I am developing a strategy that relies on Volume Bars. One addition that would help is an indicator that would plot the duration of each volume bar. Before I launch into developing it, I thought I better check to see if one is readily available. The idea is to filter out trades when the duration goes over a threshold, that is, when the market is relatively slow. Any help appreciated.

Thanks.

For Ninja?

The timestamp for each bar is the end of the bar. So, to find the duration of a bar, you can approximate by taking Time[0] - Time[1], which will return a TimeSpan, which you can then query to get sec, min, hr, etc. I say approximate, because you do not know when the bar actually started.

aslan 

For Ninja? The timestamp for each bar is the end of the bar. So, to find the duration of a bar, you can approximate by taking Time[0] - Time[1], which will return a TimeSpan, which you can then query to get sec, min, hr, etc. I say approximate, because you do not know when the bar actually started.

Thanks Asian. I'll give it a try; this approximation might be all I need. In the meantime if you run across something more precise, please post.

Cheers.

do also have a peep at

Bars.PercentComplete

or

BarsArray[0].PercentComplete

did you try this indicator Time histogram for tic, volume or range charts - NinjaTrader Support Forum

zikonc 

did you try this indicator Time histogram for tic, volume or range charts - NinjaTrader Support Forum

Yes, I did find that and, after a few tweaks, it fits just right.

Thanks.

Give a look also at this page.

Luke.

Just in case someone trying out Indicator from link LukeGeniol gave..try latest one TimeHistogramSuite v1.22 from Saltminer.