@PeterSt
What you show in your first screenshot are candlesticks that are made up of 2 ticks with an Open and Close. To be able to show the next candlesticks on your screen the graph is slide to the left but this has no relation to time…
There would be a relationship with time when each candlestick is formed within a certain time frame, for example, every minute a candlestick is formed…
The length of the candlestick only has to do with the price difference between the two ticks…
A candlestick of 1 tick does not exist, when you select 1 tick it is not possible to use the candlestick option…
Tick size of 0.25 or 0.1 ????
Tick data has no tick size…
@Artur
It is not that difficult, when you have 10500 ticks, first 10 candlesticks of 1000 ticks are drawn with an O/H/L/C… and the last candlestick (right) is forming…
The formation of candlesticks always runs from left to right…
Well, if it is done this way, it’s of course an “easy” solution. However, the problem with the starting point / origin of the tick bars remains: let’s say I have these 10500 ticks with 1000 ticks consolidated in a tick bar. Then, as you said, the last bar is currently made of 500 ticks. But: if I select a subset of these 10500 ticks now, let’s say tick 5300 to tick 8300 (so 3000 ticks), I will get 3 tick bars which don’t equal any of the bars generated from 10500 ticks. And that’s exactly my problem I’m trying to solve here: does ProRealTime not care about that or do they apply some additional tricks to make the generation of tick bars replicable (same tick bars even if the chunk of ticks is increased or decreased and the first tick changes)?
If there is no additional logic in place, the generation of tick bars is not really replicable as it fully depends on the chunk of ticks that is used: as soon as the chunk is changed in size (even slightly) or if I select a subset of this chunk as demonstrated, completely different tick bars are generated (which sometimes might be similar but not equal). The question is if this makes sense. If I got three tick bars of 1000 ticks each between 10am and 11am (because 3000 ticks appeared within the hour), and now append 1500 previous ticks to the LEFT (so ticks before 10am), then the tick bars between 10am and 11am change. Do I really want that and does ProRealTime do it in this way?
To make the example more clear, bars between 10am and 11am: 3000 = 1000 (A) + 1000 (B) + 1000 (C)
1500 previous ticks (before 10am) appended to the left: 4500 = 1000 (A’) + 1000 (B’) + 1000 (C’) + 1000 (D’) + 500 (E’)
C’, D’ and E’ still appear within 10am and 11am and half of B’ appear within 10am and 11am as well. However, using this “simple” technique to generate tick bars doesn’t allow me to reliably reconstruct A, B and C if the chunk of ticks changes. But usually I would like to get the same bars within a certain time interval, even if I change some settings, wouldn’t I?
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