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Historical Ticks in M1 chart

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    Historical Ticks in M1 chart

    Hi,
    I want to develop an indicator which will run on a M1 chart, but utilizes tick data.

    Question was, for historical bars, can the the ticks be available for historical bars also?

    Regards

    Vivek

    #2
    Hello Vivek,

    Thank you for writing in.

    You would be able to utilize the Tick Replay feature with NinjaTrader 8.

    Tick Replay provides more granular tick related information and can be helpful if you need to know the most recent last price, last volume, best ask price, or best bid price that occurred "inside" of your primary bar input series without needing to program a custom tick series. An indicator or strategy running Tick Replay needs to have been specifically designed to take advantage of Tick Replay.

    More information about Tick Replay, and how to utilize this feature in your indicator, can be found at this help guide link: http://ninjatrader.com/support/helpG...ick_replay.htm
    Zachary G.NinjaTrader Customer Service

    Comment


      #3
      Hi Zachary,
      Thanks for your response.

      Do you have a complete template / sample code for a strategy which runs at "Tick Replay".

      I tried developing such a strategy as described in https://ninjatrader.com/support/help...ick_replay.htm by getting the last tick price through OnMarketData().

      Issues I am facing is - the order entry times / entry price / display on chart etc are aligned to the chart bars ( ie BarsInProgress = 0 ), and not the tick price? Any workaround / solution to fix this?


      Regards

      Vivek

      Comment


        #4
        Hello AnkaS,

        Thank you for your response.

        We would not have an example. Can you attach the indicator? We can then provide further detail.
        Patrick H.NinjaTrader Customer Service

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