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Multi Time Frame Tick Bars

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    Multi Time Frame Tick Bars

    When using multiple time frames of tick bars, it appears that only the main instrument is firing the OnBarClose() method. This is causing my code to execute improperly when I use BarsInProgress as follows. Is there a way around this? Will this affect the code when running live?

    Code:
    HighPoint=Avg[BarsInProgress];

    #2
    OnBarUpdate() is fired for every market data event on all your instruments. If you do not receive a fire from an instrument it means there is no data.
    Josh P.NinjaTrader Customer Service

    Comment


      #3
      My mistake. FYI it was not firing because I had the period type as minute instead of tick.

      Code:
      protected override void Initialize()
      {
      Add(PeriodType.Minute,TimeFrame1);
      }

      Comment

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