Closes[1][0] vs Closes[1][1] on historical / realtime data

[Peter Cherry]

Hi,
my strategy/indicator has COBC = false and additional daily series via Add(PeriodType.Day, 1).

How can you handle problem that indicator returns yesterday's close via Closes[1][0] for back-testing on historical data. But for live running I must use Closes[1][1] for yesterday's close.

It means with Closes[1][1] are all my back-tested results 1 day delayed. And vice versa with Closes[1][0] a get today's close instead of yesterday's on real-time data

Thanks for advice
Peter

[NinjaTrader_ChelseaB]

Hi Peter Cherry,

Are you using the Historical bool to choose the proper bars ago value?

http://www.ninjatrader.com/support/h...historical.htm

[Peter Cherry]

Hi,
no I am not.

It means, I must split all my code into 2 parts with Closes[1][0] for historical and Closes[1][1] for real-time usage?

Peter

[NinjaTrader_ChelseaB]

Hi Peter Cherry,

Yes.

Or you can use an int variable that holds the bars ago value and set it accordingly.