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First print of a one minute bar

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    First print of a one minute bar

    Hi - for part of my indicator I really want to reference the first actual tick/print/trade of a one minute bar even if it is between the bid and offer. In a nutshell I want the first "LastPrice" print that appears for a bar - I am thinking I need to use the onMarketData approach with a Firstickofbar filter. I noticed my previous approach of trying to capture the "open" price of a bar resulted in a number not in the T&S box when I was comparing. Am I now in the right track please? Thanks

    #2
    OddNick, the method you suggest could probably work, but you might run into issues of getting the exact tick because OnMarketData() doesn't know anything about bars. You could also set CalculateOnBarClose = false and use the FirstTickOfBar property to identify the first tick of the bar.
    Code:
    Initialize()
    {
        CalculateOnBarClose = false;
    }
    
    OnBarUpdate()
    {
        if (FirstTickOfBar)
        {
            double priceOfFirstTrade = Close[0];
        }
    }
    Another option:
    Code:
    // in variables
    bool checkTrade = false;
    
    Initialize()
    {
        CalculateOnBarClose = false;
    }
    
    OnBarUpdate()
    {
        if (FirstTickOfBar)
        {
            checkTrade = true;
        }
    }
    
    OnMarketData()
    {
        if (checkTrade)
        {
            checkTrade = false;
            // get trade data here instead of in OnBarUpdate
        }
    }
    AustinNinjaTrader Customer Service

    Comment


      #3
      Thanks Austin - that is a huge help. So basically Firsttickofbar in conjunction with Close[0] acts as the last price stamp. I will give it a try!!!

      Comment

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