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Detecting Shave Bars and One Tick Tails?

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    Detecting Shave Bars and One Tick Tails?

    How do I detect:

    - Shaved bars, with no tail on top or bottom
    - Bars with a shaved top, and a one-tick tail on the bottom.

    In both cases, the bar is shaved on the top side in the momentum of the trade. On the bottom side, it's either shaved or a one tick tail. I can't find the right property to unlock this bar attribute. Thanks.
    Attached Files

    #2
    Hello timmbbo,

    Thanks for your post.

    There is no bar attribute that matches your descriptions. To detect these conditions you would need to create an indicator.

    The conditions could be coded something like:

    if (Close[0] > Open[0] && Low[0] == Open[0] && Close[0] == High[0])
    {
    //shaved up bar, do something
    }

    else if (Close[0] > Open[0] && Low[0] == Open[0] - 1 * TickSize && Close[0] == High[0])
    {
    // Shaved top with 1 tick tail, do something
    }
    else if (...)

    You would continue to code in that manner to detect the various conditions you are looking for.
    Paul H.NinjaTrader Customer Service

    Comment


      #3
      Thanks for the example - I have it working now.

      Comment

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