Ask and Bid in historical bars

[gofortips]

Hello,
I developed an indicator that uses the GetCurrentAsk and GetCurrentBid functions. The indicator works fine but, it calculates the right values only for the new bars (not for the historical ones).
I know these functions return the close value instead of the bid or ask for historical bars.
The problem is I have to wait for some new bars in order my indicator could give some values, and each time I change some parameter in my graph the indicator is reseted and I have to wait again to see some relevant values.
But, how can I solve this limitation?
Thank you for your help and support.

[NinjaTrader_CodyB]

Hello,
Thank you for your post.

You could add the Bid and Ask dataseries to the script to access the historical Bid and Ask.


Add the data series in Intiizalize. Add(string instrumentName, PeriodType periodType, int period, MarketDataType marketDataType)

This when then add as a bar series to the array and could call it by indicating the added array.
For example:

protected override void Initialize()
{
     Add("ES", PeriodType.Minute, 1, MarketDataType.Bid); //Adds a bid 1 minute bar sereis for the es
}
protected override void OnBarUpdate()
{
    Closes[1][0];//This grabs the Close of the Bid series from the array and the current bar of the series. 
}

This would resolve this in NinjaTrader 7.
For more information on using multiple bar types please see the following link, http://ninjatrader.com/support/helpG...nstruments.htm

In NinjaTrader 8 you could use TickReplay to resolve this.

If we can be of any other assistance please let us know.