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Tick Bar Duration


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Tick Bar Duration

  #1 (permalink)
 jitasb 
London, England
 
Experience: Intermediate
Platform: NinjaTrader
Broker: IB, Kinetic
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Using Tradestation.

Need some help with displaying the duration of a Tick Bar as an indicator.
I.E I want to know how long it took for a each bar on a tick chart to complete: it will obviously be different for each bar e.g. 120secs, 180 secs, 20secs etc etc.

I can use the Time reserved word to work out the time each bar closed, but not sure how to convert that to seconds and also to find out what time the bar opened, in order to work out the elapsed time.

Hope someone can help.

Many Thanks

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  #3 (permalink)
 
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 Big Mike 
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jitasb View Post
Using Tradestation.

Need some help with displaying the duration of a Tick Bar as an indicator.
I.E I want to know how long it took for a each bar on a tick chart to complete: it will obviously be different for each bar e.g. 120secs, 180 secs, 20secs etc etc.

I can use the Time reserved word to work out the time each bar closed, but not sure how to convert that to seconds and also to find out what time the bar opened, in order to work out the elapsed time.

Hope someone can help.

Many Thanks

TradeStation doesn't support second resolution, you would need to use MultiCharts.

Mike

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  #4 (permalink)
Jeff65
Gurnee, IL
 
Posts: 46 since Apr 2010
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jitasb View Post
Using Tradestation.

Need some help with displaying the duration of a Tick Bar as an indicator.
I.E I want to know how long it took for a each bar on a tick chart to complete: it will obviously be different for each bar e.g. 120secs, 180 secs, 20secs etc etc.

I can use the Time reserved word to work out the time each bar closed, but not sure how to convert that to seconds and also to find out what time the bar opened, in order to work out the elapsed time.

Hope someone can help.

Many Thanks

You can pull the time in seconds it took to draw a tick bar by using the time pulled from you computer via the "ComputerDateTime" call. The following code should work with intrabarpersist disabled. The variable "LastDuration" will hold the time in seconds it took the last bar to form.


 
Code
variables:
   MyTime(0),
   LastDuration(0),
   MyCurrentBar(0);
   
   
   If ( CurrentBar > MyCurrentBar ) Then
    Begin
      MyCurrentBar = CurrentBar;
      MyTime = ComputerDateTime;
    End;
 
   LastDuration = SecondsFromDateTime( ComputerDateTime - MyTime[1] );

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  #5 (permalink)
 
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 greenroomhoo 
annapolis USA
 
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this code is very helpful. Also on a similar quest in Tradestation. It does a great job of posting real time. Does anyone know a way of Storing that data in case of chart reload etc?

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  #6 (permalink)
 
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 Big Mike 
Manta, Ecuador
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greenroomhoo View Post
this code is very helpful. Also on a similar quest in Tradestation. It does a great job of posting real time. Does anyone know a way of Storing that data in case of chart reload etc?

For historical bars (and even real time bars) I think you should just compare Close-to-Close times to find the duration.

Mike

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  #7 (permalink)
eyagan
Antalya Turkey
 
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Big Mike View Post
For historical bars (and even real time bars) I think you should just compare Close-to-Close times to find the duration.

Mike

Can someone help me with this simple code pls.
I am collecting the data in seconds between each bar with the suggested code.
But it only plots that data starting from the time I put that indicator on the screen.
Obviously, close-to-close comparison should be done.
But I am inexperienced to do that simple change.


variables:
MyTime(0),
LastDurationSeconds(0),
LastDurationMinutes(0),
TotalSeconds(0),
MyCurrentBar(0);


If ( CurrentBar > MyCurrentBar ) Then
Begin
MyCurrentBar = CurrentBar;
MyTime = ComputerDateTime;
End;

LastDurationSeconds = SecondsFromDateTime( ComputerDateTime - MyTime[1] );
LastDurationMinutes = MinutesFromDateTime( ComputerDateTime - MyTime[1] );
TotalSeconds = LastDurationSeconds + (60 * LastDurationMinutes);
Plot1 (TotalSeconds, "Last Duration")

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  #8 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,397 since Jun 2009
Thanks Given: 33,173
Thanks Received: 101,537


eyagan View Post
Can someone help me with this simple code pls.
I am collecting the data in seconds between each bar with the suggested code.
But it only plots that data starting from the time I put that indicator on the screen.
Obviously, close-to-close comparison should be done.
But I am inexperienced to do that simple change.


variables:
MyTime(0),
LastDurationSeconds(0),
LastDurationMinutes(0),
TotalSeconds(0),
MyCurrentBar(0);


If ( CurrentBar > MyCurrentBar ) Then
Begin
MyCurrentBar = CurrentBar;
MyTime = ComputerDateTime;
End;

LastDurationSeconds = SecondsFromDateTime( ComputerDateTime - MyTime[1] );
LastDurationMinutes = MinutesFromDateTime( ComputerDateTime - MyTime[1] );
TotalSeconds = LastDurationSeconds + (60 * LastDurationMinutes);
Plot1 (TotalSeconds, "Last Duration")

You don't want computer time. You want bar time (Time[0] and Time[1]).

So maybe SecondsFromDateTime(ELTimeToDateTime(Time[1]) - ELTimeToDateTime(Time[0]))

untested.

Mike

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Last Updated on March 15, 2012


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