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Range vs Tick Bars


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  #1 (permalink)
 emini_Holy_Grail 
Dallas,TX
 
Experience: Intermediate
Platform: NinjaTrader, OpenQuant
Broker: Zaner/Zen Fire
Trading: ES,6E,6B,GC,CL
Posts: 596 since Nov 2009
Thanks Given: 176
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Are Range bars like # of contracts like Tick bars. trying to figure how each Bar Range is constructed from? I know is basic, but wanted to know


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  #2 (permalink)
 Zoethecus 
United States of America
 
Experience: Advanced
Platform: NT
Posts: 1,145 since Aug 2009

Range bars have no volume or number of transactions. They print from low to high based on the tick size specified and all are the same size.


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Last Updated on December 24, 2009


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