NT Chart not plotting time periods when there is no volume

NexusFi · 2014-05-26T09:44:33-04:00

Thanks. I really appreciate your help. Ratfink - I'm going to try the second data set hack. Fat Tails - Is there a data service that you recommend? I have both Kinetick and IQFeed - both have the same issue of not displaying periods with no volume. happyfatguy: I have produced the chart with minute data from Interactive Brokers. However, I recommend the Kinetick or DTN/IQ data feed over any broker feed. I think it is correct not to generate artificial data points and just adapt the indicators …

Discussion in NinjaTrader

Updated May 26, 2014

NT Chart not plotting time periods when there is no volume

May 26th, 2014, 09:44 AM

#11 (permalink)

RJay

Hartford, CT. USA

Vendor: www.innovative-trading-solutions-online.com

Experience: Intermediate

Platform: NinjaTrader

Broker: AMP/CQG, Kinetick

Trading: RTY

Posts: 683 since Jun 2009

Thanks Given: 758

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Fat Tails

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.