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05-05-2012, 06:05 PM
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#1 |
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Junior Member
Join Date: May 2012
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simulation/live/replay : count ticks in the last second when not using bars ?
Is it possible to count the number of ticks (meaning quote changes at any dom level or trades) in the last second and number of ticks so far this second and use that in some kind of indicator for automated trading ?
Last edited by bidask201; 05-06-2012 at 08:12 AM.
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05-06-2012, 04:35 PM
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#2 |
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NinjaTrader Customer Service
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 375 times in 365 posts
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bidask,
Yes, this would be possible. Here is a help guide for tickcount : http://www.ninjatrader.com/support/h...?tickcount.htm You may also need to use some datetime objects. http://www.ninjatrader.com/support/f...ad.php?t=19292
Adam P.
NinjaTrader Customer Service |
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