Tick aggregation?

Fluideng

Member
I'm new to tick charts. Looking to use a 2000 tick 21 EMA on a 500 tick chart. Is there a Tick type aggregation?
 
Solution
You could manually calculate the OHLC of every 4 bars and then calculate the EMA based on whichever price in the 4-bar group you want to use. Otherwise, no, you can't ask it to get a different tick aggregation period.
That can be done this way ( I think anyway ):
Code:
declare upper;

input bar_count = 4;
input ma_length = 21;

def bn = barNumber();

def bar_in_superbar = bn % bar_count;

def boundary = if bar_in_superbar == 0 then 1 else 0;

# addVerticalLine(boundary == 1);

def h = if boundary == 1 then highest(high[1], bar_count) else h[1];
def l = if boundary == 1 then lowest(low[1], bar_count) else l[1];
def c = if boundary == 1 then close[1] else c[1];
def o = if boundary == 1 then open else o[1]

def ma_bar_length =...
You could manually calculate the OHLC of every 4 bars and then calculate the EMA based on whichever price in the 4-bar group you want to use. Otherwise, no, you can't ask it to get a different tick aggregation period.
 
You could manually calculate the OHLC of every 4 bars and then calculate the EMA based on whichever price in the 4-bar group you want to use. Otherwise, no, you can't ask it to get a different tick aggregation period.
That can be done this way ( I think anyway ):
Code:
declare upper;

input bar_count = 4;
input ma_length = 21;

def bn = barNumber();

def bar_in_superbar = bn % bar_count;

def boundary = if bar_in_superbar == 0 then 1 else 0;

# addVerticalLine(boundary == 1);

def h = if boundary == 1 then highest(high[1], bar_count) else h[1];
def l = if boundary == 1 then lowest(low[1], bar_count) else l[1];
def c = if boundary == 1 then close[1] else c[1];
def o = if boundary == 1 then open else o[1]

def ma_bar_length = ma_length * bar_count;

plot slow_ma = MovAvgExponential(c, ma_bar_length);
slow_ma.enableApproximation();

-mashume
 
Solution
That can be done this way ( I think anyway ):
Code:
declare upper;

input bar_count = 4;
input ma_length = 21;

def bn = barNumber();

def bar_in_superbar = bn % bar_count;

def boundary = if bar_in_superbar == 0 then 1 else 0;

# addVerticalLine(boundary == 1);

def h = if boundary == 1 then highest(high[1], bar_count) else h[1];
def l = if boundary == 1 then lowest(low[1], bar_count) else l[1];
def c = if boundary == 1 then close[1] else c[1];
def o = if boundary == 1 then open else o[1]

def ma_bar_length = ma_length * bar_count;

plot slow_ma = MovAvgExponential(c, ma_bar_length);
slow_ma.enableApproximation();

-mashume
Worked great thanks @mashume
 

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