Processing Historical Bars while CalculateOnBarClose=False

[bltdavid]

With regards to OnBarUpdate,

When COBC=True, the BarsAgo index of the most recently closed bar is 0.
When COBC=False, the BarsAgo index of the most recently closed bar is 1.

Ok, during the time period in which Historical bars are processed by OnBarUpdate,
what is the correct BarsAgo index for the most recently closed bar?

The essential questions are,

1. When Historical is true, should the code ignore COBC setting and always use 0?
2. When Historical is False, should the code always use '0' for COBC=True and '1' for COBC=False?

For example, the above two statements can be expressed in code with,

public int FirstBarsAgo {
    get {
        return Historical ? 0 : CalculateOnBarClose ? 0 : 1;
    }
}

When processing OnBarUpdate, does the code above give the correct BarsAgo index for the
most recently closed bar for all combinations of Historical and CalculateOnBarClose?

[NinjaTrader_Kate]

Hello bltdavid,

Thank you for your post.

If historical is true, it will always calculate OnBarClose.

You would want to test this custom logic, but at first glance your code would give the correct BarsAgo index. You could do something similar by using FirstTickOfBar, which is only true when you're not using OnBarClose. So you could change the index you're using depending on whether FirstTickOfBar is true and not have to use the above code.

Here's a link to our help guide that goes over FirstTickOfBar:

https://ninjatrader.com/support/helpGuides/nt7/firsttickofbar.htm

Please let us know if we may be of further assistance to you.