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NT Chart not plotting time periods when there is no volume
Started:May 23rd, 2014 (05:30 PM) by happyfatguy Views / Replies:769 / 10
Last Reply:May 26th, 2014 (09:44 AM) Attachments:2

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NT Chart not plotting time periods when there is no volume

Old May 26th, 2014, 09:44 AM   #11 (permalink)
 Vendor: www.innovative-trading-solutions-online.com 
Hartford, CT. USA
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Fat Tails View Post
I would not go for a broker just because he inserts fake bars for historical data.

If you have indicators that rely on lookback periods set up in bars, you would need to transform your lookback period from an integer to a DateTime object. For example, if you have a 5-minute chart and the lookback period of your indicator is 10 bars, then your new lookback period becomes 50 minutes. Each trade price that has printed during the lookback period will then need to be weighted with the time period for which it is applied.

It is a little bit more difficult to code lookback periods in minutes, but it can be done. I have used this method to calculate a time-weighted average price (TWAP), as I also want to get correct calculations in case that no trade has printed.

Going the new chart type route would be easier for me being familiar with chart code.

having zero volume filler bars could be an issue with volume indicators. Sometimes NinjaTrader tries to replace a zero value with a "default Value" even though you really want the zero value.

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