number of ticks per (time) bar

[Bull87]

Can someone help me with an indicator for NT8 that counts the number of ticks in any given time bar (minute, day etc)

Thanks

[NinjaTrader_ChelseaB]

Hello Bull87,

Welcome to the NinjaTrader forums!

The Bars.TickCount will have the number of ticks in the bar.

https://ninjatrader.com/support/helpGuides/nt8/tickcount.htm

Or you can add a 1 tick series and have a counter incremented on each bar update for that series.

https://ninjatrader.com/support/helpGuides/nt8/adddataseries.htm

https://ninjatrader.com/support/helpGuides/nt8/barsinprogress.htm

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/104533-strategy-builder-syntax?p=812260#post812260

[trymph]

@Chelsea .............I found you have worked on the tick counter...............wondering if you can further develop this indicator to give a net between # of ticks up - # of ticks down. or even volume up/down ticks netted........some call this net "delta" when referring to the "footprint" indicator/study.

btw does NT do footprint studies because ultimately I'd like to get a ratio of delta up/down tick over delta footprint as a fresh indicator? OR even put each on a single subchart under a price chart for 5 & 1 minute bars?

Thanks
Bruce

[NinjaTrader_Jim]

Hello Bruce,

Chelsea is out of the office at this time.

Delta is calculated with our Order Flow tools, and can be calculated with bid/ask and up/down ticks.

Volumetric Bars and our Order flow Volume Profile scripts may suit your need.

If you need to access these values programmatically, you can use Volumetric Bars for this purpose.

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?order_flow_volumetric_bars2.htm

More information on there tools can be found below:

https://ninjatrader.com/Order-Flow-Trading

https://ninjatrader.com/support/helpGuides/nt8/order_flow_plus.htm

[heikenashi1]

He is asking for Tick Volume as in it looks like volume but instead is tick count. Chelsea & Jim can you help with this? Pretty please.

[NinjaTrader_ChrisL]

Hi heikenashi1, thanks for posting. I found this example that may be helpful:

https://forum.ninjatrader.com/forum/ninjascript-file-sharing/ninjascript-file-sharing-discussion/30661-measuring-trade-intensity-with-the-free-pace-of-tape-indicator/page2