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Forum: NinjaTrader

October 10th, 2015, 07:57 AM

Replies: 15

Essentials of MTF (multi-time frame) indicators

Views: 17,856

Posted By rename

in Market replay we have full data feed input...

in Market replay we have full data feed input with Level 2.
if you talking about msec TFs, you should use per tick processing anyway, t.i. event-driven algo.

Forum: NinjaTrader

October 10th, 2015, 05:10 AM

Replies: 15

Essentials of MTF (multi-time frame) indicators

Views: 17,856

Posted By rename

Yes, you need one counter for each period of...

Yes, you need one counter for each period of chart.

Some related example of counting bar volume by cumulating volumes on every tick by bid\ask side
(works on any timeframe min, tick, range,...

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