FirstTickOfBar always true in OnMarketData

[gomifromparis]

Well the title pretty much sums it up : when called from OnMarketData, FirstTickOfBar always returns true.

code:

[FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff]protected[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff]override[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff]void[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] OnBarUpdate()[/SIZE][/FONT]
[SIZE=2][FONT=Courier New]{[/FONT][/SIZE]
[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#008000][FONT=Courier New][SIZE=2][COLOR=#008000][FONT=Courier New][SIZE=2][COLOR=#008000]// Use this method for calculating your indicator values. Assign a value to each[/COLOR][/SIZE][/FONT]
[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#008000][FONT=Courier New][SIZE=2][COLOR=#008000][FONT=Courier New][SIZE=2][COLOR=#008000]// plot below by replacing 'Close[0]' with your own formula.[/COLOR][/SIZE][/FONT]
[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2]
[SIZE=2][FONT=Courier New]Print([/FONT][/SIZE][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800000][FONT=Courier New][SIZE=2][COLOR=#800000][FONT=Courier New][SIZE=2][COLOR=#800000]"OBU"[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2]+FirstTickOfBar);[/SIZE][/FONT]
[SIZE=2][FONT=Courier New]}[/FONT][/SIZE]
 
[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff]protected[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff]override[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff]void[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] OnMarketData(MarketDataEventArgs e)[/SIZE][/FONT]
[SIZE=2][FONT=Courier New]{[/FONT][/SIZE]
[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#008000][FONT=Courier New][SIZE=2][COLOR=#008000][FONT=Courier New][SIZE=2][COLOR=#008000]// Use this method for calculating your indicator values. Assign a value to each[/COLOR][/SIZE][/FONT]
[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#008000][FONT=Courier New][SIZE=2][COLOR=#008000][FONT=Courier New][SIZE=2][COLOR=#008000]// plot below by replacing 'Close[0]' with your own formula.[/COLOR][/SIZE][/FONT]
[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2]
[SIZE=2][FONT=Courier New]Print([/FONT][/SIZE][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800000][FONT=Courier New][SIZE=2][COLOR=#800000][FONT=Courier New][SIZE=2][COLOR=#800000]"OMD"[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2]+FirstTickOfBar);[/SIZE][/FONT]
[SIZE=2][FONT=Courier New]}[/FONT][/SIZE]
[/SIZE][/FONT]

output:
OBUFalse
OMDTrue
OMDTrue
OMDTrue
OMDTrue
OBUTrue
OMDTrue
OMDTrue
OBUFalse
OMDTrue
OMDTrue
OBUFalse
OMDTrue
OMDTrue
OBUFalse
OMDTrue
OMDTrue
OBUFalse
OMDTrue
OMDTrue
OBUFalse
OMDTrue
OMDTrue

[NinjaTrader_JoshP]

gomifromparis,

FirstTickOfBar only works in OnBarUpdate() as it is in relation to bars. When you are in OnMarketData() you aren't working on bars per se so it should not be used there.

[gomifromparis]

Fair enough, but this restriction is not indicated in the documentation, and it worked OK in 6.5...

gomifromparis,

FirstTickOfBar only works in OnBarUpdate() as it is in relation to bars. When you are in OnMarketData() you aren't working on bars per se so it should not be used there.

[NinjaTrader_JoshP]

gomifromparis,

I am not sure how you got it to work in 6.5. In my testing it also returns all true from OnMarketData(). The restriction will be documented in 7.

[aviat72]

On a related note, is CurrentBar set to the latest bar of the main instrument series when OnMarketData is called or is it also not defined?

[NinjaTrader_Bertrand]

aviat72, should be defined for the last bar on the main instrument still in OnMarketData().

[RJay]

gomifromparis,

FirstTickOfBar only works in OnBarUpdate() as it is in relation to bars. When you are in OnMarketData() you aren't working on bars per se so it should not be used there.

This is why I have abandoned the FirstTickOfBar feature.

It only responds to changes in price.

It is not useful with volume indicators.

[NinjaTrader_JoshP]

rt6176,

Not true. You do not need price to change to receive a tick. You can receive many many ticks with the same price sequentially and just different volumes or even the same trade volume on these ticks. You can see this very easily when you pull up a 1-tick chart. Each one of those dashes would represent an OnBarUpdate() event when using CalculateOnBarClose = false.