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Date/Time: Tue, 26 Nov 2024 20:14:08 +0000



Post From: Empty Volume By Price with Renko (sometimes)

[2023-10-31 05:05:27]
onnb - Posts: 662
The following is related to volume by price data that is missing for some bars and we are not sure why.

It comes up with Renko charts though I am not 100% sure its specific to Renko

Sometimes we get a bar that has a single trade and a volume of 1 and on these bars it looks like vbp data is empty (not a single level).

On these bars we can see
1. Tools value window shows volume of 1
2. The "Numbers Bars Calculated Values" Total Volume field is 0
3. A single level appears on the bar with 0 bid volume, 0 ask volume

See attached image

Is this expected?
imagerenko_vbp_issue.png / V - Attached On 2023-10-31 05:03:52 UTC - Size: 210.68 KB - 96 views