Login Page - Create Account

Support Board


Date/Time: Sat, 10 May 2025 09:20:45 +0000



Post From: Cumulative tick with NTICK-NYSE

[2016-01-26 20:53:10]
vectorTrader - Posts: 86
I am looking to create a cumulative tick chart using Ntick rather than tick. I would like to to use historical Ntick for daily EOD information and then build apon that with intraday Ntick. The chart seems to get needs to be recalculated once or twice during the day but I don't know why.

I notice that when I look at the historical EOD study and compare it to my intraday study during the same time, the values diverge. I have made sure that they use the same durations and session times.

I attempt to do a cumulative sum on the EOD data and then in a in spreadsheet import that info. IN the spreadsheet, I do a check if its a new day,so if it is, I grab the day prior ntick and them start a cumulative sum of the intraday day to the prior day. at the end of the day the last value for EOD Ntick and my intradat end of day NTICK should match but they do not.

Can anyone help me? Here's the chartbook
Date Time Of Last Edit: 2016-01-27 09:20:59
attachmentcumul-tick1.scss - Attached On 2016-01-26 20:51:00 UTC - Size: 2.73 MB - 452 views
attachmentCUMULATIVE_TICK.cht - Attached On 2016-01-26 20:51:11 UTC - Size: 85.47 KB - 481 views