How should I approach measuring the time span for price to change?

[PaulMohn]

NinjaTrader_ChelseaB thanks for this code
UpDownTickTest_NT8.zip

https://forum.ninjatrader.com/forum/ninjatrader-8/indicator-development/1279732-updown-tick-delta-calculation?p=1280049#post1280049

I'm interested in using Chris snippet with yours

https://forum.ninjatrader.com/forum/ninjatrader-8/strategy-development/1069212-get-speed-of-price-change?p=1069228#post1069228

Yours shows these lines 143-150 of interest

double price = BarsArray[1].GetClose(whatBar);

// This is where we decide what index to use
int whatBar = useCurrentBar ? CurrentBars[1] : Math.Min(CurrentBars[1] + 1, BarsArray[1].Count - 1);

// This is how we get the right tick values
double volume = BarsArray[1].GetVolume(whatBar);
double price = BarsArray[1].GetClose(whatBar);

if (price > BarsArray[1].GetClose(whatBar - 1) || (price == BarsArray[1].GetClose(whatBar - 1) && up))
{


Chris's snippet of interest

private Stopwatch stopWatch = new Stopwatch();

protected override void OnMarketData(MarketDataEventArgs marketDataUpdate)
{
stopWatch.Stop();

TimeSpan ts = stopWatch.Elapsed;
Print(String.Format("{0:00}:{1:00}:{2:00}.{3:00}",
ts.Hours, ts.Minutes, ts.Seconds,
ts.Milliseconds / 10));
stopWatch.Reset();
stopWatch.Start();
}

How should I approach measuring the time span for price to change?

I checked how stopwatch timer work

https://youtu.be/j6OE6BJiCf0?t=253

https://stackoverflow.com/questions/60616501/how-do-i-compare-the-time-elapsed-against-a-condition

https://ironpdf.com/blog/net-help/csharp-stopwatch-guide/

https://www.c-sharpcorner.com/UploadFile/f9f215/stopwatch-simple-performance-measurement-tool/

But not sure how to apply this knowledge to current case

[NinjaTrader_ChelseaB]

Hello PaulMohn,

The example from Chris is measuring how much time has elapsed from one market up date the to next.

This thread is about using a 1 tick series in OnBarUpdate to collect volume similar to the Volumetric bars with UpDownTick selected.

What are you trying to accomplish?

[PaulMohn]

Accomplish this
measuring how much time has elapsed from price change up and/or down, same as the OP bc24fl here

https://forum.ninjatrader.com/forum/ninjatrader-8/strategy-development/1069212-get-speed-of-price-change#post1069212

How can the stopwatch do this with your example?

double price = BarsArray[1].GetClose(whatBar);

if (price > BarsArray[1].GetClose(whatBar - 1) || price < BarsArray[1].GetClose(whatBar - 1))


I thought of this but still not sure

double price = BarsArray[1].GetClose(whatBar);

if (price > BarsArray[1].GetClose(whatBar - 1) || price < BarsArray[1].GetClose(whatBar - 1))
{
// measure time elapsed for price to uptick or downtick
}

[NinjaTrader_ChelseaB]

Hello PaulMohn,

I've moved this to a separate thread as this is not on the same topic of the other thread.

Using a stopwatch (for real-time only and not historical), you could use in the CalculateValues() method under where price is declared:

if (State == State.Realtime && price != BarsArray[1].GetClose(whatBar - 1))
{
stopWatch.Stop();

TimeSpan ts = stopWatch.Elapsed;
Print(String.Format("{0:00}:{1:00}:{2:00}.{3:00}", ts.Hours, ts.Minutes, ts.Seconds, ts.Milliseconds / 10));
stopWatch.Reset();
stopWatch.Start();
}