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Ninjatrader up down tick on forex supported ?

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    Ninjatrader up down tick on forex supported ?

    Hello, i want to have up/down ticks on footprint indicators like on futures market using tick replay, but on Forex market also.
    I use FXCM data demo account.
    My question is if i get kinetick with pro FX data, then will i be able to have proper data like the left image (from an other platform)?
    Or this cannot work with ninja at all?

    Thank you.

    #2
    Please clarify - would you be using a custom add-on suite of tools to produce the chart like your screenshot? Or are you referring to NinjaTrader's Order Flow+ tools that are available in NinjaTrader 8 to lifetime license key holders?

    If the latter, then 'delta type' = 'Up down tick' is an available property options within the Order Flow Volumetric bar type. However, forex data comes with some specific caveats that you must understand when using these tools.

    To perform the delta buy / sell aggressor classification (DeltaType BidAsk), historical bid / ask tick data access by your provider is needed. To see which data providers can offer which type of data in NinjaTrader, please review this table. If your provider could only support 'last' historical tick data, then the classification could still be made using DeltaType UpDownTick mode.

    Forex spot data charting is traditionally driven from the bid side only, since no 'true' last exists. Provided values would not represent a centralized auction based market as with stocks or futures - as such Order Flow Volumetric Bars would not be supported on Forex spot data.

    To learn more about Order Flow Volumetric bars, please visit the help guide link below:

    https://ninjatrader.com/support/help...etric_bars.htm
    Patrick G.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_PatrickG View Post
      Please clarify - would you be using a custom add-on suite of tools to produce the chart like your screenshot? Or are you referring to NinjaTrader's Order Flow+ tools that are available in NinjaTrader 8 to lifetime license key holders?

      If the latter, then 'delta type' = 'Up down tick' is an available property options within the Order Flow Volumetric bar type. However, forex data comes with some specific caveats that you must understand when using these tools.

      To perform the delta buy / sell aggressor classification (DeltaType BidAsk), historical bid / ask tick data access by your provider is needed. To see which data providers can offer which type of data in NinjaTrader, please review this table. If your provider could only support 'last' historical tick data, then the classification could still be made using DeltaType UpDownTick mode.

      Forex spot data charting is traditionally driven from the bid side only, since no 'true' last exists. Provided values would not represent a centralized auction based market as with stocks or futures - as such Order Flow Volumetric Bars would not be supported on Forex spot data.

      To learn more about Order Flow Volumetric bars, please visit the help guide link below:

      https://ninjatrader.com/support/help...etric_bars.htm
      Thank you UPDOWN tick choice was my mistake.

      Comment

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