Tick aggregation period in Conditional Orders


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Hello Pete:

Had a question on Aggregation period.

Below link shows that Tos support Tick aggregation period, but when I place the following condition in the conditional area then I get lots of reds and script isn’t valid, also by default on top left the minimum aggregation period available is 1m and no 133t, any idea how to fix it.

Close crosses below low from 1 bars ago;1d 133t’ IS TRUE

Tick Aggregation TOS

https://tlc.thinkorswim.com/center/reference/thinkScript/tutorials/Advanced/Chapter-11—Referencing-Secondary-Aggregation

Tick charts represent intraday price action in terms of quantity of trades: a new bar (or candlestick, line section, etc.) is plotted after completion of a certain number of trades (ticks). This aggregation type can be used on intraday charts with time interval not greater than five days. For example, the 2d 133t bar chart plots the price action for two days, defining Open, High, Low, and Close prices every time the number of trades becomes equal to 133.

SELL -1 SPY MKT MARK WHEN SPY STUDY ‘close crosses below low from 1 bars ago;1d 133t’ IS TRUE

Thanks.

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Posted by (Questions: 2, Answers: 2)
Asked on August 27, 2022 1:49 pm
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Private answer

Sorry but on the current version of Thinkorswim, Conditional Orders do not support tick and range bar aggregation periods. And secondary aggregation periods are not supported either. So you cannot apply a secondary aggregation period within the code in any Conditional Order. The only way to set the aggregation period for a Conditional Order is through the user settings provided on that tool. And at this time only time based aggregations periods are supported. There is nothing you can do within the code to work around this.

These limitations also apply to Study Filters, Scans and custom watchlist columns. The only place on Thinkorswim you can use a tick or range bar based aggregation period is on the charts.

Your only recourse is to submit a feature request asking TD Ameritrade to upgrade Thinkorswim to allow these alternate aggregation periods. There is no way to work around these limitations.

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Posted by (Questions: 37, Answers: 3932)
Answered on August 27, 2022 3:26 pm
Thanks.
( at August 27, 2022 8:07 pm)