Calculating Dollar Bars from Tick Data

[@pavloshcherbyna4343]

Nice notebook, thanks)

[@MLAlgoTrader]

Thank you I am just starting this channel. I am algotrading full time and doing this for fun. Any topic you are interested in seeing a video in?

[@stevefernando291]

Great vid man, I assume you are using number of trade as size column in your vid, I 've got a question and hopefully you can help me. Will it be the same if we use volume * vwap as dollar_amount_traded_per_row then go ahead to calculate dollar bars? cuz sometimes tick and trade size data are hard to get. Thank you

[@MLAlgoTrader]

Thanks for your comment. I use that for 5 sec bar dollar bars. There might be some minor difference but historical tick data on ibkr I'm not a fan ... Live is amazing...so prefer using 5 sec anyways.

[@c141h]

Great video 👍🏻

[@MLAlgoTrader]

Thanks 👍