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Automatic Range Bars in Ninjatrader
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Automatic Range Bars in Ninjatrader

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Elite Member
Chesterfield MO
 
Futures Experience: Advanced
Platform: Ninja
Broker/Data: AMP & TD Ameritrade
Favorite Futures: ES ZB CL
 
Posts: 12 since Sep 2012
Thanks: 2 given, 28 received

Automatic Range Bars in Ninjatrader

Hi all.

I use NinjaTrader for trading futures and also some features of Thinkorswim. Specifically, the latest iteration of TOS added a candle type called ATR Bars (Average True Range Bars). Described simply, it takes the length of the chart you have selected, calq's the atr, then automatically plots each bar based on that calq'ed range.

My question is this. I have tried to duplicate this in NinjaTrader without success. Has anyone seen code that would allow for the automatic calculation of ATR then create the bars based on the result; including the wicks and tails?

It is immensely helpful in my Crude, ES, and other trending trades.

Thanks for you help in advance.

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