Strategy COBC=false, Indicator COBC=true?

[MXASJ]

Hi Ninja Team,

This is probably a simple thing but has me scratching my head. I have a simple MA cross strategy with an entry and trail stop running on five min bars, CalculateOnBarClose = false so that it enters and trails on every tick.

The thing is I want the indicators (the MAs) to be CalculateOnBarClose=true.

I've tried Add(PeriodType.Tick, 1) with the Strategy COBC set to true, then moved the SetStopLoss() logic from Initialize() to OnBarUpdate like this;

...OnBarUpdate()
if(BarsInProgress ==1)// 1 tick series
{
SetTrailStop(etc etc);
}

DoSomethingElse at close of bar;

But that still seems to only fire at close of bar.

Am I missing something simple?

Thanks!

[NinjaTrader_Bertrand]

Hi Ninja Team,

This is probably a simple thing but has me scratching my head. I have a simple MA cross strategy with an entry and trail stop running on five min bars, CalculateOnBarClose = false so that it enters and trails on every tick.

The thing is I want the indicators (the MAs) to be CalculateOnBarClose=true.

I've tried Add(PeriodType.Tick, 1) with the Strategy COBC set to true, then moved the SetStopLoss() logic from Initialize() to OnBarUpdate like this;

...OnBarUpdate()
if(BarsInProgress ==1)// 1 tick series
{
SetTrailStop(etc etc);
}

DoSomethingElse at close of bar;

But that still seems to only fire at close of bar.

Am I missing something simple?

Thanks!

Hi MXASJ, did you already check into this sample here?

http://www.ninjatrader.com/support/forum/showthread.php?t=19387

This would allow you to combine OnBarClose and OnEachTick calcs in the strategy using one frame only.

[MXASJ]

Forgot about that one!

In the mean time, adding a line to reset my trail stops when flat seems to have solved my issue.

In OnBarUpdate() before the trade logic:

if (BarsInProgress == 1 || Position.MarketPosition == MarketPosition.Flat) 
{
if(useTrailStop) SetTrailStop(CalculationMode.Ticks, StopLoss);
}