Bar Range and each Cluster

[YevhenShynkarenko]

Hello!
Having some interesting question!
I want to compare ticks in each price of the bar. I know the algorithm (on paper), but I don't know how to program it.

The main idea is:
I need to create something like data series or else for each bar on 5 min chart (for example).
In the diapasone of the high-low bar I need to calculate how many ticks was on each price of the bar range.
And in end - summ all this ticks by each price (or cluster) and get those values.

Can somebody help me with advice how to create it?
Big thanks!

[NinjaTrader_PatrickH]

Hello YevhenShynkarenko,

Thank you for your post.

You would need add in a secondary series for the 1 Tick bars. You would then need to store the ticks per price per bar in what would likely be a multi-dimensional array: https://msdn.microsoft.com/en-us/library/2yd9wwz4.aspx

There may be other means to achieve this but I would leave that to our Forum members to advise on if they know of any.

Please let me know if you have any questions.

[YevhenShynkarenko]

Hello YevhenShynkarenko,

Thank you for your post.

You would need add in a secondary series for the 1 Tick bars. You would then need to store the ticks per price per bar in what would likely be a multi-dimensional array: https://msdn.microsoft.com/en-us/library/2yd9wwz4.aspx

There may be other means to achieve this but I would leave that to our Forum members to advise on if they know of any.

Please let me know if you have any questions.

Thanks for reply!
Maybe you can give me some example?
I'm not a very good in programming (knowing only simple things), but if I will have example I can do something with it.
Thanks!

[NinjaTrader_PatrickH]

Hello YevhenShynkarenko,

Thank you for your response.

This would be outside the scope of what we could support here. If you need assistance in programming you may wish to contact our affiliate NinjaTrader Ecosystem to inquire on their NinjaScript Consultant partners: http://ninjatraderecosystem.com/