No, different kinds of timeframes cannot  be mixed, such as time-based and ticks.

You can only use MTF with the same type. You may use a default 10-tick TF to plot a 100-tick SMA as their types match.

Hello 0309 san !

I think your idea is good. But I would attempt it without arrays. In any event, please keep in mind that you won’t be able to AutoTrade with this. In other words : AutoTrading will require a normal TimeFrame and although you can show tick data in an indicator, you won’t be able to store that data and use it. At least that is what I think.
But for normal visualization of what you ask, this could be the pseudo code, not using arrays :

Add tick price to TickPrice
Increase TickCount

YourTimeBar = TimeBarPeriod   // e.g. 10 minutes.

If YourTimeBar <> NewTimeBar then   // If TimeBar is e.g. 1 minute this is easy, like you can use the Minute constant (if Minute <> Minute[1]).
  CalculateAverage from TickData with the help of TickCount
  TickPrice = 0              // Reset.
  TickCount = 0              // Reset.
  YourTimeBar = NewTimeBar   // Reset.
endif

Graph the CalculatedAverage

I hope you get the idea ?

Do keep in mind that the code will be called only when a tick (a trade) occurred. So it will need extra attention to properly calculate the average within the time periods; No ticks during the YourTimeBar periods may imply a gap of several (virtual time) bars and the average should stay in-tact. The price won’t be zero during that time, but merely the same as the last one used in your previous average calculation.

I would imagine that others have done such a thing before; hopefully they read this and provide some ready code for you. It won’t be really easy to create, I think.

Regards,
Peter

Each bar your program is called. So in your case, each tick the program is called.
At each call you must determine whether the time period of your (virtual) time bar has changed. Take one minute for each thinking. So each call you determine

If Minute <> PreviousMinute then
  [...]   // Your logic to add to the average
  PreviousMinute = Minute
endif

[...]   // Add to the variable which holds the price for this tick.

Return YourAverage

So you are building up the average in real time.
You can of course start with a 1 minute TF chart and do exactly the same, and compare with a normal Average function from PRT to see whether you do it correctly. If it works, then you can change the chart to the TF of 1 Tick and see whether it still works. If not, you should be able to see relatively to the working situation what to change.

Your prospect is that it will be fast as lightning.

You could consider why you actually want to start off with a 1 tick chart. Thus, why not 1 second, for example ? Then you would have no problems at all.
Thinking twice myself, I am not really able to envision how your 1 tick chart will look like when a time-period average would show; it would need to stretch the ticks into a time domain and that is not even possible. Anyway, you say you already have something which works. I am curious how that looks like ?

0309 wrote:

I would like to be able to plot, for example, a 10 minutes period SMA over a tick chart, this means the SMA will average the last X ticks that were generated during the 10 last minutes, for each ticks.

Hi,

if I understand correctly your request and subsequent posts, I would respectfully disagree with your assessment to average last X ticks that were generated during the 10 last minutes.

What your classic 10mn timeframe SMA with period N is made of, is :

• if for a candle in the past: the sum of latest N 10mn close divided by N. It would therefore look like stairway flat steps with vertical height change at beginning of each new 10mn slot, although arguably assigning to a 10mn slice the value of such step only reached at the end would be some kind of minor repainting (using a future value not known yet in real time to draw a past situation). To avoid repainting it could be plotted « one step late », by this I mean when the close of 10mn is known, draw the SMA value reached as a flat step on the « next » 10mn slice, but graphically not pleasant and not fun for live
• if for a live candle: ( the sum of latest N-1 10mn close + current price ) divided by N. Such latest step wouldn’t be fully flat then, it would be variable until the last tick of the 10mn slot, kept as representative of those 10mn, and a vertical shift occurs at next live first tick of the newest 10mn slot

What you can do, and still call it a classic 10mn timeframe plotted over a tick by tick chart, is to emulate in the past what would have been the live behaviour of the 10mn SMA at each tick. This doesn’t repaint anything, and it is not one 10mn slice late either, as the last tick of each 10mn slot is the final representative of its 10mn in the SMA, and all ticks prior to it in same 10mn slice lead to the “temporary” value the SMA would have had live at such intermediate tick.

If such « stairs with non-flat steps » look is what you want, then the following code for TF10mn should do it, you can customise the period of the SMA with variable N (here N=50 just as an example), and the bigger the N you choose, the more you need to make sure you have loaded enough history to be able to start displaying the SmaN on your tick by tick chart:

once count=0
once N=50
once $cumu1[0]=0

jcsplit10= floor(openminute/10) // to use for TF 10mn
if barindex>0 and (jcsplit10<>jcsplit10[1] or openhour<>openhour[1]) then//éopenhour<>openhour[1]" added in the unlikely but not impossible case of 2 ovn ticks of same 10-minute slice but not same hour
count=count+1
$cumu1[count]=$cumu1[count-1]+close[1]
endif
if count>=N-1 then
smaN=($cumu1[count]-$cumu1[count-N+1]+close)/N
endif

return smaN as "smaN"

Don’t get me wrong, you are of course very free to want each 10mn be represented in the tick by tick chart by the average of all ticks for each 10mn instead of its 10mn close (a little bit like when choosing medianprice or totalprice instead of close)… then it would be coded differently, and be named differently than “a classic 10mn timeframe SMA” because it would never have a classic timeframe 10mn chart equivalent as such chart only has 10mn OHLC data in its history -Open High Low Close- , not the past ticks inside history candles (would only have the live ticks occuring post-launch of indicator).