CalculateOnBarClose = false question

[richtobey]

I have a strategy attached to a chart. The strategy has CalculateOnBarClose = false;

When I reference Closes[0][0], sometimes it refers to the open bar and sometimes the bar before the open bar. The reference can be triggered by a button on the chart. i.e. update or from the code on a firstTick/OnBarUpdate event. -- i.e. i have a manual override to calculate the strategy instead of waiting for the next firsttick.

So the question is, can the Closes[0][0] sometimes refer to an open bar and sometimes the 1st closed bar, given the different sources of the call. Are there any reasons I wouldn't betting getting the open bar at all times with Closes[0][0]?

Thanks
Rich

[NinjaTrader_RyanM1]

Hi Rich,

It can vary here, depending on whether the bar update is marked as historical. The bar referencing model for multiseries script changes whether you're accessing historically or real time.

http://www.ninjatrader.com/support/helpGuides/nt7/multi_time_frame__instruments.htm

If you get a real time update on Closes[0][0] and are running with COBC = false, then you should generally expect that this refers to the most recent bar - the one currently forming.

If you access this value in a multiseries script, you should filter within a specific BarsInProgress, so that you're not looking at the value within the context of another series' updates.

if (BarsInProgress == 0)
Print(Closes[0][0]);