Announcement

Collapse

Looking for a User App or Add-On built by the NinjaTrader community?

Visit NinjaTrader EcoSystem and our free User App Share!

Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less

Partner 728x90

Collapse

Historical tick bar calculations???

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

    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.

    #2
    This will not work on historical data since only the close of bar values are known historically and not the ticks that formed the bar.
    RayNinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by judysamnt7, 03-13-2023, 09:11 AM
    4 responses
    59 views
    0 likes
    Last Post DynamicTest  
    Started by ScottWalsh, Today, 06:52 PM
    4 responses
    36 views
    0 likes
    Last Post ScottWalsh  
    Started by olisav57, Today, 07:39 PM
    0 responses
    7 views
    0 likes
    Last Post olisav57  
    Started by trilliantrader, Today, 03:01 PM
    2 responses
    21 views
    0 likes
    Last Post helpwanted  
    Started by cre8able, Today, 07:24 PM
    0 responses
    10 views
    0 likes
    Last Post cre8able  
    Working...
    X