wrong Bars.Get(CurrentBar).Close value

[foobar]

Hello,

has someone a hint why "Close" values differ in this example:

using NinjaTrader.Data;

public class CloseDiffTest : NinjaTrader.Indicator.Indicator {
    protected override void Initialize() {
        Add(PeriodType.Tick, 1);
    }
    protected override void OnBarUpdate() {
        if (BarsInProgress == 1) {
            IBar bar = BarsArray[BarsInProgress].Get(CurrentBar);

            // Close[0] != bar.Close // why???            
            var diff1 = bar.Open - bar.Close;
            var diff2 = Open[0] - Close[0];

            if (diff1 != 0 && diff2 == 0) {
                Print(diff1 + " -> " + diff2);
            }
        }
    }
}

output:

...
-2 -> 0
-3 -> 0
-2 -> 0
-2 -> 0
-1 -> 0
-1 -> 0
-1 -> 0
...

[Harry]

Hello,

has someone a hint why "Close" values differ in this example:


[/CODE]

False syntax, try:

protected override void OnBarUpdate() {
        if (BarsInProgress == 1) {
            IBar bar = BarsArray[BarsInProgress].Get(CurrentBars[BarsInProgress]);

            // Closes[BarsInProgress][0] != bar.Close // why???            
            var diff1 = bar.Open - bar.Close;
            var diff2 = Opens[BarsInProgress][0] - Closes[BarsInProgress][0];

            if (diff1 != 0 && diff2 == 0) {
                Print(diff1 + " -> " + diff2);
            }
        }
    }

[NinjaTrader_PatrickH]

Hello foobar,

Harry is correct here.

[foobar]

Hello Harry,

Thanks for the answer!
This does not help. Same wrong values.

using NinjaTrader.Data;

public class CloseDiffTest : NinjaTrader.Indicator.Indicator {
    protected override void Initialize() {
        Add(PeriodType.Tick, 1);
    }
    protected override void OnBarUpdate() {
        if (BarsInProgress == 1) {
            IBar bar = BarsArray[BarsInProgress].Get(CurrentBars[BarsInProgress]);

            var diff1 = bar.Open - bar.Close;
            var diff2 = Opens[BarsInProgress][0] - Closes[BarsInProgress][0];

            if (diff1 != 0 && diff2 == 0) {
                Print(diff1 + " -> " + diff2);
            }
        }
    }
}

The wrong value is "bar.Close" and only for PeriodType.Tick of 1. For PeriodType.Tick of 2 there is no problem.

//Add(PeriodType.Tick, 1);
Add(PeriodType.Tick, 2);

It's not a big problem. I have replaced all "Close" with "Open" for PeriodType.Tick of 1. However it's somewhat troublesome.

@NinjaTrader_PatrickH: Please confirm this as a bug.

[NinjaTrader_PatrickH]

Hello foobar,

Thank you for your patience.

There is fundamental caching involved in building the bars and IBar is using the bars cached in memory, with such a small granularity it would not work for your example.

If you need the 1 Tick data, just use Add() as this will ensure the data is cached in the correct manner for accessing bar values (example: Close[0], Open[0], etc.).

Please let me know if you have any questions.