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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? ThanksTags: None
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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.
Another option:Code:Initialize() { CalculateOnBarClose = false; } OnBarUpdate() { if (FirstTickOfBar) { double priceOfFirstTrade = Close[0]; } }
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
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