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    Filtered data?

    This will look like a odd request but here it is. I need filtered data tick charts, most vendors that feed NT send unfiltered data so for example 23 trades at the same price will count as 23 ticks. I only need to count and chart ticks that change the price, like for example on 6E 23 [email protected] 1.3460 + 15 [email protected] to be counted as 2 ticks not as 38 ticks. I need candle charts that are formed from those filtered ticks, is possible to achieve trough programming? If yes can someone point me in the right direction of where to start?

    Thank you

    #2
    Hi Paul, although this is unfortunately not supported by us coding wise, you could create your own bars type to handle this, example can be found in the MyDocuments > NinjaTrader 65 / 7 > bin > Custom > Type folder (@BarsTypes).
    BertrandNinjaTrader Customer Service

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      #3
      Excellent Bertrand, thank you so the answer is yes it is possible, that was what I needed to know since I would not have started a quest that was not sure its possible.

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