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Old 05-05-2012, 06:05 PM   #1
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Default simulation/live/replay : count ticks in the last second when not using bars ?

Is it possible to count the number of ticks (meaning quote changes at any dom level or trades) in the last second and number of ticks so far this second and use that in some kind of indicator for automated trading ?
Last edited by bidask201; 05-06-2012 at 08:12 AM.
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Old 05-06-2012, 04:35 PM   #2
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Yes, this would be possible.

Here is a help guide for tickcount : http://www.ninjatrader.com/support/h...?tickcount.htm

You may also need to use some datetime objects.

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