexAndSubIndex to get the data from scid file. Thanks
0x Thank you

[2025-06-11 21:16:04] #2 [Go To First Post]
User431178 - Posts: 709
But when i applied to Live data, the ouputs were many many more and higher. Any idea what is the reason? The reason would be a logic error somewhere in your code. I would guess that your are accumulating values continuously as the live chart updates, which obviosuly doesn't happen on a static chart.
0x Thank you

[2025-06-11 21:22:04] #3 [Go To First Post]
User380582 - Posts: 10
Thanks. I was refering to Live=Non-delayed data. But the indicator gets caclulated for historical bars as well. So there should be no difference. If I use the delayed data, almost all the volumes match the built in indicator for the draw modes BASED_ON_MAX_VOLUME_ABOVE_THRESHOLD and BASED_ON_ENTIRE_BAR_TOTAL_ASK_OR_BID_VOLUME_ABOVE_THRESHOLD. When i apply to non-delayed data there is so much more Large Trades than the built in. On additional price levels as well, not just at the price levels which built in outputs on the chart. I am attaching a screenshot. Also for example, I see in non-delayed scid file that price is 100 times larger thant the price in delayed scid file. But that part i just divide by 100 and its fine. Date Time Of Last Edit: 2025-06-11 21:54:07
0x Thank you
image.png / V - Attached On 2025-06-11 21:53:13 UTC - Size: 164.46 KB - 21 views Attachment Deleted.

[2025-06-12 09:31:33] #4 [Go To First Post]
User431178 - Posts: 709
So you mean when you run live with "delayed feed", the calculations are correct for both historically calculated and live bars? Then when you run live with the "realitime feed", the calculations are incorrect for both historically calculated and live bars? Seems very strange. Did you have the data storage unit set the same on both cases? Which feed are you using for realtime?
0x Thank you

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