tick indicator result into 10 minutes chart

[frankduc]

Hello,

I would like to know if its possible with NT8 to use or create an indicator calculated on a tick data chart but make the result appear on a 10, 20 minutes chart for exemple.

Lets say a 100 SMA calculated with tick data but the result come out on a 10 minutes chart.

Frank

Thank you

[NinjaTrader_PaulH]

Hello frankduc,

Thanks for your post.

Yes, this is possible to do. You can do this with an indicator or without an indicator directly on the chart. You may want to test with it on a chart before coding to see if it will meet your needs.

To add directly to a chart:
1) Right mouse click on the chart and select "data series"
2) In the data series window add another occurance of the chart data series
3) Change the added data series to the size tick bars you wish
4) Set the chart style to "Line On Close"
5) Change the line on close color to "transparent" to hide the data series
6) Set to Panel 1 (otherwise will create an empty panel)
7) Turn off the "Plot executions"
8) Click OK.

This will add the hidden data series to the chart. Note that the 10 minute bars will now have an unusual spacing (caused by the non time based tick bars), to change that, right mouse click on the chart and select "properties" and uncheck the selection "Equidistant bar spacing" and click OK.

With the hidden data series now available on the chart, you can add your SMA indicator. When added to the chart, change the indicators "input series" from the 10 minute bars to the tick bars and click OK.

I've attached an example showing 10 minute bars, a 100 period SMA based on the 10 minute bars (Red plot) and a hidden 500 tick bar series and a 100 period SMA applied to the 500 tick bars series (Gold plot).

To create an indicator, the indicator would need to add the tick series and then reference that tick data when calculating the SMA and then plotting when the 10 minute bars plots.

[frankduc]

This is really cool.

But i did included a 10 tick data into a 10 minutes chart and before i could see on my screen 15 days, now i only can see in the same screen 1 day, i have to scroll back to see the rest.

Any idea why? Could it be that my tick data cover only daily data and not overnight?

Even if i set 60 minutes and 1 minute instead on tick i cant see more than one day i cant shrink the chart i have to scroll back.

Thank you

[NinjaTrader_PaulH]

Hello frankduc,

Thanks for your reply.

I would suggest creating a new chart as changing the data series around may contribute to limiting the data view. One item I forgot to list was to set the days to load for the tick series to be the same number of days as the first chart series.

[frankduc]

Dont want to be annoying with that issue but i did as you tell and i still cant get more than 1 or 2 days at best.

The minute i add 1 minute or any other time frame even in a new chart my 15 days window chart is reduce to 1 or 2 days screen. Even if input days it still stuck to a 1 or 2 day chart.

thanks

[NinjaTrader_PaulH]

Hello frankduc,

Thanks for your reply.

Even though we have "hidden" the data series it will still impact the display from that standpoint of being able to display an amount of bars within the window. Adding the faster data series means that many more bars will be added (even though they are hidden the chart will still react as if they are displayed). It would be a display limitation when having multiple data series displayed. You may want to unhide the data series and move it to a new panel to help visualize what is happening.