Datafeed manipulation and plotting...

[fxRichard]

Coming back to this post I made 8 years ago Wondering if things have changed..

Is it possible to adjust the incoming datafeed somehow so tick data does not have flat spots? What I mean by this is adjust price so it doesn't look like this...

       ____
\___/       \______             ______
                          \______/

and make it look like this...

/\/\/\         /\/\/
       \/\/\  /
             \/

It's kind of hard to explain, I can do so with pictures if necessary but hopefully this makes sense, the difference in the second example is there are no flat spots in the price. My datafeed pushes these flat spots through however I need to filter them out, does NT7 or NT8 support this even if I have to write an indicator or anything along those lines to do so, I also need to make sure whatever solution in place affects the indicators as well, meaning their calculations are based off of what is actually shown with no flat spots.

The other option is to write my own feed adapter that connects to FXCM and filters out these flat spots. My concern is I only want to use it for charting and not have to implement trading etc through it.

[NinjaTrader_PatrickH]

Hello fxRichard,

Thank you for your post.

This would require developing a custom bar type.
In NinjaTrader 8 we have details at the following link: http://ninjatrader.com/support/helpG.../bars_type.htm
In NinjaTrader 7 it would require reviewing the @BarTypes.cs under Documents\NinjaTrader 7\bin\Custom\Type.

[fxRichard]

Wow, thanks for the extremely fast feedback and response. Much appreciated!

[fxRichard]

Everything seems to be working when using the BarsTypes however I get one issue.

If I set

BarsPeriod = new BarsPeriod { BarsPeriodType = BarsPeriodType.Tick };
BuiltFrom	   = BarsPeriodType.Tick;

I get the following warning in the log:

Multiple bars with the same BarsPeriodType were found. Ignoring NinjaTrader.NinjaScript.BarsTypes.TickBarsType

The new bars types works however because of this warning now my standard "tick" bars are missing. Can I have two bars types that both use the ParsPeriodType.Tick for their backing?

[NinjaTrader_PatrickH]

Hello fxRichard,

Thank you for your response.

You would not be able to define your object as BarsPeriodType.Tick as that object already exists.
For example you would need to use something like the following:

BarsPeriod = new BarsPeriod { BarsPeriodType = (BarsPeriodType) 15, BarsPeriodTypeName = "MyCustomBarsType(15)", Value = 1 };