Strategy OnBarUpdate misses first bars.

[blekdzhon]

Hello.

Can you check this strategy code?

protected override void Initialize()
{
    BarsRequired         =    0;
    CalculateOnBarClose =     false;
 }

 bool fr =false;
        
 protected override void OnBarUpdate()
 {
     if(!fr)
     {
        fr = true;
        Print(CurrentBars[0]);
      }
 }

When I run it on 1 tick chart I'm expecting to see "0" in the output, but I see "42".


Is it correct behavior?

[NinjaTrader_AlanP]

Hello blekdzhon,

Thank you for your note.

In the output window, the first print you are seeing is 0, what is the last print?j

If you apply the strategy to a daily chart with 50 bars, do you see the same behavior?

I look forward to your reply.

[blekdzhon]

Hi


The last print depends on how much bars were loaded. It is correct.


On daily chart with 50 bars it prints "0", and this is correct.

[NinjaTrader_AlanP]

Hello blekdzhon,

There is a limit how many values the output window will hold.

In the scenario where you are seeing 42, what is the final number you are seeing?

I look forward to your reply.

[blekdzhon]

I don't see any other values in the output except the first one.
This is how my code works it shows only first bar index.


Do you want me to change code and print all values?

[NinjaTrader_AlanP]

Hello blekdzhon,

Sure. Please export the full script in the format below and also include the version of NT7 you are on which you can find under Control Center>Help>About. Also include the instrument and the data provider you are testing on.

To export a NinjaScript from NinjaTrader 7 do the following:
From the Control Center window select File -> Utilities-> Export NinjaScript...
Select the file in the left column then click “>”, then press export and name the file.
Then attach that file you saved; under My Docs>NT7>Bin>Custom>Select the downloaded .zip file.

I look forward to your reply.

[blekdzhon]

NinjaTrader 64-bit 7.0.1000.38.
ES 09-18, 1 tick period.
CQG Continuum.


I attached strategy .zip file.


When I changed code to print all bar indices the last value was "250920".

[NinjaTrader_AlanP]

Hello blekdzhon,

I am unable to replicate.

What is it you are trying to accomplish?

I look forward to your reply.

[blekdzhon]

I need all tick bars from the begining to the end.
I want to use this data to create custom bars (for example 4 tick) equal to the standard bars.


If strategy doesn't process first bars in OnBarUpdate then my 4 tick bars would not be equal to NinjaTrader 4 tick chart with same time range.

[NinjaTrader_AlanP]

Hello blekdzhon,

If you reduce your days to load by 2, do you see 0 printed?

I look forward to your reply.

[blekdzhon]

I have 1 day on the chart.



Output shows "42".


If I reduce tick chart bars to 20 then it prints "0".
But if I set bars range to 21 then I have "3" in the ouput.

[NinjaTrader_AlanP]

Hello blekdzhon,

So I may best answer your question, would you please put together some pictures illustrating the issue please? The chart, the charts settings, the output window and the code beside it would be helpful.

To create screen shot,

https://support.microsoft.com/en-us/help/13776/windows-use-snipping-tool-to-capture-screenshots#1TC=windows-8

I look forward to your reply.