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Market Analyser: different tick bars

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    Market Analyser: different tick bars

    Hi NT,

    Is it possible to have a list of instruments in Market Analyser of different tick size?

    For instance, id like:

    CL (2000 tick bar)
    YM (400 tick bar)

    The rows are instruments when different tick bars, and therefore the coloums return values relevant to that bars tick size.

    If I had a coloum where I pulled in the ATR(14), the values returned would be:

    The ATR(14) of CL (2000 ticks)
    The ATR(14) of YM (400 ticks)

    Thanks
    AK

    #2
    Hello AK,

    This is not a feature of the Market Analyzer.

    The indicator added would use the same parameters for any instruments in the Market Analyzer.

    It may be possible to use unsupported methods and dynamically add a secondary series to the script using a switch based on the instrument name.

    if (State == State.Configure)
    {
    if (Instrument.FullName == "AAPL")
    {
    AddDataSeries(BarsPeriodType.Minute, 60);
    }
    else if (Instrument.FullName == "MSFT")
    {
    AddDataSeries(BarsPeriodType.Tick, 100);
    }
    }

    There is a warning in the help guide advising against this, but this is mostly as this breaks the Strategy Analyzer when optimizing.
    "Arguments supplied to AddDataSeries() should be hardcoded and NOT dependent on run-time variables which cannot be reliably obtained during State.Configure (e.g., Instrument, Bars, or user input). Attempting to add a data series dynamically is NOT guaranteed and therefore should be avoided. Trying to load bars dynamically may result into an error similar to: Unable to load bars series. Your NinjaScript may be trying to use an additional data series dynamically in an unsupported manner."

    http://ninjatrader.com/support/helpG...dataseries.htm
    Chelsea B.NinjaTrader Customer Service

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