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Clusters Up/down mode instead of Ask/Bid mode.

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I found that within the same K line, the buying and selling volume of ATAS and NinjaTrader are different. I heard that ATAS uses the Ask/Bid mode to calculate the buying and selling volume, while NinjaTrader uses the Up/Down mode to calculate the buying and selling volume.

Since I have been using NinjaTrader for a long time, I want to see Up/Down data in ATAS as well.

Posted by CHEN ·
Status: Rejected1 comment

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Comments1

  • ATAS user

    Team•

    Aug 13, 2024

    Up/Down tick mode used in datafeeds that don’t provide agressor information(buy or sell). Which means that Up/Down tick mode is outdated and not accurate. That’s why it is not implemented in ATAS.