Difference between tick, range versus min bars

[michi08]

michi,

Could you perhaps use a volume indicator like Volume Up/Down to check that each bar has the same volume. I definitely see what you are seeing as unusual in your chart screen shots, but I am unable to replicate on my end.

One thing to keep in mind is that there is a know issue with IB where they can sometimes have volume spikes. This has to do with the TWS API and there is not anything NT can do about it.

Here is a link to a forum on this topic : http://www.ninjatrader.com/support/f...t=25700&page=6

Please let me know if I may assist further.

Hi Adam
you where a little bit faster then me, check my new post please.

thank you
michael

[michi08]

I was wondering, is it a data or a charting problem. It is a charting problem!!!!
See screenshots.
1. I left this chart running and plots great.
2. I switched to an other instrument and back and surprise, chart is a complet mess.

[NinjaTrader_AdamP]

michi,

Could you perhaps use a volume indicator like Volume Up/Down to check each bars volume. I definitely see what you are seeing as unusual in your chart screen shots, but I am unable to replicate on my end.

One thing to keep in mind is that there is a know issue with IB where they can sometimes have volume spikes. This has to do with the TWS API and there is not anything NT can do about it.

Here is a link to a forum on this topic : http://www.ninjatrader.com/support/f...t=25700&page=6

Please let me know if I may assist further.

[michi08]

Still not working well

Hi

I still have the same problem like before. What really bothers me is that it is only the AUDUSD and the USDCHF instrument. Like you can see in the screenshot the diamonds in the tick chart and the minute chart are at the same place, but the candelsticks are not. I would really appreciable any help.

I do record data from IB and I do it like this. I have simply 2 chart windows, one with instruments EURUSD and AUDUSD 1 min. and the other one with instrument GBPUSD and USDCHF 1 min.


Thanks
michael

[NinjaTrader_AdamP]

michi08

Thanks for your note.

You could delete the files for them in My Documents / NinjaTrader 7 / db / tick, then re-download the historical information for the charts using the Historical Data Manager accessible in the tools menu. It may just be some issue with the historical data.

Please let me know if I may assist further.

[michi08]

Michael,

Tick and range bars are not time dependent, as such they will not match up with minute time frames. Essentially, range bars only take into consideration price, and tick bars are closed once a certain number of ticks come in. Ticks are not always equally spaced in time.

Here is a link to more information on range bars : http://www.investopedia.com/articles...#axzz1eMS3A7vt

Please let me know if I may assist further.

Hi Adam

Thanks for your reply. I know the difference between tick, range and time bars.
I'm collecting my tick data from IB and I took another look at my "Data record system" and found out that the instrument usdchf and (not so much) audusd has several jumps in the tick chart, it looks like it is 300tick bar on a 50 tick chart and I think thats the problem. All other instruments do not have that problem. How can it be and how can I resolve that.

thanks

[NinjaTrader_AdamP]

Michael,

Tick and range bars are not time dependent, as such they will not match up with minute time frames. Essentially, range bars only take into consideration price, and tick bars are closed once a certain number of ticks come in. Ticks are not always equally spaced in time.

Here is a link to more information on range bars : http://www.investopedia.com/articles...#axzz1eMS3A7vt

Please let me know if I may assist further.

[michi08]

Today I found a big difference between tick, range versus minute bars and i don't know why. see screenshot usdchf and audusd.
It is the first time I see that and I asking myself, do I collect the data in the wrong way? see sreenshot.

Appreciate any help
thank you and regards
michael