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Date/Time: Tue, 26 Nov 2024 11:45:20 +0000



Post From: Ticks per second

[2023-05-19 15:26:27]
Sawtooth - Posts: 4120
I need only the number of ticks, not the volume of those up/down ticks.
What's the difference between the number of ticks and the volume of ticks?

If price moves up 2 ticks, then down 2 ticks, the uptick volume is 2 ticks and the down tick volume is 2 ticks, for a total of 4 ticks.

The formula I suggested will return the number of up/down ticks per the bar's duration, in seconds.