Offset tick chart

[backtester831]

Hello, is it possible to set a tick offset for tick charts so that we can customize exactly when the chart starts?

For example, using a 2000 tick chart the data always starts with the start of the trading session. Instead, I would like to start the chart with a +1000 tick offset, so that the chart ignores the 1st 1000 trades and starts at the 2nd 1000.

Is this possible?

[backtester831]

not sure if this is possible

[NinjaTrader_Jim]

Hello backtester831,

Thanks for your post.

There is not an option to filter X number of ticks after a session starts, so I have submitted a feature request on your behalf. The internal tracking number for your feature request is SFT-4306.


We collect interest in feature requests before determining if the feature should be implemented. For that reason we cannot offer an ETA or promise of fulfillment. Upon implementation, the number for the ticket ID can be publicly found in the Release Notes page of the help guide. I will provide a link below.

Release Notes - https://ninjatrader.com/support/help...ease_notes.htm

I look forward to being of further assistance.

[backtester831]

Hello backtester831,

Thanks for your post.

There is not an option to filter X number of ticks after a session starts, so I have submitted a feature request on your behalf. I will update this post when an ID becomes available.

We collect interest in feature requests before determining if the feature should be implemented. For that reason we cannot offer an ETA or promise of fulfillment. Upon implementation, the number for the ticket ID can be publicly found in the Release Notes page of the help guide. I will provide a link below.

Release Notes - https://ninjatrader.com/support/help...ease_notes.htm

I look forward to being of further assistance.

Could it be done with an indicator that offsets the chart and then hide the original?

[NinjaTrader_Jim]

Hello backtester,

The bars on the chart will be built before the indicator processes the bar data, so an indicator would not be the way to go here. Additionally, in the case of having a 2000 tick bar start 1000 ticks after a new session, what you would want to have the indicator plot for a bar close would actually be in the middle of the bar.

You could consider moving forward with a custom BarsType, however. When the BarsType detects a new session, you could start counting ticks and simply call return; until your counter has reached 1000, and then you can start performing the typical BarsType functions.

After opening the TickBarsType script, you can right click and select Save As to duplicate it. Please ensure that you give a unique class name, Name property, and a unique BarsPeriodType index. You may then make your custom modifications to the BarsType.

Below is a line from a custom UniRenko BarsType that shows how a BarsPeriodType index can be made.

BarsPeriod = new BarsPeriod { BarsPeriodType = (BarsPeriodType) 2018, BarsPeriodTypeName = "UniRenko(2018)", Value = 1 };

Please let us know if you have any additional questions.

[backtester831]

Hello backtester,

The bars on the chart will be built before the indicator processes the bar data, so an indicator would not be the way to go here. Additionally, in the case of having a 2000 tick bar start 1000 ticks after a new session, what you would want to have the indicator plot for a bar close would actually be in the middle of the bar.

You could consider moving forward with a custom BarsType, however. When the BarsType detects a new session, you could start counting ticks and simply call return; until your counter has reached 1000, and then you can start performing the typical BarsType functions.

After opening the TickBarsType script, you can right click and select Save As to duplicate it. Please ensure that you give a unique class name, Name property, and a unique BarsPeriodType index. You may then make your custom modifications to the BarsType.

Below is a line from a custom UniRenko BarsType that shows how a BarsPeriodType index can be made.

BarsPeriod = new BarsPeriod { BarsPeriodType = (BarsPeriodType) 2018, BarsPeriodTypeName = "UniRenko(2018)", Value = 1 };

Please let us know if you have any additional questions.

Thank you, this sounds like what I want to do, but I'm not sure how to implement it.
I am using candlestick bar type with 2000 tick.
Could you please provide guidance on how exactly to implement your suggestion with my chart?

[NinjaTrader_ChelseaB]

Hello backtester831,

This would require custom programming a custom Bars Type script.

In the script you would need custom logic to ignore the first 1000 ticks.

In OnDataPoint() you may try using an int counter that is incremented and a condition that prevents the bars from being updated until the counter reaches 1000.

Below is a link to the help guide on BarsType.

https://ninjatrader.com/support/helpGuides/nt8/bars_type.htm

As well as a link to an example custom BarsType script.

https://ninjatraderecosystem.com/user-app-share-download/sverenko-barstype/

You can also contact a professional NinjaScript Consultant who would be eager to create or modify this script at your request or assist you with your script. The NinjaTrader Ecosystem has affiliate contacts who provide educational as well as consulting services. Please let me know if you would like our business development follow up with you with a list of affiliate consultants who would be happy to create this script or any others at your request.


The NinjaTrader Ecosystem website is for educational and informational purposes only and should not be considered a solicitation to buy or sell a futures contract or make any other type of investment decision. The add-ons listed on this website are not to be considered a recommendation and it is the reader's responsibility to evaluate any product, service, or company. NinjaTrader Ecosystem LLC is not responsible for the accuracy or content of any product, service or company linked to on this website.

[NinjaTrader_Jim]

Hello backtester831,

This would involve custom programming and to create your own BarsType. I would first suggest getting familiar with how a BarsType works by duplicating one of the existing BarsTypes, and then to work on your own modifications.

If you are not a programmer, we could have a representative from our EcoSystem give you more information on NinjaScript Consultants who would be happy to build something like this for you.

Otherwise, we do have your interest tracked in SFT-4306.

Let me know if you would like additional information on NinjaScript Consultants in our EcoSystem.

[trevor14]

Hello backtester831,

This would involve custom programming and to create your own BarsType. I would first suggest getting familiar with how a BarsType works by duplicating one of the existing BarsTypes, and then to work on your own modifications.

If you are not a programmer, we could have a representative from our EcoSystem give you more information on NinjaScript Consultants who would be happy to build something like this for you.

Otherwise, we do have your interest tracked in SFT-4306.

Let me know if you would like additional information on NinjaScript Consultants in our EcoSystem.

I'd like to vote for this feature as well. Been trying to use BarsType to accomplish the offset but everything in NinjaScript is way harder than it should be (I'm a senior level, professional iOS Developer so I know how to code). Plus, if we use BarsTypes the tick offset would have to be hardcoded instead of easily adjusted, since there's no option for inputs on BarsTypes.