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Time of x ticks bar
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Time of x ticks bar

  #1 (permalink)
Trading Apprentice
Bangkok Thailand
 
Futures Experience: Intermediate
Platform: IB, MC
Favorite Futures: Forex, CL, ES
 
Posts: 22 since May 2016
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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)
Market Wizard
Hamburg Germany
 
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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, CL, ES
 
Posts: 22 since May 2016
Thanks: 10 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)
Market Wizard
Hamburg Germany
 
Futures Experience: Advanced
Platform: Multicharts, Tradestation, Multicharts.NET, NinjaTrader, MetaTrader
Broker/Data: DTN IQ
Favorite Futures: ES
 
Posts: 1,410 since Apr 2013
Thanks: 220 given, 801 received
Forum Reputation: Legendary

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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  #6 (permalink)
Trading Apprentice
Coldspring, TX
 
Futures Experience: None
Platform: NinjaTrader
Favorite Futures: Forex
 
Posts: 1 since Jul 2017
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Here's something that may Help

I use Ninja Trader and I crossed this problem before. I can't say I ever made any use out of it but maybe you can (and then give it back to me). I put a screen shot in an attachment. This is using an overlay on my chart and then changing one chart from "Time" to "Ticks" so that I have both of them on one chart for comparison. I wondered if one chart would show a pattern that the other one didn't but I never managed to use it on anything myself.
.................

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Time of x ticks bar-2017-07-20_9-47-43.jpg  
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