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Open Bug report MC-1870

Imbalance factor is not accurate

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Description

ImF should show the imbalance of volume below (-%) or above (+%) POC
I have a volume profile of 4 days, where clearly i see that more volume (>40%) were traded above POC, but i got a wrong value of 6%.

Steps to reproduce this issue

Open an intraday chart of ES mini futures between May 11th and May 14th of 2015.
Build a composite volume profile on these 4 days.
It shows up an incorrect imbalance factor.

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Issue basics
  • Type of issue
    Bug report
  • Category
    Usability
  • Targeted for
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  • Status
    Under Review
  • Priority
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    Not determined
  • Severity
    Normal
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