tick data during historical

[junkone]

i have a indicator where i do calculation in the tick mode by adding tick as multitimeframe series.
when the indicator starts and processes historical data, does it execute tick by tick during the historical state?

i did a test and it shows that it does not calculate historical data

   protected override void Initialize()
        {
            Add(new Plot(Color.FromKnownColor(KnownColor.Orange), PlotStyle.Line, "Plot0"));
            Overlay				= false;
			 Add(PeriodType.Tick, 1);
			  CalculateOnBarClose = false;
			
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            // Use this method for calculating your indicator values. Assign a value to each
            // plot below by replacing 'Close[0]' with your own formula.
			if(BarsInProgress==0){
				if(FirstTickOfBar)
				{
					myInput0=0;
				}
				
            Plot0.Set(myInput0);
			}
			if(BarsInProgress==0){
				myInput0+=1;
			}
			
			
        }

[NinjaTrader_Jesse]

Hello,

There are two problems with the logic.
1, FirstTickOfBar is always true in historcial as CalculateOnBarClose would always be true. The order of operations would need to change between realtime and historical for this.
2, you have BarsInProgress == 0 twice, 1 is needed for the second condition.

Here is a sample that cuts off in historical on each new bar, but would accumulate and plot for the ticks:

  
protected override void OnBarUpdate()
{
          if(BarsInProgress==0)
          {
		if(!Historical)
		{
		        if(FirstTickOfBar)
			{
				myInput0=0;
			}
			Plot0.Set(myInput0);
		} else {
			Plot0.Set(myInput0);
			myInput0=0;
		}
	}
	else if(BarsInProgress==1)
        {
		myInput0+=1;
	}
}

I look forward to being of further assistance.

[junkone]

let me clarify further?
i have a indicator on 5 minute bar and do some calculation on the tick data using multitimeframe series,

when it is processing during the Historical state, does the barsinprogress==tick have all the ticks that it collected or does it have only 1 tick per 5 minute interval?

[NinjaTrader_PaulH]

Hello junkone,

Thanks for your reply.

Using the example of a chart with 5 minute bars and your script is adding 1 tick bars.

The 5 minute bars will be associated with BarsInProgress 0. You would see BarsInProgress==0 once per 5 minute bar.

The 1 tick bars will be associated with BarsInProgress 1. You would see BarsInProgress == 1 once per tick bar.

To further illustrate, lets assume that when the 5 minute bar was recorded there were 1000 tick bars recorded in the same time (this is just an example). When your code is run on this specific example, OnBarUpdate() would be called 1001 times. The first 1000 OBU calls, BarsInProgress == 1 would be true. For the 1001st OBU call BarsInProgress == 0 would be true.

You can access the tick dataseries during BarsInProgress == 0 by specifying the BarsArray[1] which will point to the tick data series, so for example:

if (BarsInProgress == 0) // of the 5 minute bar
{
double smaValue = SMA(BarsArray[1], 100)[0]; // get the 100 period SMA of the tick data
}

References:
http://ninjatrader.com/support/helpG...nstruments.htm
http://ninjatrader.com/support/helpG...inprogress.htm
http://ninjatrader.com/support/helpG...?barsarray.htm