There's a small issue here, Windows XP and Vista 32 bit, NT 7.0.1000.10.
ES 03-12 chart, default 24/7 or CME US Index Futures ETH.
TRIN, US Equities RTH.
Set Market Replay to 2/15/2012 with finish in April or whatever should be fine.
On ES 03-12 4 range bar chart, add strategy below to the chart.
This adds ^TRIN as the secondary series. (Calculate on Bar Close = False).
Doesn't appear to matter where you start or if you use goto data to get closer to 9:30 am.
The error is that the secondary bar series doesn't start getting called (to print) until 10:33 AM.
BarsInProgress = 0 is getting called for each tick.
Things I've noticed:
- changed to minute bars appears to do something that causes this to work. And I was able to change by to range bars and it worked.
- disconnecting market replay or restarting NT would cause the 10:33 am start again.
- It appears that this past week works fine on the 1st day.
- July 2011 did not.
- Adding the strategy into the Strategies tab appears to work each time.
- The values are correct when it starts at 10:33 am, so it's not 1 hour off or anything.
- The charts are playing fine and have no issues of starting 1 hour late.
The 2nd day forward starts at 9:33 am as expected.
ES 03-12 chart, default 24/7 or CME US Index Futures ETH.
TRIN, US Equities RTH.
Set Market Replay to 2/15/2012 with finish in April or whatever should be fine.
On ES 03-12 4 range bar chart, add strategy below to the chart.
This adds ^TRIN as the secondary series. (Calculate on Bar Close = False).
Doesn't appear to matter where you start or if you use goto data to get closer to 9:30 am.
The error is that the secondary bar series doesn't start getting called (to print) until 10:33 AM.
BarsInProgress = 0 is getting called for each tick.
Things I've noticed:
- changed to minute bars appears to do something that causes this to work. And I was able to change by to range bars and it worked.
- disconnecting market replay or restarting NT would cause the 10:33 am start again.
- It appears that this past week works fine on the 1st day.
- July 2011 did not.
- Adding the strategy into the Strategies tab appears to work each time.
- The values are correct when it starts at 10:33 am, so it's not 1 hour off or anything.
- The charts are playing fine and have no issues of starting 1 hour late.
The 2nd day forward starts at 9:33 am as expected.
Code:
#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
/// <summary>
/// Enter the description of your strategy here
/// </summary>
[Description("Enter the description of your strategy here")]
public class FirstTradeAftet10 : Strategy
{
#region Variables
// Wizard generated variables
// User defined variables (add any user defined variables below)
public static int ES = 0; // 4 range
public static int TRIN = 1;
#endregion
/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
Print ( "Initializing Test!" );
CalculateOnBarClose = false;
Add("^TRIN", PeriodType.Minute, 3); //BarsInProgress = 1 = TRIN
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (Historical) return;
//Print ( "BarsInProgress = " + BarsInProgress + " " + Time[0].ToString() );
if ( BarsInProgress == TRIN )
{
Print ( " ["+BarsInProgress+"]=" + String.Format( "{0,7}" , String.Format( "{0:####.00}" ,Close[0])) + " ," + String.Format( "{0:MM/dd HH:mm:ss}",Time[0]) +
" [ES][0]=" + String.Format( "{0:0.00}" ,Closes[0][0]) + " ," + String.Format( "{0:MM/dd HH:mm:ss}",Times[0][0]) +
" [TRIN][0]=" + String.Format( "{0:0.00}" ,Closes[TRIN][0]) + " ," + String.Format( "{0:MM/dd HH:mm:ss}",Times[TRIN][0]) );
}
} // end onBarUpdate
#region Properties
#endregion
}
}
I wondered what happened to your results. I'm glad I dropped in.
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