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.
November 14th, 2017
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Volume based indicator. It has no period or parameters required. There is one option to show the Bar-Bar accumulation if desired but the default is the "summed" value. (integrated over time)
"The Volume Accumulation indicator combines volume and a price-weighting that attempts to show the strength of conviction behind a trend; the Volume Accumulation indicator might prove useful in uncovering divergences. The formula for the Volume Accumulation formula is shown below:
Volume x [Close - (High + Low)/2]
The formula only gives positive volume to the day if the close is higher than the midpoint of the high and low. If the close is towards the lower half of the range of the price action, then volume is negative for the day."
July 7th, 2016
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The [COLOR=#0066cc]Local Order Manager [/COLOR]has been designed to replace the internal NinjaTrader order management functions. It is based upon Unmanaged Order Management function. The goal is to create complex and flexible features that can easily be re-used, freeing the programmer of the strategy to focus upon the intended strategy and not getting bogged down with coding and debugging.
Rev 2:
Added: [FONT="]public [/FONT][FONT="]bool[/FONT][FONT="] GoShortLimit([/FONT][FONT="]int[/FONT][FONT="] m_SharesTraded,[/FONT][FONT="]double[/FONT][FONT="] m_Limit,[/FONT][FONT="]int[/FONT] [COLOR=#0066cc]Limit Order[FONT="] m_PositionNumber) - To handle true , Rather than STOPLIMIT[/FONT][/COLOR]
[FONT="]Added: [/FONT][FONT="]public [/FONT][FONT="]bool[/FONT][FONT="] GoShortLimit([/FONT][FONT="]int[/FONT][FONT="] m_SharesTraded,[/FONT][FONT="]int[/FONT][FONT="] m_LimitTicks,[/FONT][FONT="]double[/FONT][FONT="] m_RefPrice,[/FONT][FONT="]int[/FONT] [COLOR=#000080]Limit Order[FONT="] m_PositionNumber) - To handle true , Rather than STOPLIMIT[/FONT][/COLOR]
Added: [FONT="]public [/FONT][FONT="]bool[/FONT][FONT="] GoLongLimit([/FONT][FONT="]int[/FONT][FONT="] m_SharesTraded,[/FONT][FONT="]double[/FONT][FONT="] m_Limit,[/FONT][FONT="]int[/FONT][FONT="] m_PositionNumber) - To handle true Limit Order, Rather than STOPLIMIT[/FONT]
[FONT="]Added: [/FONT][FONT="]public [/FONT][FONT="]bool[/FONT][FONT="] GoLongLimit([/FONT][FONT="]int[/FONT][FONT="] m_SharesTraded,[/FONT][FONT="]int[/FONT][FONT="] m_LimitTicks,[/FONT][FONT="]double[/FONT][FONT="] m_RefPrice,[/FONT][FONT="]int[/FONT][FONT="] m_PositionNumber) - To handle true Limit Order, Rather than STOPLIMIT[/FONT]
Rev 3:
Added: [FONT="]public [/FONT][FONT="]void[/FONT][FONT="] SetStatsBoxVisable([/FONT][FONT="]bool[/FONT][FONT="] m_Stats)[/FONT]
Added: [FONT="]GoShortStopLimit() Functions, depreciated functions that are misleading[/FONT]
Added: [FONT="]GoLongStopLimit() Functions, depreciated functions that are misleading[/FONT]
Rev 4: 4/1/2012
Added: Various Trailing Stop fixes
Fix: [FONT="]PartialFills improvements[/FONT]
Experimental: Timer functions for future features
Rev 5: 4/15/2012
Fix: [FONT="]Major Stability Improvements, Partial Fills almost flawless[/FONT]
Experimental: Timer functions for future features improved
Rev 6: 7/25/2012 (Beta Release)
Fix: Major Stability Improvements, Partial Fills almost flawless
Fix: Timer functions for Good Until, detects fast replay and autodisables
Added: Good Until by Time & #Bars
Added: Trailing Stop DataSeries Driven
Added: GoLimitBracket
Added: GetFillQuantity
Added: Rejected Order handling (started)
Improved: Entry/exit functions added object to contain rules/handling
Experimental: Timer functions for future features improved
Added: Version ID Current LOM:02b.01b.01a.01.01b.02.01.01a.01.0.0.2
Rev 7: 9/26/2013 (Beta Release)
Update done by contributor, not fully integrated but available. Fix: Fixed a bug in dataseries based SetTrailingStop() in which the the wrong variable is used for calculating the tick offset. Changed: Changed the behavior of the dataseries based SetTrailingStop() such that it will remain triggered after the price has moved beyond the trail trigger ticks and retrace back. The previous implementation is such that the trailing stop will be active only when the price remains beyond the trail trigger ticks. Improved: Commented out the warning logs for non-value dataseries of the indicator based Trailing Stop. It is not necessary for trailing stop indicator to return a value for every bar. For example, a price action swing trailing stop indicator returns an update of a stop loss value after it makes a swing. Furthermore, it is more efficient to update the stop loss value as and when it is required.
Rev 8: 11/24/2014
Update done by contributor, not fully integrated but available. General: Rolled up many improvements into the latest build Added: Added new user contribution "SetStatsBoxVisable(bool m_Stats, string m_DebugString)" to enable and disable Stats box with Debugging String
Added: Version ID Current LOM:02b.01b.01b.01.01b.02a.01.01b.01.0.0.2
December 5th, 2014
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I know I have seen an indicator like this before on BMT, but I was asked to create this by someone recently so I figured I would post it for the rest of BMT. This indicator is meant for not time based bar types such as Renko or Range. It will report the average time of the bars over the last period in Sec. It will also present the time of the current bar for comparison. If the Sec are less than the alarm limit, it will paint that bar Green and a gray strip into the primary chart.
Summary:
Red Trace: Average time in Bars/Sec over period
Light Blue: Time of current bar in seconds
Green/Gray Strip: Alarm limit reached
This is the initial release of a NinjaTrader CORREL factor function. This function is similar to Excel's CORREL function but it allows you to find the correlation factor between two indicators as a function of time over a defined period.
February 26th, 2014
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MACHINE LEARNING Indicator: this has been placed in the Strategies as it is intended to function with an AI system. Other AI users may find this indicator useful.
This Indicator was designed to use for Logistic Regression classification. This indicator is not optimized as it is only useful on Historic Data. The goal is to start at the newest historic point and work backwards to determine if a trade should have been made.
You can use this indicator real time and you can see it repaint. Not sure it is useful but brings a different perspective on the price action. It is based upon the "PriceActionSwing" indicator.
This indicator should export the following dataseries: Classification: Current -1.0 = short, 0.0= Chop/sideways, 1.0 = Long SwingPoint: 1 if at a high point, -1 at a low point, 0 otherwise; Mainly used to compute other values BarsToSwing: Number of bars to the next swing point, indicates length of time for trend/chop TicksProfitAtSwing: The number of Ticks of profit between the current point and the next Swing Point (potential profit), negative for short, positive for long ticks
October 26th, 2018 12:05 AM calhawk01 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 p
roduced using this bar type to “reconstruct” the tape. Jigsaw and other “reconstructed tapes” almost have identical valu
es as the values that are being produced using this bar type. There is not “magical” reconstruction of the tape. All tha
t 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 sc
June 1st, 2018 11:17 PM marianfed thankyou ..
November 15th, 2017 10:28 AM NJAMC Thanks, I am not sure and I don't think we are retail traders get enough information in the stream to know what orders a
re 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.
November 14th, 2017 09:50 PM tradingon thankyou .... wonder how many other values need reassembling
September 22nd, 2023 09:10 PM jayhawk thanks for this! Saved me a bunch of time since I have no experience with ninjascript, and helped me learn a little more
along the way.
June 9th, 2022 02:34 AM mwf2220 great - thanks
September 15th, 2021 08:47 AM kashmiami
May 25th, 2020 07:13 PM bcomas Thanks, good indicator