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Tick Bar Duration
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Tick Bar Duration

  #1 (permalink)
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Tick Bar Duration

Using Tradestation.

Need some help with displaying the duration of a Tick Bar as an indicator.
I.E I want to know how long it took for a each bar on a tick chart to complete: it will obviously be different for each bar e.g. 120secs, 180 secs, 20secs etc etc.

I can use the Time reserved word to work out the time each bar closed, but not sure how to convert that to seconds and also to find out what time the bar opened, in order to work out the elapsed time.

Hope someone can help.

Many Thanks

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  #2 (permalink)
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  #3 (permalink)
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jitasb View Post
Using Tradestation.

Need some help with displaying the duration of a Tick Bar as an indicator.
I.E I want to know how long it took for a each bar on a tick chart to complete: it will obviously be different for each bar e.g. 120secs, 180 secs, 20secs etc etc.

I can use the Time reserved word to work out the time each bar closed, but not sure how to convert that to seconds and also to find out what time the bar opened, in order to work out the elapsed time.

Hope someone can help.

Many Thanks

TradeStation doesn't support second resolution, you would need to use MultiCharts.

Mike

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  #4 (permalink)
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jitasb View Post
Using Tradestation.

Need some help with displaying the duration of a Tick Bar as an indicator.
I.E I want to know how long it took for a each bar on a tick chart to complete: it will obviously be different for each bar e.g. 120secs, 180 secs, 20secs etc etc.

I can use the Time reserved word to work out the time each bar closed, but not sure how to convert that to seconds and also to find out what time the bar opened, in order to work out the elapsed time.

Hope someone can help.

Many Thanks

You can pull the time in seconds it took to draw a tick bar by using the time pulled from you computer via the "ComputerDateTime" call. The following code should work with intrabarpersist disabled. The variable "LastDuration" will hold the time in seconds it took the last bar to form.


 
Code
variables:
   MyTime(0),
   LastDuration(0),
   MyCurrentBar(0);
   
   
   If ( CurrentBar > MyCurrentBar ) Then
    Begin
      MyCurrentBar = CurrentBar;
      MyTime = ComputerDateTime;
    End;
 
   LastDuration = SecondsFromDateTime( ComputerDateTime - MyTime[1] );

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  #5 (permalink)
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this code is very helpful. Also on a similar quest in Tradestation. It does a great job of posting real time. Does anyone know a way of Storing that data in case of chart reload etc?

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  #6 (permalink)
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greenroomhoo View Post
this code is very helpful. Also on a similar quest in Tradestation. It does a great job of posting real time. Does anyone know a way of Storing that data in case of chart reload etc?

For historical bars (and even real time bars) I think you should just compare Close-to-Close times to find the duration.

Mike

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2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
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  #7 (permalink)
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Bar duration for the historical data


Big Mike View Post
For historical bars (and even real time bars) I think you should just compare Close-to-Close times to find the duration.

Mike

Can someone help me with this simple code pls.
I am collecting the data in seconds between each bar with the suggested code.
But it only plots that data starting from the time I put that indicator on the screen.
Obviously, close-to-close comparison should be done.
But I am inexperienced to do that simple change.


variables:
MyTime(0),
LastDurationSeconds(0),
LastDurationMinutes(0),
TotalSeconds(0),
MyCurrentBar(0);


If ( CurrentBar > MyCurrentBar ) Then
Begin
MyCurrentBar = CurrentBar;
MyTime = ComputerDateTime;
End;

LastDurationSeconds = SecondsFromDateTime( ComputerDateTime - MyTime[1] );
LastDurationMinutes = MinutesFromDateTime( ComputerDateTime - MyTime[1] );
TotalSeconds = LastDurationSeconds + (60 * LastDurationMinutes);
Plot1 (TotalSeconds, "Last Duration")

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  #8 (permalink)
Site Administrator
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eyagan View Post
Can someone help me with this simple code pls.
I am collecting the data in seconds between each bar with the suggested code.
But it only plots that data starting from the time I put that indicator on the screen.
Obviously, close-to-close comparison should be done.
But I am inexperienced to do that simple change.


variables:
MyTime(0),
LastDurationSeconds(0),
LastDurationMinutes(0),
TotalSeconds(0),
MyCurrentBar(0);


If ( CurrentBar > MyCurrentBar ) Then
Begin
MyCurrentBar = CurrentBar;
MyTime = ComputerDateTime;
End;

LastDurationSeconds = SecondsFromDateTime( ComputerDateTime - MyTime[1] );
LastDurationMinutes = MinutesFromDateTime( ComputerDateTime - MyTime[1] );
TotalSeconds = LastDurationSeconds + (60 * LastDurationMinutes);
Plot1 (TotalSeconds, "Last Duration")

You don't want computer time. You want bar time (Time[0] and Time[1]).

So maybe SecondsFromDateTime(ELTimeToDateTime(Time[1]) - ELTimeToDateTime(Time[0]))

untested.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

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