Hello all,
I'm working on developing an automated strategy using tick charts from the ES. I've exported some historical tick data from the NT export historical data dialog (using "last" as the export preference), and am now trying to reconstruct the ES chart from the raw data in another environment - however, I'm having a hard time getting the candles on my reconstruction to mirror the ones printed on my chart in NinjaTrader. If I'm using a 2000 Tick chart in NT, my assumption is that if I group the raw data into sets of 2000 and find the OHLC values within each grouping, that I'd get the same chart as on NT, but it's not turning out that way... Curious if I'm missing a step, or if there's some piece of the puzzle I haven't taken into consideration - thanks very much for your help!
I'm working on developing an automated strategy using tick charts from the ES. I've exported some historical tick data from the NT export historical data dialog (using "last" as the export preference), and am now trying to reconstruct the ES chart from the raw data in another environment - however, I'm having a hard time getting the candles on my reconstruction to mirror the ones printed on my chart in NinjaTrader. If I'm using a 2000 Tick chart in NT, my assumption is that if I group the raw data into sets of 2000 and find the OHLC values within each grouping, that I'd get the same chart as on NT, but it's not turning out that way... Curious if I'm missing a step, or if there's some piece of the puzzle I haven't taken into consideration - thanks very much for your help!
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