When Live CalculateOnCloseBar=False what holds current ticks

[WSquared]

Hi, I'm not live yet, so I can't test this out for myself. I assume that when
CaclulateOnbarClose=False and Historical=False
The incoming ticks will populate the Bar with the Index of 0 ie. Open[0],High[0],Low[0],Close[0], where Close will alway be the last tick incoming tick.

is this correct, or do you store this Work-in-progress data somewhere else?

if it is stored here, then I can't get my head around how I can have a smooth transition from Historical to live. for example in historical mode, if I want to buy at the currentbar high + 1 tick, I can say High[0]+1 ticksize, but that will have a much different meaning with incoming ticks where High[0]+1 ticksize will be 1 tick above the next bars open instead of 1 tick above the last bars high.

Please point me in the right direction.

Thanks.
W2

[NinjaTrader_Brett]

Hello,

Yes with COBC=False Close[0] will always be the last tick of the current bar. Wheras Close[1] will be the last tick of the last bar.

Close[0] will constantly update until the bar is finished. Close[1] will always remain the same as OnBarUpdate() also runs live on every tick recieved. Wheras Historical only runs once, as historical data will always run in COBC=True mode. Then when you switch to live it will go to COBC=False.

Hopefully this clears this up for you.

Let me know if I can be of further assistance.