Historical data resolution
pjsProfilebars defaults to loading tick data to build its charts. If you are loading a large amount of data on longer-term charts, for example, 30 days of hourly bars, especially if consolidating price levels, you might opt to use Minute data instead. This will signficantly increase your chart load times and minimise the amount of data you request from your provider. Obviously, minute data does not have the resolution of tick data. Many thousands of ticks can occur in 1 minute! However, on longer-term charts, given ticks often apply in the same price areas, the overall differences can be minimal. pjsProfile bars has an advanced algorithm that breaks a minute bar down into each tick and proportions the volume, deltas, etc across each price level the minute bar traded at, resulting in a very comparable chart, even with lower resolution. Tick level data might not really be relevant on an hourly chart for example. If this is the case, use minute data for your historical resolution. Tick data is ALWAYS used for real-time chart construction, regardless of the value set here.
Use tick replay
Always off. This option is not supported. pjsProfile bars does not need or use tick replay. Tick replay can significantly affect NinjaTrader performance and is not recommended.
Tick off market sweep
This option sets how many ticks the price must move in a single trade to be considered a ‘sweep’. For example, a large order must consume price across X levels in that single trade, for the ‘sweep’ to occur, and relevant alerts etc., be triggered
Min block trade size
The minimum size that must be exceeded for pjsProfileBars to consider this a block trade. Note – PjsProfilebars re-constructs block trades from the tick data into their original client-side size. Applications that do not do this may print smaller trade sizes for the same data as they are printing all the individual orders that got filled by the single block order, rather than the original trade size, so data between apps may vary.
Block trade size alert #1
Voice alert to be triggered when this block size is triggered
Block trade size alert #2
Voice alert to be triggered when this block size is triggered
Reduce price steps
Reduces the number of price levels for an instrument. Very useful for high volatility, or ‘thin’ instruments, particularly if your chart period is slightly longer term. For example, NQ trades on 0.25 tick increments. You might prefer to consolidate each single price level into 2, so 0.50, or even 4, so 1.0. pjsProfile bars will automatically retick the instrument and consolidate the original tick size into larger, more comprehensible at times levels. When enabled, imbalances, etc., are all calculated using the new tick levels, rather than the source tick size.
Reconstruct tape
On by default. Reconstructs tick data back into its original block order size, allowing you to see the original order size, rather than the resulting parts after the order is filled.
Remote plots context
pjsProfileBars shares its data via an open data link with other parts of the ecosystem. This string is automatically generated, but uniquely identifies this instance with a chart-specific string. This string may be required to be entered into other indicators that want to access data from this specific instance/chart.