Determining Tick Bar "Speed"

[sgordet]

Is there a way that I can determine the average time of tick bars over an arbitrary number of bars, e.g., 5 bars or 10 bars?

I would like to be able to use this analogously to the way that we use ATR for time-based bars. I'm not looking for a graph--just the numbers. Ideally, I would be able to view them in a Market Analyzer window.

My goal is to be able to adjust the size of the tick bars to make them congruent, on a particular day, to specific time periods, e.g., 5 minutes or 15 minutes.

[NinjaTrader_ChrisL]

Hi sgordet, thanks for your post.

A custom indicator would need to be made to calculate the average time of bars over a certain period. This would mean an indicator similar to the SMA would be made where it performs a moving average over the Time[] array instead of the numeric input. The NinjaTrader Ecosystem contains software consultants that you can hire to make this.

If I can assist any further please let me know.