OnBarClose...

[bob100]

When I create a strategy and select OnBarClose calculation option, to which bar does high[0] refer to in my OnBarUpdate() method? Does it refer to the bar that just closed(the one I want to calculate on)

Thanks

[NinjaTrader_Austin]

High[0] would refer to the high of the most recent bar (the one that just closed).

[bob100]

Hmmm,

If High[0] refers to the bar that just closed how do we refer to the bar that is currently being updated?

For instance a 1 hour bar will be updating for a whole hour. How do we refer to that bar in the code?

[NinjaTrader_Austin]

To refer to the bar that is currently being updated, you'll have to set Calculated On Bar Close = false in Initialize() and then series[0] will give you the current (updating) bar's values. If you choose that path, then the bar that has just closed will be series[1].