Number of ticks up and down in a bar.

[xTrader1]

I'm placing it here, as I don't work with 6.5 anymore.

I'm sure, somebody did it.

I need to know number of ticks up and down for every bar. While it seems trivial to code for a last bar in the real time data, what about a historical data ? How CalculateOnBarClose = false behaves for historical bars ? Does it look at 1 tick data if available ?

I don't see any TicksUp / TicksDown fields in Bars object or anywhere else. My suggestion is to store this information and to access these values as properties, exactly as TickCount implementation.

Of course, I can program a multiseries counter with the second 1 tick data series to count, but it seems to me reinventing a wheel in a heavy way.

Any comments ?

[NinjaTrader_Bertrand]

xTrader1, thanks for the suggestion - those properties are unfortunately not available, you would need to custom code those calcs as you've outlined.

CalculateOnBarClose is defaulted to 'true' for all historical OnBarUpdates(), as the intrabar formation is not known (only OHLCV).

[xTrader1]

Please transfer the suggestion.

May be for further NT7 releases. TradeStation has this information from its very beginning as a part of a bar data.

As for now - Is Market Replay treated as a real time data in all aspects ? If yes ,I could just implement a code to count ups and downs for the last bar.

[NinjaTrader_Bertrand]

Correct, for Market Replay the tick formation is recorded and thus no MultiSeries strategy would be needed here.