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CalculateOnBarClose Daily bar

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    CalculateOnBarClose Daily bar

    Does CalculateOnBarClose = false work for daily bars ?
    I have following issue.
    My strategy calculates entry condition on close of daily bar. But in this case i can not place order on the same bar.
    Is it possible treating close "X" minutes before the actual close and then executing order at the true close of the day ( "entry on close" opposite to "exit on close") ?

    #2
    Hello Klaus Hengher,

    Yes, you can use COBC = false for daily bars. It can process the logic while the bar is forming.

    There's unfortunately no EndOfSession event you can work with. It all must be custom coded. In a real time environment, you may consider working off your computer clock with DateTime.Now
    Ryan M.NinjaTrader Customer Service

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      #3
      Thank you Ryan,

      that is following code will not work for daily bars ?

      if (Bars.FirstBarOfSession)
      Bars.Session.GetNextBeginEnd(Time[0], out sessionBegin, out sessionEnd);

      Comment


        #4
        Hi Klaus, yes that would be unfortunately expected - the daily bars are not build by the local session templates, it will be whatever your provider uses for the source data.

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