Indicator FirstTickOfBar behaves different in Strategy

[Turtle Trader]

Hello,

This is on Replay data:

I have an indicator that uses FirstTickOfBar and is producing the correct results when run stand alone as an indicator.

When the indicator is linked into a Strategy and called from the strategy, the results are not correct. At times the FirstTickOfBar is testing true in the indicator when it should not be (i.e. intra bar).

Both the indicator and strategy are set CalculateOnBarClose = false;

One strange thing I noticed also, is that the Strategy CurrentBar is sometimes one behind the Indicator CurrentBar.

Please advise.

Thank you.

[Turtle Trader]

more information

also the Indicator CurrentBar is incrementing when it should not.

[NinjaTrader_Bertrand]

Please remove any CalculateOnBarClose reference in the called indicator(s) and then retry only setting this from the calling strategy.

[PrTester]

Please remove any CalculateOnBarClose reference in the called indicator(s) and then retry only setting this from the calling strategy.

Are you trying to isolate or is that the fix?, that sound a little like the Iphone issue.

[Turtle Trader]

reply

Hi Bertrand,

OK, I'll do that....however, I also want to run the indicator stand alone and will need the CalculateOnBarClose = false.

Is there a way in Initialize() I can tell if the Indicator is being loaded stand alone or with the strategy?

Then I could execute CalculateOnBarClose = false only when it was stand alone.

Thanks

[Turtle Trader]

reply

OK, I tried that...now the Indictor CurrentBar is not incrementing incorrectly like before...so that part seems to be better.

However the FirstTickOfBar in the indicator is not functioning correctly. This is critical logic to the functioning of the strategy.

(still have the issue below of running the indicator stand alone)

Please advise,

Thanks

[NinjaTrader_Bertrand]

If you remove the hardcoded CalculateOnBarClose references, you would still have the option to toggle this from the GUI if you're using the indicator standalone, there's a known issue with calling indicators that have hardcoded CalculateOnBarClose refereneces, hence my suggestion to remove and recheck.

For the FirstTickOfBar issue - which NT version are you running this test on? I know there was a bug in a earlier NT 7 beta release, so please ensure if you're testing the beta, this is on the latest B18.

[Turtle Trader]

reply

I'm running in 6.5 until 7 is ready for production.

Looks like the default for CalculateOnBarClose , if it is not coded, is "false", and that it can be changed in the Indicator Parameters dialog in the General section. Thanks.

Thanks

[NinjaTrader_Bertrand]

That's correct - could please provide a snippet of what you're doing so I can reproduce and check into here?

Thanks

[Turtle Trader]

reply

before I go further with the snippet....I was studying the code in Ninja's default SWING indicator...and noticed something interesting....here is how it is coded to sense when a new bar is encountered...it does not use FirstTickOfBar

protected override void OnBarUpdate()
{
if (saveCurrentBar != CurrentBar)
body of code here


Is it possible that FirstTickOfBar is not intended to be used in an indicator that is linked to a strategy?

Thanks

[NinjaTrader_Austin]

Turtle, I'm sure the developers didn't mean for there to be issues, but that work around you've found could definitely work.

If you post that code sample, we'll take a look and see what is going on.