Detecting new bar

[ssg10]

Hi,

In strategy OnBarUpdate() and CalculateOnBarClose = false

I need to detect when a new bar formed, which works on tick and time chart. How to do this?

[NinjaTrader_Bertrand]

You could for example check via CurrentBar, if you're on the same bar with tick updates coming in, this would not advance.

[koganam]

Hi,

In strategy OnBarUpdate() and CalculateOnBarClose = false

I need to detect when a new bar formed, which works on tick and time chart. How to do this?

if (FirstTickOfBar)
{
// ...
}

ref: http://www.ninjatrader.com/support/h...ttickofbar.htm

[Ricam]

Nailing the actual start of a new bar

For backfill, every tick is a new bar because there is only one tick per bar.

For real time data, FirstTickOfBar is not set to true until AFTER the first OnBarUpdate event has fired for the new bar. So, FirstTickOfBar really should be called SecondTickOfBar. But the Bars.Count property updates BEFORE that, when FirstTickOfBar would be expected to become true, but isn't yet true.. (RJay uncovered this, so thank him!)

Therefore the best way to detect the beginning of a new bar is to declare a boolean called FirstTick and an integer called barcount. Then use this code.

[FONT="Courier New"]if( Historical || ( !Historical && barcount!=Bars.Count) )
{ FirstTick=true:
  barcount=Bars.Count
}
else FirstTick=false;[/FONT]

Then instead of testing for the value of FirstTickOfBar, test for the value of FirstTick.

[koganam]

For backfill, every tick is a new bar because there is only one tick per bar.

For real time data, FirstTickOfBar is not set to true until AFTER the first OnBarUpdate event has fired for the new bar. So, FirstTickOfBar really should be called SecondTickOfBar. But the Bars.Count property updates BEFORE that, when FirstTickOfBar would be expected to become true, but isn't yet true.. (RJay uncovered this, so thank him!)

Therefore the best way to detect the beginning of a new bar is to declare a boolean called FirstTick and an integer called barcount. Then use this code.

[FONT=Courier New]if( Historical || ( !Historical && barcount!=Bars.Count) )
{ FirstTick=true:
  barcount=Bars.Count
}
else FirstTick=false;[/FONT]

Then instead of testing for the value of FirstTickOfBar, test for the value of FirstTick.

I do not see how this makes a difference. This code will also only run on the first OnBarUpdate() event, so FirstTick is also only true after the first OnBarUpdate() event.

[lefevreed]

FirstTickOfBar is true on the first tick of the bar, the fact that Bars.Count has already been incremented when OnBarUpdate() is called, doesn't mean it's a different tick being processed.

Which is how it should be, when OnBarUpdate() is called, it needs to know that a new bar has formed.