OnBarUpdate skipped when no data arrives

[sergioloff]

Hi

I'm aware of the design constrains that led to the problem with OnBarUpdate() only firing when a tick arrives within that bar.
But it's very limitative, as you may agree. I can't, for example, force a position at a specific time of day and be sure it will be posted exactly at that time. Or I may depend on indicators whose value changes even when no new data is present. Here's a good example:
An EMA's natural behavior is to naturally decay towards the last bar's value when no data arrives. This decay could trigger a position, for example.
Another good example would be a strategy that depended on external data (a thread launched on Initialize() that regularly retrieves data from the internet and makes it available to be consumed by the next OnBarUpdate()).

Is there in the works any fix/workaround to this problem?

Thanks!

Sergio

[NinjaTrader_Ray]

NT 6.5 due out in beta late this week supports other event driven methods in addition to OnBarUpdate() such as OnPositionUpdate(), OnOrderUpdate(), OnMarketData() etc.... You can also trigger off of user defined events such as a windows timer object.

[sergioloff]

That's SO neat! Will I be able to place / cancel orders even during those events, I mean, outside an OnBarUpdate call?
On the same note, will I be able to place orders on different instruments than the one being triggered?

thanks for your time

[NinjaTrader_Ray]

Yes to all questions.

[sergioloff]

Hi, I've been trying to use a timer with 6.5 beta, as described in your post below.
The 1st problem I notice is that I have no way to know whether the strategy is still running or not in order to disable the timer.
Is there a flag, an event or some overridable method that I can use to check if the strategy is still running?

TIA!

[NinjaTrader_Ray]

See the Dipsose() method.

http://www.ninjatrader-support.com/HelpGuideV6/Dispose.html

[sergioloff]

That worked like a charm. Thanks Ray!