Would I accomplish this by adding a Seconds time frame, and then accumulating the orders? If so how can I know to accumulate the ticks from start to finish of each bar?
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Hello brucelevy,
Thanks for your post.
You could count the orders that occur any number of ways depending on where in your code you want to reference the orders. I typically recommend using OnExecution() to base anything off of order executions.
You can see a sample of how to monitor this method and perform logic based on executions here:
If you want to accumulate the ticks from each bar you could just add a 1-tick series and then increment an integer on each tick that comes in(although I think that adding a Seconds series would be more useful as a measure of time). A similar concept could be applied to count your orders.
Code:protected override void Initialize() { Add(PeriodType.Tick,1); } private int tickCounter; protected override void OnBarUpdate() { if(CurrentBars[1]<1)return; if(BarsInProgress==0 && FirstTickOfBar) tickCounter=0; if(BarsInProgress==1) { tickCounter++; Print("There have been "+tickCounter+" ticks in this candle"); } }
https://ninjatrader.com/support/help...to_output_.htm
https://ninjatrader.com/support/help...ustomevent.htm
You can read more about the Timer class at the following public MSDN link:
https://docs.microsoft.com/en-us/dot...ramework-4.7.2Last edited by NinjaTrader_JoshG; 03-06-2019, 12:42 PM.Josh G.NinjaTrader Customer Service
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