Indicators with time based primary series and tick based secondary

[BraisedInBlue]

I am struggling to find the answers on my own, but hopefully have a simple question for the forum.

When developing an indicator that requires a secondary 1 tick series, is it possible to get this indicator to display on a time series graph (And display more then one time candlestick).

When I load a chart with my primary series and the 1 tick secondary, you can't get the X axis to display reasonably (it clamps to the 1 tick resolution), when I really dont want to view anything with that granularity. Everything needs to be viewed in the time domain of the primary bar (say 5 minute candlesticks). Is what I am trying to achieve possible? If you put both a 5 minute and 1 tick series in the same chart you are stuck at the 1 tick resolution and cannot zoom out.

[BraisedInBlue]

Just to give the example, here is a screenshot.


The goal is that I need access to 1 tick volume data for the indicator, but it needs to overlay onto the 5 minute bar.

Now, is it just that the chart doesnt need the secondary series added to it in order for the indicator to load it?

I use continuum for my data provider and I thought they provided access to historical tick data..... Unfortunately, tick replay isn't an option because the results change slightly when using tick replay vs. running through market replay. I was hoping to solve this by using a 1 tick secondary series, but it looks like the historical data section is processing slightly different (results are slightly different).

The only way I can test this is by processing live data, then refresh the chart with historical data. The differences are slight, but do exist. So when I compare live data (filled with historical I am assuming) vs. tick-replay vs. market replay I am getting three slightly different answers. I just want to make sure this is a caveat of dealing with these different data sources. I was hoping 1 tick data would eliminate any of these minor nuances.....

[NinjaTrader_Kate]

Hello BraisedInBlue,

Thank you for your reply.

When you are using an indicator with a secondary 1 tick data series added with AddDataSeries(), the series is added behind the scenes and will not appear on the chart. It's not necessary to add the same data series to the chart itself. Adding the data series to the chart would zoom in as you've described, but you don't need to add the data series to the chart since the strategy will get that data and not need to have it rendered.

Depending on the data you're getting from the 1 tick series, you may need to turn on Tick Replay to get that data historically.

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

Please let us know if we may be of further assistance to you.

[BraisedInBlue]

I think I have been able to narrow down the differences coming from how data beyond the range specified (specify the start date and number of days to load) loads. I probably need to implement a session Iterator interface so I can better control the window of data being used so I can better ensure consistency.

Thanks for the quick response.