Range Bar Difference

[durdcash]

Hello All,

I am looking to find a way to create a custom range bar or directed towards one if it already exists. From what I can see the range bar on ninjatrader is different from the one that I used to use on think or swim. I understand data can be different and that people are always concerned about inaccurate price when bucketing with these bars. Generally its what a few ticks off? This is not a concern for my strategy if that's what it is.

On think or swim you have range bars and then are able to choose aggregation type: range, time interval: I use 30 days, and then price range: I use anything from 20-25 ticks depending on what contract I am trading, sometimes even more to bump the ATR. Then it looks like it pulls the ATR if I am not mistaken and generally it pulls at about $5 when I am running MNQ. So if I am not mistaken, it then makes each bar based of that ATR. Is there a way to have this coded over to ninjatrader so I can run it on here. Everything I have found is not even remotely close because the ones I have seen on ninjatrader take way too many trades vs the one on think or swim when it is the same parameters on both for entering and exiting trades.

Any help would be greatly appreciated!

[NinjaTrader_BrandonH]

Hello durdcash,

Thanks for your post.

It is likely that you will need to make a custom Range bar to meet your needs.

That said, please see our educational strategy/indicator material linked below which will help you get started with learning how to develop custom NinjaScripts.

Educational Resources section of the Help Guide to help you get started with NinjaScript. This section of the help guide contains tutorials you could follow along with.
https://ninjatrader.com/support/help..._resources.htm

If you are new to C#, to get a basic foundation for the concepts and syntax used in NinjaScript I would recommend this section of articles in our help guide first:
https://ninjatrader.com/support/help...g_concepts.htm

And the MSDN (Microsft Developers Network) C# Language Reference.
https://ninjatrader.com/support/help...erence_wip.htm

You can also contact a professional NinjaScript Consultant who would be eager to create or modify this script at your request or assist you with your script. The NinjaTrader Ecosystem has affiliate contacts who provide educational as well as consulting services. If you would like our NinjaTrader Ecosystem team to follow up with you with a list of affiliate consultants who would be happy to create this script or any others at your request, please reach out to VendorSupport[@]ninjatrader.com.

Let us know if we may assist further.