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TickBarsReassembled V0.1 5 *
This is a first test of a TickBarChart style that will reassemble ticks at the same time and price into a single tick. This is really the same order but split up so it doesn't look like a big print.

I have only tested this chart on a ticksize of 1 (seems to make the most sense to me anyway) and putting it here for others to review.

You can see in the image the shaded area that combined all the ticks from the regular TickChart into a single tick. This is because all the ticks in the tape were at 18:37:43.093 with an open of 55.08. This was merged to a single tick of volume 20.


Category NinjaTrader 8 Indicators and More 
 
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Details: TickBarsReassembled V0.1
Category: NinjaTrader 8 Indicators and More 


November 14th, 2017
Size: 1.38 KB
Downloaded: 167 times
Comments/ratings
5 * tradingon November 14th, 2017 09:50 PM
thankyou .... wonder how many other values need reassembling
5 * NJAMC November 15th, 2017 10:28 AM
Thanks, I am not sure and I don't think we are retail traders get enough information in the stream to know what orders are split and simply have different time stamps. Statistically, if you get a few orders at the same exact time stamp, it is likely the same market player. This will at-least help find "BIG PRINTS" which are being hidden by splitting up the orders.

If you know of other ways to tie orders together let me know and I will see what I can do.
4 * marianfed June 1st, 2018 11:17 PM
thankyou ..
5 * calhawk01 October 26th, 2018 12:05 AM
THAnk you making this

I’m trying to leverage this bar type for a custom indicator. I’m basically trying to obtain the volume values that are produced using this bar type to “reconstruct” the tape. Jigsaw and other “reconstructed tapes” almost have identical values as the values that are being produced using this bar type. There is not “magical” reconstruction of the tape. All that these guys are doing is summing the trades with the same time stamp.

How can I call this bar type in an indicator? It doesn’t seem to be the option as a bar type for some reason in ninja script.

 
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