• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Easy Intarday Chart Access to Daily OHLC Data

Collapse
X
  • Filter
  • Time
  • Show
Clear All
new posts

    Easy Intarday Chart Access to Daily OHLC Data

    can I ask NT to please review

    CloseD

    many platforms now include functions such as this to allow intraday charts easy access to daily OHLC data.

    e.g. to calculate a 100 day moving average on a 5 minute chart would currently require approximately 100,000 5 minute bars in NT8 (and NT7). This could be avoided (reducing server load) with a few series functions like the above.
    Last edited by futurenets; 03-04-2016, 10:11 AM.

    #2
    Hello,

    Thank you for sharing this feedback with us. That is an interesting idea, and I will log a feature request (SFT-1217) so we can begin to track demand for adding a method or group of methods like this.

    There are a ways to obtain this kind of data in NinjaScript already, although not so simply as with a single method. For example, you could add a secondary data series with a one-day interval into your script, and reference data from that series in your calculations.
    Last edited by NinjaTrader_DaveI; 03-04-2016, 12:56 PM.
    Dave I.NinjaTrader Product Management

    Comment


      #3
      ok thanks Dave,

      For example, you could add a secondary data series with a one-day interval into your script, and reference data from that series in your calculations
      would I not have the same problem as described i.e. I'd need 28,800 (or some other high value) primary 5 minute bars to calculate a 100 day moving average on a 5 minute chart?

      but glad to hear you'll monitor this - demand, innovative/proactive steps, monitoring the progress of other platforms etc. all play their part. TradeStation functions are efficient and well thought out CloseD ... but if 28,800 (or some other high value) primary bars are required to access 100 secondary bars that may be inefficient from a client/server viewpoint?
      Last edited by futurenets; 03-07-2016, 09:27 AM.

      Comment


        #4
        from koganam:

        NT does not run on a server. All data access is local, after NT first downloads the data to the local machine, so there is no daily data on any server to access directly. Work within the paradigm of the platform. This is not TradeStation; it is NinjaTrader.

        I doubt that NT is going to redesign this to be a platform where clients calculate from data directly on a server: it is just too big a change in architecture.
        re. http://ninjatrader.com/support/forum...487#post451487
        Last edited by futurenets; 03-07-2016, 10:22 AM.

        Comment


          #5
          accessing a single value (in this case previous days closing price) on another chart once during each trading session is my solution (albeit unsupported by NT).

          As far as I'm concerned this is my equivalent of CloseD with very little effort (and much better than relying on 57,000 bars arriving without any problems).

          I'll probably create a GLOBALS indicator until such time a formal solution is introduced by NT.

          Comment


            #6
            for future reference:

            How to make two charts share variable values

            Why would I wish to do this? Lets say I have a Weekly chart with a 50EMA on it and I wish to know the current value to plot on my 100 tick chart. I do not wish of course to take the usual course of adding at least 50 weeks of data onto my 100 tick chart ...

            Comment

            Latest Posts

            Collapse

            Topics Statistics Last Post
            Started by SAILIKITY, 05-22-2019, 05:41 PM
            1 response
            3 views
            0 likes
            Last Post NinjaTrader_PaulH  
            Started by rmillar, 01-09-2019, 06:02 PM
            6 responses
            61 views
            1 like
            Last Post eDanny
            by eDanny
             
            Started by mlarocco, Today, 11:39 AM
            4 responses
            20 views
            0 likes
            Last Post mlarocco  
            Started by roblogic, Today, 11:19 AM
            3 responses
            18 views
            0 likes
            Last Post NinjaTrader_ChrisL  
            Started by saeed, Today, 10:17 AM
            8 responses
            53 views
            0 likes
            Last Post NinjaTrader_Kate  
            Working...
            X