Ticks in a historical bar.

[higler]

How can I determine the number of ticks in a historical bar on a one minute chart (for example)?
Thank you.

[NinjaTrader_ChelseaB]

Hello higler,

To find the amount of ticks from the high to the low.

(High[0] - Low[0]) / TickSize

[higler]

I am trying to determine how many trades (ticks) occurred on a historical bar. I don't think the calculation provided will give me what I am looking for. Thank you.

[NinjaTrader_ChelseaB]

Hi higler,

I understand. You are not looking for the number of ticks for the size of that bar, you are wanting the volume from that bar.

Print(Volume[0]);

The Volume dataseries has the volume for each bar.

Below is a link to the help guide on Volume.
http://ninjatrader.com/support/helpG...t7/volume2.htm

[higler]

I think that I am not being clear. From the NT help, "A Tick bar is based on a specific number of trades (ticks)." I am using a minute bar but want to know how many ticks (trades) occurred in a historical minute bar. I am trying to get something equivalent to Bars.TickCount that can be applied to a historical bar instead of just the current bar. The number or trades (ticks) in a bar is usually different than volume because one trade (tick) can be of more than one contract or share.

[NinjaTrader_ChelseaB]

Hello higler,

The volume represents the number of contracts that were traded during that bar.

Try adding the VOL indicator to a chart. Is this not the information you are looking for?


If you want a tick counter instead of using the volume (number of contracts traded) for a time based bar, you would need to add a secondary series to your script of 1 tick and then count each tick.

A int variable would be used as a counter. This counter would increment when BarsInProgress is equal to 1 (so this only increments on the tick series). After a primary bar closes, save this value from the counter to a custom data series synced with the primary bar series and then reset the counter.

Add - http://ninjatrader.com/support/helpGuides/nt7/add3.htm
BarsInProgress - http://ninjatrader.com/support/helpG...inprogress.htm
DataSeries - http://ninjatrader.com/support/helpG...ries_class.htm

[higler]

Thanks. I was afraid it would be something like that. I was hoping for something simple like Bars.TickCount[6] to give me the tick count of a bar six bars back.