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Time of x ticks bar
Started: by TraderWalrus Views / Replies:170 / 4
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Time of x ticks bar

  #1 (permalink)
Trading Apprentice
Bangkok Thailand
 
Futures Experience: Intermediate
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Time of x ticks bar

In case of using bars of 100 ticks each (for example) - how is it possible to find the time difference between the current and previous bar?

The Time() function only returns hours and minutes. Is there a way to get the time of the previous bar with an accuracy of seconds?

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  #2 (permalink)
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  #3 (permalink)
 Vendor: abctradinggroup.com 
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TraderWalrus,

"Time_s" is time accurate to seconds, "DateTime" would even give you millisecond accuracy.

Regards,

ABCTG

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  #4 (permalink)
Trading Apprentice
Bangkok Thailand
 
Futures Experience: Intermediate
Platform: IB, MC
Favorite Futures: Forex
 
Posts: 21 since May 2016
Thanks: 9 given, 5 received

I tried to use time_s - time_s[1] to get the difference in seconds between the current and the previous bar, it works as long as both bars are in the same minute.

Any easy way to calculate this difference when the bars are in different minutes / hours? is it possible to convert the value returned by time_s to seconds since midnight for example?

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  #5 (permalink)
 Vendor: abctradinggroup.com 
Hamburg Germany
 
Futures Experience: Advanced
Platform: Multicharts, Tradestation, Multicharts.NET, NinjaTrader, MetaTrader
Broker/Data: DTN IQ
Favorite Futures: ES
 
Posts: 1,232 since Apr 2013
Thanks: 199 given, 693 received

Futures Edge on FIO
TraderWalrus,

you can't just subtract these time values without running into the issue you describe - it would be the same for "Time - Time[1]". One approach is to use the TimeToSeconds function to convert the time to seconds (for both time values) and then build the difference between seconds.
Keep in mind that you might get negative times in case the previous bar is on the previous day, while the current bar is on the current day.

Regards,

ABCTG

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