1 Tick Renko chart with added 1 Tick Volume dataseries

[tulanch]

I have a 1 Tick Renko chart (no gap bar) and have added in a 1 Tick Volume dataseries. All is working fine.

I assume the following is correct:

The base bar (1 Tick Renko) reports volume in contracts traded and the 1 Tick Volume reports volume in trades.

I also have CalcculateOnBarClose = false so all ticks are processed


My question is about timing/reporting of volume.

Can I correctly assume the contracts traded (volume from 1 Tick Renko) report/trigger first followed by the 1 Tick Volume (trade volume) because the base of the chart is 1 Tick Renko? And if that is true, to get the traded volume for the 1 Tick Volume tick, I should be able to calculate a delta volume in the 1 Tick Renko loop/if/area/case that would be represent the traded volume (taking FirstTickOfBar into consideration as required)?

Is this the above true?

[NinjaTrader_PatrickH]

Hello tulanch,

Thank you for your post.

As both of these are 1 Tick based they will update in OnBarUpdate() with the primary series first and then the secondary series as they are the same instrument.

Both report Volume in the same manner, the number of contracts traded. If you are looking for an update on the volume intra-bar no matter the bar series you may wish to use OnMarketData(): http://www.ninjatrader.com/support/h...aeventargs.htm

Please let me know if I may be of further assistance.

[tulanch]

Sorry I miss lead you, 1 Tick Range bar chart is the primary and a plain old 1 Tick bar chart is the secondary. Also I am only focused on futures contracts.

I think the following is correct, just want to make sure I have this down logically...(my question follows)

example 1.) price remains same, 1 trade, volume = 10

1 bar Range (primary)
bar volume = 10 (since price did not move )

1 bar Tick
bar volume = 1

example 2.) Price moves 2 ticks/pricepoints from initial price, same 1 trade volume = 10

2 bars - Range (primary)
bar 1 volume = x
bar 0 volume = 10-x

1 bar - 1 Tick
bar volume = 1


In the second example.... will the Range bar1 and bar0 trigger/report/print first before the 1 tick secondary data series register the event?

[NinjaTrader_PatrickH]

Hello tulanch,

Thank you for your response.

The primary series would print first and then the secondary series. So Range and then Tick.