CalculateOnBarClose = false\true

[nkonkov]

Hi,
Can anybody say is it possible to enter position when CalculateOnBarClose = true and exit position wen it is false??

[NinjaTrader_Austin]

nkonkov, it is definitely possible to use the two settings albeit with a slight workaround as described in the reference sample titled Separating logic to either calculate once on bar close or on every tick.

Basically, you will use CalculateOnBarClose = false and use a filter in OnBarUpdate() like this:

OnBarUpdate()
{
   if (FirstTickOfBar)
   {
      // do once per bar calculations at the very beginning of the bar. be sure to adjust your bar indexes by -1 because the bar of interest is now one bar back.
   }
}

[nkonkov]

NinjaTrader_Austin, thanks a lot!!! it really works in live trading. But there is still a problem: how to backtest this strategy. I have tick data imported in NT.

[NinjaTrader_Bertrand]

nkonkov, this can unfortunately not easily be done, as in backtesting you would only have access to the bar's OHLCV info. Best next step would be to work results for past out in our Market Replay, which allows you replaying the days at 500X speed with access to the intrabar formation needed for testing this setup.