Multiple time frame issue

[jcash]

Please help me understand why this is happening.

simple strategy is added to a 33 tick chart. i have an added time frame of 1 tick and a counter for each tick within BarsInProgress == 1. looks like this:

protected override void Initialize()
{
       Add(PeriodType.Tick, 1);
       CalculateOnBarClose = true;
}
protected override void OnBarUpdate()
{
    if (BarsInProgress == 1)
    {tickctr++;}

    if (BarsInProgress == 0)
    {
           Print ("Tickctr:    "+tickctr);
           Print ("date:  "+ToDay(Time[0])+" time:  "+ToTime(Time[0]));
           Print ("---------------------");
     
           tickctr = 0;
    }
}

my assumption of the result was that every Print of tickctr would show 33. not even close to being true. some results are below:

Tickctr: 41
date: 20100804 time: 90345
---------------------
Tickctr: 25
date: 20100804 time: 90350
---------------------
Tickctr: 0
date: 20100804 time: 90350
---------------------
Tickctr: 0
date: 20100804 time: 90350
---------------------
Tickctr: 97
date: 20100804 time: 90352
---------------------
Tickctr: 31
date: 20100804 time: 90353
---------------------
Tickctr: 42
date: 20100804 time: 90357
---------------------
Tickctr: 23
date: 20100804 time: 90400
---------------------
Tickctr: 43
date: 20100804 time: 90403
---------------------

is my use of / understanding of multiple time frames wrong?

thanks

[NinjaTrader_Bertrand]

With your shown code you would only see prints when the primary series (BIP0) updates.

[jcash]

works in real time but not in strategy analyzer

the following code works in real time but not in strategy analyzer:

protected override void Initialize()
  {
            Add(PeriodType.Tick, 1);
            
            CalculateOnBarClose = true;
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            if (BarsInProgress == 1)
            {
                tickctr++;
                Print ("Tickctr:        "+tickctr+" Time: "+ToTime(Time[0]));
            }
            
            else if (BarsInProgress == 0)
            {
                Print ("---------------------");
                Print ("Tickctr:    "+tickctr);
                Print ("date:  "+ToDay(Time[0])+" time:  "+ToTime(Time[0]));
                Print ("---------------------");
                
                tickctr = 0;
            }
                        
        }

the following results are from today the 5th:

Tickctr: 1 Time: 92645
Tickctr: 2 Time: 92646
Tickctr: 3 Time: 92646
Tickctr: 4 Time: 92648
Tickctr: 5 Time: 92648
Tickctr: 6 Time: 92648
Tickctr: 7 Time: 92648
Tickctr: 8 Time: 92648
Tickctr: 9 Time: 92648
Tickctr: 10 Time: 92648
Tickctr: 11 Time: 92649
Tickctr: 12 Time: 92649
Tickctr: 13 Time: 92649
Tickctr: 14 Time: 92649
Tickctr: 15 Time: 92649
Tickctr: 16 Time: 92649
Tickctr: 17 Time: 92649
Tickctr: 18 Time: 92649
Tickctr: 19 Time: 92649
Tickctr: 20 Time: 92649
Tickctr: 21 Time: 92649
Tickctr: 22 Time: 92649
Tickctr: 23 Time: 92651
Tickctr: 24 Time: 92651
Tickctr: 25 Time: 92651
Tickctr: 26 Time: 92651
Tickctr: 27 Time: 92652
Tickctr: 28 Time: 92652
Tickctr: 29 Time: 92652
Tickctr: 30 Time: 92652
Tickctr: 31 Time: 92652
Tickctr: 32 Time: 92652
Tickctr: 33 Time: 92652
---------------------
Tickctr: 33
date: 20100805 time: 92659
---------------------

the following results are from the 4th using strategy analyzer:

Tickctr: 1 Time: 143617
Tickctr: 2 Time: 143617
Tickctr: 3 Time: 143617
Tickctr: 4 Time: 143617
Tickctr: 5 Time: 143617
Tickctr: 6 Time: 143617
Tickctr: 7 Time: 143617
Tickctr: 8 Time: 143617
Tickctr: 9 Time: 143617
Tickctr: 10 Time: 143617
Tickctr: 11 Time: 143618
Tickctr: 12 Time: 143618
Tickctr: 13 Time: 143618
Tickctr: 14 Time: 143619
Tickctr: 15 Time: 143619
Tickctr: 16 Time: 143619
Tickctr: 17 Time: 143619
Tickctr: 18 Time: 143619
Tickctr: 19 Time: 143619
Tickctr: 20 Time: 143619
Tickctr: 21 Time: 143619
Tickctr: 22 Time: 143619
Tickctr: 23 Time: 143621
---------------------
Tickctr: 23
date: 20100804 time: 143624
---------------------
Tickctr: 1 Time: 143624
Tickctr: 2 Time: 143624
Tickctr: 3 Time: 143624
Tickctr: 4 Time: 143624
Tickctr: 5 Time: 143624
Tickctr: 6 Time: 143624
Tickctr: 7 Time: 143624
Tickctr: 8 Time: 143624
Tickctr: 9 Time: 143624
Tickctr: 10 Time: 143624
Tickctr: 11 Time: 143624
Tickctr: 12 Time: 143624
Tickctr: 13 Time: 143624
Tickctr: 14 Time: 143624
Tickctr: 15 Time: 143624
Tickctr: 16 Time: 143624
Tickctr: 17 Time: 143624
Tickctr: 18 Time: 143624
Tickctr: 19 Time: 143624
Tickctr: 20 Time: 143624
Tickctr: 21 Time: 143624
Tickctr: 22 Time: 143624
Tickctr: 23 Time: 143624
Tickctr: 24 Time: 143624
Tickctr: 25 Time: 143624
Tickctr: 26 Time: 143624
Tickctr: 27 Time: 143624
Tickctr: 28 Time: 143625
Tickctr: 29 Time: 143625
Tickctr: 30 Time: 143625
Tickctr: 31 Time: 143625
Tickctr: 32 Time: 143625
Tickctr: 33 Time: 143625
Tickctr: 34 Time: 143625
Tickctr: 35 Time: 143625
Tickctr: 36 Time: 143625
Tickctr: 37 Time: 143625
Tickctr: 38 Time: 143625
Tickctr: 39 Time: 143625
Tickctr: 40 Time: 143625
Tickctr: 41 Time: 143625
Tickctr: 42 Time: 143625
Tickctr: 43 Time: 143625
Tickctr: 44 Time: 143625
Tickctr: 45 Time: 143625
Tickctr: 46 Time: 143625
Tickctr: 47 Time: 143625
---------------------
Tickctr: 47
date: 20100804 time: 143626
---------------------

why is it different?

[NinjaTrader_RyanM1]

Hello Jcash,

Is it possible here the sequence of ticks is not matching up? Meaning when you start evaluating your 1 tick series-- it's not necessarily the 1st tick in your 33 tick series. It could be the 2nd, third, 33rd etc.

[jcash]

Ryan,

that could be the problem, but doesn't explain the results of 0 and 97 (2.9x 33 ticks) in my 1st post.

how would you ensure synchronization of the 1 tick addition on the 33 tick chart in strategy analyzer?

[NinjaTrader_RyanM1]

Maybe you could create a data series from this and sync according to this reference sample:

http://www.ninjatrader.com/support/forum/showthread.php?t=3572

It creates the series on the first OnBarUpdate and then value is set during BIP = 1.