Regards!
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!
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
NinjaTrader
Tick volume
Collapse
X
-
Hello Isubeano,
Welcome to the NinjaTrader Support Forums!
I believe what you are looking for is a indicator that displays the number of ticks in a bar. To my knowledge I do not know of an indicator that does that, but there are a few that you could try or use as references.
The following link is to an indicator that displays the real-time level II tick volume at specific prices.
http://www.ninjatrader.com/support/f...d=4&linkid=336
This next one displays the time, tick count, volume, and many other items on the chart.
http://www.ninjatrader.com/support/f...d=1&linkid=320
Let us know if we can be of further assistance.JCNinjaTrader Customer Service
Comment
-
one more link to add to JC's list:
if you're looking for the prints/ticks/orders per bar, use Bars.TickCount:
cheers,
-e
Comment
-
E-man,
Yes, what I'm looking for is a way to measure the number of trades per bar.
ie. If I have a 1min chart up...to be able to see for each 1min bar the number of trades that occurred during that 1min interval....not the volume of contracts, but number of trades.
thank you JC for those links....
Comment
-
Hello Isubeano,
You would want to use CalculateOnBarClose (COBC) set to false to be able to get a the Bars.TickCount to be able to get the TickCount of a bar. Note that the, COBC can vastly effect how a indicators/strategy functions. If CalculateOnBarClose is true, then the strategy/indicator will be calculated at the close of each bar. If your strategy/indicator is set to COBC is false, then it will be calculated on each tick of data. See the following link for more info on COBC.
http://www.ninjatrader.com/support/h...onbarclose.htm
Let us know if we can be of further assistance.JCNinjaTrader Customer Service
Comment
-
interesting, b/c this page makes no mention of the COBC requirement:
found this thread that has a bit more info (incl a mention of a future consideration for development team):
bottom line is this is a real-time property, not an historical property like volume.
cheers,
-e
Comment
-
Hi Guys
Is there an Indicator in NT7 that will plot the Volume of Ticks in a bar? This is the closest thread I could find.
I have little programming experience so if I need to do that I would appreciate all the advice or instruction that I can get.
Thanks
Comment
-
Hello HiTrade1208,
Are you referring to volume profile?
If so then NinjaTrader comes with a volume profile indicator. You can apply it on the chart by following the below steps:- Right click on the chart,
- In the context menu click on Indicators
- Select "VolumeProfile" and click on the New button
Please note it is a realtime only indicator.
Besides this you can also use the various member submitted indicators based on volume/market profile. You can download a few from the below links- http://www.ninjatrader.com/support/f...tid=-1&lpage=1
- http://www.ninjatrader.com/support/f...tid=-1&lpage=1
- http://www.ninjatrader.com/support/f...04&postcount=1
Besides the free indicator few of our 3rd party partners provides a comprehensive package on volume/market profile. You can refer then from their websitesJoydeepNinjaTrader Customer Service
Comment
-
The original poster of this thread was asking how to get a tick count for each bar to use in an indicator calculation.
For instance, in another strategy development platform (not to be mentioned) I was able to write an indicator that calculated On Balance Volume where the "volume" (used for calculation) was either the trade volume or number of ticks. Number of Ticks would be used in calculation when BarType were "Volume Bars".
The system @OBV calculates only with Trade Volume based on following:
Code:if (Close[0] > Close[1]) Value.Set(Value[1]+ Volume[0]); else if (Close[0] < Close[1]) Value.Set(Value[1] - Volume[0]); else Value.Set(Value[1]);
Code:if (BarsPeriod.BasePeriodType == PeriodType.Volume) { if (Close[0] > Close[1]) Value.Set(Value[1]+ Bars.TickCount); else if (Close[0] < Close[1]) Value.Set(Value[1] - Bars.TickCount); else Value.Set(Value[1]); }
I have tried this with COBC = false as suggested but the indicator is plotting the same value as OBV() .
Using a Print() statement on CurrentBar ==1 the BarsPeriod.BasePeriodType evaluates to "Minute". Even though my chart is a 10000 vol ES chart.
As for the dataprovider I am using an External Tradestation Connection with the NTExternalFeed Strategy on a Delayed 10000 Volume ES Chart. The connection seems to be working fine. NT 10000 Vol chart gets updated when TS Chart is updated.Last edited by tornadoatc; 02-06-2013, 06:41 AM.
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by mjairg, 07-20-2023, 11:57 PM
|
3 responses
213 views
1 like
|
Last Post
by PaulMohn
Today, 04:22 AM
|
||
Started by TheWhiteDragon, 01-21-2019, 12:44 PM
|
4 responses
544 views
0 likes
|
Last Post
by PaulMohn
Today, 04:09 AM
|
||
Started by GLFX005, Today, 03:23 AM
|
0 responses
3 views
0 likes
|
Last Post
by GLFX005
Today, 03:23 AM
|
||
Started by XXtrader, Yesterday, 11:30 PM
|
2 responses
12 views
0 likes
|
Last Post
by XXtrader
Today, 03:07 AM
|
||
Started by Waxavi, Today, 02:10 AM
|
0 responses
7 views
0 likes
|
Last Post
by Waxavi
Today, 02:10 AM
|
Comment