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Tick difference

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    Tick difference

    What APIs to use or any idea how to calculate current bar's (uptick-downtick) ?

    #2
    You need to run the calculations yourself in an indicator. This can only be done in real-time.
    Josh P.NinjaTrader Customer Service

    Comment


      #3
      Found this on other thread:

      if (FirstTickOfBar)
      {
      Up = 0;
      Down = 0;
      }
      prevTick = currTick;
      currTick = Close[0];
      if (currTick > prevTick)
      Up++;
      else if (currTick < prevTick)
      Down++;

      Will this work?
      I am familiar with NT programming now, so my questions these days are more to getting familiar with the APIs that NT provided and other resources that we can use without re-inventing the wheels. Thanks again

      Comment


        #4
        ssg10,

        I cannot evaluate 3rd party code for you. You will want to try it and see if it does what you want it to do. If not then you will need to make the adjustments you want to see.
        Josh P.NinjaTrader Customer Service

        Comment


          #5
          Josh

          Josh, you were the one who wrote the code?



          post #4

          Comment


            #6
            Then as stated in that post, this is untested code to give you an idea of where to proceed. You will need to test it out yourself to see if it is what you desired.
            Josh P.NinjaTrader Customer Service

            Comment


              #7
              I tried both of these snippets:

              Method 1 =================

              prevTick = currTick;
              currTick = Close[0];
              if (currTick > prevTick)
              tick_count++;
              else if (currTick < prevTick)
              tick_count++;



              Method 2 =============

              if (Close[0] >= GetCurrentAsk())
              tick_count++;
              elseif (Close[0] <= GetCurrentBid())
              tick_count--;

              ===================

              Both yield different results. Method 1 seems to always count positive even in red bars, while method 2 gives better results with neg counts in red bar (not always, but it is more realistic)

              Any idea why?

              Comment


                #8
                Looking quickly at the code, you can see snippet 1 is always advancing the tick count with each OnBarUpdate() as it does not differentiate.

                Snippet 2 looks at the Bid / Ask and does differentiate...so you will have to choose the one that fits your needs and go from there.
                BertrandNinjaTrader Customer Service

                Comment

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