Can I Aggregation period in tick chart?

The bars on a tick chart are created based on a particular number of transactions.2 For example, a 512-tick chart creates a new bar after every 512 transactions. You can customize tick charts to the number of transactions you want, for example, 5 ticks or 1546 ticks.


Throughout the day there are active and slower times, where many or few transactions occur. Therefore, the x-axis typically isn't uniform with ticks charts. When a market opens there is quite a bit of volatility and action. So, the tick bars occur very quickly. Five ticks bars may form in the first minute alone. During the lunch hour, though, when the number of transactions decreases, it may take five minutes before a single tick bar is created.
 
Throughout the day, you might have to use different tick charts. Each equity and futures requires its own determination.
If the chart starts plotting so fast that you can't act on the information increase to a higher tick chart as it starts to slow down, as the day goes on, move to a lower chart then at the end of the day, you might have to go back up.
 
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I try AggregationPeriod before. It only work in time based chart. In tick based chart, it won't plot anything.

For my question #1, is there anyway I can transform data source?
E.g. to display Close SMA 2000t/5min in a 1000t/5min, I need to take value in even index in Close and put it into a new array. Then SMA the new array. Is it possible? Any example code would be great. Thank.
 
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Hi all,

I'm a futures day trader and been following a fairly effective strategy that uses both tick bars of various intervals (i.e. 1594t, 754t, and 377t) and a minute chart with MTF indicators (2min, 5min, and 15min) for precision entry and exits. It requires a great deal of dexterity to use and wondering if anyone who follows a similar strategy of both ticks + minute intervals has found an effective means of setting up their charts? I'm able to create a decent setup with ToS flexible grid, however, using specific tick intervals for specific commodities means that I have to constantly switch my time interval.

I doubt there is a solution but figured I'd go ahead and ask the group. I also wonder if there is an alternative charting platform that allows for both tick + minute intervals on a single chart?

Thanks!
 
Is there a way to use secondary aggregation of ticks on a tick chart? For eg. I want to use 1000 ticks on 500 tick chart?

No, the ToS platform does not provide secondary aggregation of ticks on a tick chart.
You can try lengthening the number of ticks to approximate a higher tick chart.
 

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