NexusFi: Find Your Edge


Home Menu

 





Time Duration of Volume Bars


Discussion in NinjaTrader

Updated
      Top Posters
    1. looks_one huracan with 3 posts (0 thanks)
    2. looks_two zikonc with 1 posts (3 thanks)
    3. looks_3 aslan with 1 posts (2 thanks)
    4. looks_4 LukeGeniol with 1 posts (2 thanks)
      Best Posters
    1. looks_one zikonc with 3 thanks per post
    2. looks_two LukeGeniol with 2 thanks per post
    3. looks_3 bukkan with 2 thanks per post
    4. looks_4 aslan with 2 thanks per post
    1. trending_up 4,887 views
    2. thumb_up 9 thanks given
    3. group 4 followers
    1. forum 8 posts
    2. attach_file 0 attachments




 
Search this Thread

Time Duration of Volume Bars

  #1 (permalink)
 huracan 
Gahanna, OH
 
Experience: Intermediate
Platform: Ninja Trader
Broker: AMP/CQG
Trading: ES, ZB, ZN
Posts: 26 since Oct 2009
Thanks Given: 34
Thanks Received: 28

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.

Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
How to apply profiles
Traders Hideout
ZombieSqueeze
Platforms and Indicators
Pivot Indicator like the old SwingTemp by Big Mike
NinjaTrader
MC PL editor upgrade
MultiCharts
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Spoo-nalysis ES e-mini futures S&P 500
29 thanks
Just another trading journal: PA, Wyckoff & Trends
25 thanks
Tao te Trade: way of the WLD
24 thanks
Bigger Wins or Fewer Losses?
22 thanks
GFIs1 1 DAX trade per day journal
17 thanks
  #3 (permalink)
 
aslan's Avatar
 aslan 
Madison, WI
 
Experience: Advanced
Platform: ALT
Trading: ES
Posts: 625 since Jan 2010
Thanks Given: 356
Thanks Received: 1,127


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.

Reply With Quote
Thanked by:
  #4 (permalink)
 huracan 
Gahanna, OH
 
Experience: Intermediate
Platform: Ninja Trader
Broker: AMP/CQG
Trading: ES, ZB, ZN
Posts: 26 since Oct 2009
Thanks Given: 34
Thanks Received: 28


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.

Started this thread Reply With Quote
  #5 (permalink)
 bukkan 
Calcutta, India
 
Experience: Intermediate
Platform: ArthaChitra
Posts: 278 since Jun 2009
Thanks Given: 161
Thanks Received: 271

do also have a peep at

Bars.PercentComplete

or

BarsArray[0].PercentComplete

Reply With Quote
Thanked by:
  #6 (permalink)
 zikonc 
san ramon
 
Experience: Beginner
Platform: ninja
Broker: zen
Trading: es, 6e
Posts: 136 since Oct 2009
Thanks Given: 98
Thanks Received: 76

did you try this indicator Time histogram for tic, volume or [AUTOLINK]range[/AUTOLINK] charts - [AUTOLINK]NinjaTrader[/AUTOLINK] Support Forum

Reply With Quote
Thanked by:
  #7 (permalink)
 huracan 
Gahanna, OH
 
Experience: Intermediate
Platform: Ninja Trader
Broker: AMP/CQG
Trading: ES, ZB, ZN
Posts: 26 since Oct 2009
Thanks Given: 34
Thanks Received: 28



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

Thanks.

Started this thread Reply With Quote
  #8 (permalink)
 
LukeGeniol's Avatar
 LukeGeniol 
Italy (IT) Italy
 
Experience: Advanced
Platform: ATAS, R|Trader, NT8
Broker: Rithmic
Trading: CL, Brent, GC, TF
Frequency: Daily
Duration: Minutes
Posts: 1,499 since Apr 2010
Thanks Given: 408
Thanks Received: 985

Give a look also at this page.

Luke.

Take your Pips, go out and Live.
Luke.
Reply With Quote
Thanked by:
  #9 (permalink)
 
Mercury's Avatar
 Mercury 
PU , India
 
Experience: Intermediate
Platform: Ninja Trader
Trading: Nifty Futures
Posts: 51 since Aug 2010
Thanks Given: 148
Thanks Received: 35

Just in case someone trying out Indicator from link LukeGeniol gave..try latest one TimeHistogramSuite v1.22 from Saltminer.

Reply With Quote




Last Updated on March 14, 2012


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts