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Time Duration of Volume Bars
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Time Duration of Volume Bars

  #1 (permalink)
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Gahanna, OH
 
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Time Duration of Volume Bars

I am developing a strategy that relies on Volume Bars. One addition that would help is an indicator that would plot the duration of each volume bar. Before I launch into developing it, I thought I better check to see if one is readily available. The idea is to filter out trades when the duration goes over a threshold, that is, when the market is relatively slow. Any help appreciated.

Thanks.

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  #2 (permalink)
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  #3 (permalink)
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For Ninja?

The timestamp for each bar is the end of the bar. So, to find the duration of a bar, you can approximate by taking Time[0] - Time[1], which will return a TimeSpan, which you can then query to get sec, min, hr, etc. I say approximate, because you do not know when the bar actually started.

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  #4 (permalink)
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I'll give it a try


aslan View Post
For Ninja?

The timestamp for each bar is the end of the bar. So, to find the duration of a bar, you can approximate by taking Time[0] - Time[1], which will return a TimeSpan, which you can then query to get sec, min, hr, etc. I say approximate, because you do not know when the bar actually started.

Thanks Asian. I'll give it a try; this approximation might be all I need. In the meantime if you run across something more precise, please post.

Cheers.

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  #5 (permalink)
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do also have a peep at

Bars.PercentComplete

or

BarsArray[0].PercentComplete

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  #6 (permalink)
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san ramon
 
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did you try this indicator Time histogram for tic, volume or range charts - NinjaTrader Support Forum

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  #7 (permalink)
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Yes, thanks



Yes, I did find that and, after a few tweaks, it fits just right.

Thanks.

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  #8 (permalink)
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Give a look also at this page.

Luke.

Take your Pips, go out and Live.
Luke.
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  #9 (permalink)
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Just in case someone trying out Indicator from link LukeGeniol gave..try latest one TimeHistogramSuite v1.22 from Saltminer.

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