CalculateonBarClose question

[jmtoll]

I'm trying to troubleshoot a situation where my live strategy delayed entry by a full bar and would like some clarification on my understanding if I may..

On a strategy with CalculateOnBarClose = true;

1) OnBarUpdate is run after the close price of the bar is generated so any entry/exit orders will be shown on the following bar soon after (allowing for fill timing)

2) The minimum lookback period for CrossAbove is 1 and this value would represent the bar just closed (currentbar) before the OnBarUpdate is run?

3) For indicators with the "BarsAgo" variable, [0] would also represent the currentbar after it was closed and just before OnBarUpdateis run?

4) If I was using DM(DMValue).DiPlus and DM(DMValue).DiMinus for the CrossAbove calculation, would it use 2 or more decimal places for the comparison?


Thanks

[NinjaTrader_Bertrand]

jmtoll, your understand is correct - it will take one bar for the CrossAbove / CrossBelow to trigger with CalculateOnBarClose = true - the comparison can have up to double precision, but will limited by the instrument's ticksize rouding applied.