marketstudent
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- Jan 11, 2021
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Hello MotiveWave Support,
Motivewave's cumulative delta values are not updated correctly for Asian market index futures (Osaka Nikkei and HongKong index futures), I have tested both Nikkei 225 index future (JNKH21) and HongKong 50 index future (HSI). My data feed is CQG.
Initially the cumulative delta loaded on the chart is correct, but once chart starting building new bars, the cumulative delta begins to drop like a rock. To get the correct cumulative delta, you have to change the chart interval so the cumulative delta will be recalculated with the reloaded chart, but once the new bars starts the cumulative delta value is wrong again.
ES and YM do not have this issue. Only Nikkei and HongKong index futures are facing this issue, however, this issue does not exist when I use ninjatrader platform, therefore, I think it is the motivewave issue. This issue prevents me switching to motivewave from ninjatrader. Please resolve it .
Attached are 2 charts to illustrate the issue.
1. chart 1 - it is the JNKH21 tick chart, tick size is set to 100. Chart image is collected after running the chart to build a few new bars and you could see the cumulative delta drops like a rock.
2. chart 2 - Change the tick chart to 1 minute, cumulative delta is recalculated and the value is correctly calculated.
If you let chart 2 to build a few new bars, you will get the chart like chart 1 again.
I am looking forward to hearing from you regarding the resolution.
Thanks,
Weili Zhang
Motivewave's cumulative delta values are not updated correctly for Asian market index futures (Osaka Nikkei and HongKong index futures), I have tested both Nikkei 225 index future (JNKH21) and HongKong 50 index future (HSI). My data feed is CQG.
Initially the cumulative delta loaded on the chart is correct, but once chart starting building new bars, the cumulative delta begins to drop like a rock. To get the correct cumulative delta, you have to change the chart interval so the cumulative delta will be recalculated with the reloaded chart, but once the new bars starts the cumulative delta value is wrong again.
ES and YM do not have this issue. Only Nikkei and HongKong index futures are facing this issue, however, this issue does not exist when I use ninjatrader platform, therefore, I think it is the motivewave issue. This issue prevents me switching to motivewave from ninjatrader. Please resolve it .
Attached are 2 charts to illustrate the issue.
1. chart 1 - it is the JNKH21 tick chart, tick size is set to 100. Chart image is collected after running the chart to build a few new bars and you could see the cumulative delta drops like a rock.
2. chart 2 - Change the tick chart to 1 minute, cumulative delta is recalculated and the value is correctly calculated.
If you let chart 2 to build a few new bars, you will get the chart like chart 1 again.
I am looking forward to hearing from you regarding the resolution.
Thanks,
Weili Zhang
