BarTypes ninjatrader 8 - futures io
futures io futures trading



BarTypes ninjatrader 8


Discussion in NinjaTrader

Updated by bebbus
      Top Posters
    1. looks_one bebbus with 4 posts (4 thanks)
    2. looks_two bobwest with 2 posts (3 thanks)
    3. looks_3 Quick Summary with 1 posts (0 thanks)
    4. looks_4 Skidboot with 1 posts (1 thanks)
    1. trending_up 652 views
    2. thumb_up 8 thanks given
    3. group 2 followers
    1. forum 7 replies
    2. attach_file 0 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 100,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

 
Search this Thread
 

BarTypes ninjatrader 8

(login for full post details)
  #1 (permalink)
bari/italy
 
 
Posts: 11 since Sep 2016
Thanks: 0 given, 5 received

I want to create a bar. It has no tick time but operations. seeing the timesale I see the volumes of every single transaction. I want the transaction bar. how you do it?

Reply With Quote
The following user says Thank You to bebbus for this post:

Can you help answer these questions
from other members on futures io?
Where is the link to download GomiRecorder?
NinjaTrader
Horizontal Line Indicator
Platforms and Indicators
is there an easy way to obtain by code the price variation percentual
MultiCharts
EQIX - Digital REITs - any experiences?
Stocks and ETFs
Looking freelancer for MT4 Indicator
Platforms and Indicators
 
Best Threads (Most Thanked)
in the last 7 days on futures io
Legal question and need desperate help
134 thanks
Building a high-performance data system
17 thanks
FIO Journal Challenge - June 2020 w/SharkIndicators
14 thanks
VWAP for stock index futures trading?
11 thanks
Risk reward question
11 thanks
 
(login for full post details)
  #3 (permalink)
Site Moderator
Sarasota FL
 
Experience: Intermediate
Platform: Sierra Chart
Trading: ES, YM
 
bobwest's Avatar
 
Posts: 5,807 since Jan 2013
Thanks: 45,065 given, 19,540 received



bebbus View Post
I want to create a bar. It has no tick time but operations. seeing the timesale I see the volumes of every single transaction. I want the transaction bar. how you do it?

If you're using Ninja (or most other platforms also), then I think you can get what you want with either tick bars or volume bars. These are built-in bar types. You don't have to do anything to create them, just select them:

- Tick bars: each bar is a certain number of trades, regardless of size. For example, a 2000 tick bar has exactly 2000 trades in it. Time is not part of it, so in slow periods there will be fewer bars than in more active periods.

- Volume bars: each bar is a certain number of contracts, regardless of how many trades. For example, a 6000 volume bar has exactly 6000 contracts in it. Time is also not a part of volume bars, so there are more bars in active periods.

On average, in ES the average trade is just under 3 contracts, so the above to settings (2000 ticks or 6000 volume) will give charts that are fairly similar for ES. Other contracts will have different average trade sizes and so the equivalent charts will be different.

Unlike time charts, it's a good idea to not use the same tick or volume size for every futures contract, but to try different sizes to show the level of detail you prefer. For different futures, the bar sizes you prefer will be different based on their different levels of activity.

I hope this is what you were looking for. Almost all decent platforms provide for both tick bars (number of trades) and volume bars (size of trades).

Bob.

When one door closes, another opens.
-- Cervantes, Don Quixote
Visit my futures io Trade Journal Reply With Quote
The following 2 users say Thank You to bobwest for this post:
 
(login for full post details)
  #4 (permalink)
bari/italy
 
 
Posts: 11 since Sep 2016
Thanks: 0 given, 5 received

hello bob. the bars I look for are not tick or volume but the logic is of paceoftape. peace does not measure the speed of the volume but the speed of the tape. ticks measure the passive part. I want to measure the active part that can on the ts regardless of the size. excuse my English from Google :-(

Reply With Quote
The following 2 users say Thank You to bebbus for this post:
 
(login for full post details)
  #5 (permalink)
Site Moderator
Sarasota FL
 
Experience: Intermediate
Platform: Sierra Chart
Trading: ES, YM
 
bobwest's Avatar
 
Posts: 5,807 since Jan 2013
Thanks: 45,065 given, 19,540 received


bebbus View Post
hello bob. the bars I look for are not tick or volume but the logic is of paceoftape. peace does not measure the speed of the volume but the speed of the tape. ticks measure the passive part. I want to measure the active part that can on the ts regardless of the size. excuse my English from Google :-(

Ah, now I understand. I don't believe I have ever seen such bars.

I am trying to visualize how this bar would appear. I assume a quicker-paced bar would complete in a shorter time (?).... That would mean that a slow market would produce fewer bars, during the slow periods, than a market that is moving faster, I believe. You do get this effect with both tick (number of trades) or volume bars, because you get more bars during a fast time period than during a slow one. I assume the bars you want would be different, but I'm having some trouble seeing how they would look in my mind.

Perhaps someone else has a better idea of what they would be like, or perhaps someone knows of a solution that already exists.

Good luck. I hope someone has some ideas for this.

Bob.

When one door closes, another opens.
-- Cervantes, Don Quixote
Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to bobwest for this post:
 
(login for full post details)
  #6 (permalink)
bari/italy
 
 
Posts: 11 since Sep 2016
Thanks: 0 given, 5 received

on other platforms it is possible. I'll post some photos tomorrow.

Reply With Quote
The following user says Thank You to bebbus for this post:
 
(login for full post details)
  #7 (permalink)
Houston, TX
 
Experience: Intermediate
Platform: TOS, Ninja, Tradestation
Trading: US Stock index futures
 
Skidboot's Avatar
 
Posts: 193 since Dec 2010
Thanks: 186 given, 279 received

I uploaded this to the NT 6.5 download section. An old indicator i had in my archives. You may want to ask someone to port to NT 7 or 8.

Pace of Tape for NT 6.5


Reply With Quote
The following user says Thank You to Skidboot for this post:
 
(login for full post details)
  #8 (permalink)
bari/italy
 
 
Posts: 11 since Sep 2016
Thanks: 0 given, 5 received

I have paceoftape. with the bars it has nothing to do

Reply With Quote


futures io Trading Community Platforms and Indicators NinjaTrader > BarTypes ninjatrader 8


November 3, 2019


Upcoming Webinars and Events
 

Getting Comfortable with Price Action Patterns w/Earn2Trade

Aug 4
 

Live Video Panel: Ask Me Anything w/Ironbeam Brokerage

Aug 6
     



Copyright © 2020 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
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.
no new posts