Close[0]

[CraigC]

How do I know if this quantity is defined when OnBarUpdate() is called? Since the bar may not have closed yet.

[NinjaTrader_JoshP]

Close[0] will take the latest tick if the bar isn't "closed" yet. To know if the bar is closed you simply have to wait for the next bar's first tick to come in then reference Close[1] to go back to the previous bar's close price. To check this you can do:

if (FirstTickOfBar)
     Print("Previous Bar's Close = " + Close[1]);

[CraigC]

Makes sense, cheers!