Close bar recognization in multi time frame strategy

[pinto552]

Hi Guys,

I have a simple question to ask. in this case I set CalculateOnClose = false, I have 10 minutes bar and 30 minutes bar comes in my script in real time.

I was able to identify whether the 10 minutes bar or 30 minutes bar was close separately by using FirstTickOfBar variable.

But i have some trouble to identify whether 10 minutes and 30 minutes bar closed together or not. I observed that 30 minutes bar close trigger always comes after 10 minutes bar close. But How can I filter out the 10 minutes close trigger? because I don't want my strategy got triggered twice at the same timestamp.

Here is an example. and the trigger that i want to pick up

10:10:00 ---- 10 minutes bar close triggered. I want to pick it up
10:20:00 ---- 10 minutes bar close triggered. I want to pick it up
10:30:00 ---- both 10 minutes and 30 minutes close triggered ( 10 comes first, 30 comes second) but I only want to use 30 minutes close trigger.

How can I filter 10 minutes close trigger out at 10:30:00.

Thanks in advance.

WQL

[NinjaTrader_RyanM1]

Hello WQL,

Thanks for the post and welcome to the NinjaTrader forums.

You can use BarsInProgress filter to define context of updates.

if (BarsInProgress == 0 && FirstTickOfBar)

if (BarsInProgress == 1 && FirstTickOfBar)

http://www.ninjatrader.com/support/helpGuides/nt7/alphabetical_reference.htm