CalculateOnBarClose in live trading

[binwang2]

I have an issue with CalculateOnBarClose.


I am using inside bar to trigger entry. The current bar [0] is being eventuated to see if it finishes as an inside bar.


I set CalculateOnBarClose = true.


When backtested, the strategy works perfectly, submitting entries as desired. However, when the strategy goes live, it evaluates the current bar still in painting and submit stop orders immediately before the [0] bar completes. I can only conclude the CalculateOnBarClose = true has no effect in live trading.


The pieces of code are pasted to demo the logic.

Any suggestions are welcome.


protectedoverridevoid Initialize()
{


… .......

CalculateOnBarClose = true;
}


protectedoverridevoid OnBarUpdate()
{
....

if (High[0]<=High[1] && Low[0]>=Low[1])
{
lowTrigger = Low[1];
highTrigger = High[1];
entryOrder=EnterLongStop(3*minUnits,highTrigger+1*TickSize,"Long1");

}
....
}

[TAJTrades]

You may need to remove the CalculateOnBarClose = true statement from the indicator and then set the CalculateOnBarClose = false for the strategy. You will then need to rework the strategy code to check 1 bar ago once the first tick of a new bar arrives. It was confusing for me until I understood the process. Now everything works as expected.

[binwang2]

Your way works. Thanks a lot.