mixed bar calculation mode

[zerosum666]

Hi

My strategy needs mostly to be calculated on any upcoming tick, but there is s piece of it which is related with exits that needs to be calculated just on bar close.

My question is what the best way to code this requirement for a non programmer as me?


Thanks

[NinjaTrader_Joydeep]

Hello zerosum666,
You can calculate your exit login in the FirstTickOfBar. This way it will be calculated only once.

Please refer to this sample code which demonstrates it

http://ninjatrader.com/support/forum/showthread.php?t=19387

Please let me know if I can assist you any further.

[zerosum666]

Joydeep,

If you don't mind, another related topic is how should I address the orders to enter and exit the trades in the context of running the code on incoming tick.

Say, I use the EnterLongLimit (GetCurrentBid()) function. But given that the code is executed on each incoming tick, it looks like NT will start to fire cancel and replacement orders at high speeds, which could lead to many problems such as overfills, sync halts, etc.

I want to know whether you believe is feasible to have the EnterLongLimit() running on incoming tick or if, alternatively, you'd recommend a different order management approach for such processor intensive strategy.

Thanks

[NinjaTrader_Joydeep]

Hello zerosum666,
Unfortunately, if you modify your order with each incoming tick then overfills etc can be an reality and there is now workaround.