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Historical tick bar calculations???
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Historical tick bar calculations???
I have a question about historical tick bar calculations. I would have CalculateOnBarClose set to false. Assume, for example, that my chart is 50 ticks per bar and that I would like to calculate the average price of the 50 ticks during the bar. I know that I can do that for the real time data by just accumulating the ticks' price sum during the bar and dividing by the number of ticks. However, would that work for historical Zen-Fire data? In NT, on the historical bars, will attempts to sum the individual tick price data within the bars work correctly or should I just restrict such calculations to real time data? Thanks.Tags: None
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