State.Historical

[ETFVoyageur]

I would have expected things like Bars.Count to be the same when OnStateChanged() is called for State.Historical as they are in OnBarUpdate(). They are not.

I don't know whether that is a bug or a feature. It does inhibit moving some calculations from OnBarUpdate() to Historical, where they would be done only once.

--EV

[NinjaTrader_Matthew]

This is a consequence of the improved architecture. In NinjaTrader 7 there was a 'transition' period where ticks could come inflight while the indicator/strategy was starting and we would essentially miss these data points. This has been addressed in NinjaTrader 8, but as a result it's expected that you can run into a situation (depending on market conditions) that there are more bars added to the bars array between the time it is processing OnStateChange() and the OnBarUpdate() method, etc.

For example, this is something from a test case worked recently where this behavior was noted:

OnStateChange(): State.Historical: Bars.Count=572
OnBarUpdate(): State.Historical: Bars.Count=576
...
OnStateChange(): State.Realtime: Bars.Count=576
OnBarUpdate(): State.Realtime: Bars.Count=577