OnBarUpdate method for Tick-by-Tick

[rc554]

Quick question on OnBarUpdate method. My strategy is using the tick-by-data and does some calcs for placing orders, however, I do not what to do all the calculations if the last tick is same as the current tick. I know, I can put simple compare statement in my OnBarUpdate to check tick value changed or not, but I would like to know whether there is setting or filtering that I can use in Ninja out of the box.

thanks in advance for the help

[NinjaTrader_RyanM1]

Hello rc554,

Unfortunately there are no built in NinjaScript settings that can check for this. It must be custom coded.

If you are interested in saving resources and don't need all calculations on a tick by tick basis, you can follow principles in this reference sample:

http://www.ninjatrader-support2.com/vb/showthread.php?t=19387

[rc554]

so, as I am processing tick-by-tick data, I need to set the CalculateOnBarClose = false and then put a simple comparision statement in my code to compare with previous tick.

[NinjaTrader_Bertrand]

rc554, yes that sounds correct to us.