Multiple time frame ADX calls

[HelenL]

Hi all, I have a strategy that uses day (primary bars, index 0) and minute (secondary bars, index 1) timeframes. I'd like to compare yesterday's ADX with today's. ADX with index 0 will give yesterday's value. My question is how to access ADX for the current day before the current day's bar is complete? Similar to obtaining CurrentDayOHL() but for ADX? I hope I have explained this well enough!
Thanks & regards
Helen

[NinjaTrader_Joydeep]

Hello Helen,
Thanks for writing in and I am happy to assist you.

To assist you further may I know have you set CalculateOnBarClose to true or false.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?calculateonbarclose.htm

I look forward to assisting you further.

[HelenL]

Hello Joydeep,
CalculateOnBarClose is true and and the code which is using ADX calls is executed each minute.
Thank you for your help. Helen

[NinjaTrader_Joydeep]

Hello Henlen,
Thanks for the confirmation.

If you set CalculateOnBarClose (COBC) to true then unfortunately the calculations will be a bar late. To get the calculations based on the latest bar you have to set COBC to false. If you want to calculate the strategy logic only once then you can use the FirstTickOfBar to separate your strategy logic, while still calculating the realtime values of the BarsArray
.
Please refer to this sample code which demonstrates this

http://ninjatrader.com/support/forum/showthread.php?t=19387

Please let me know if I can assist you any further.

[HelenL]

Joydeep, Thank you for your reply. I will have a look at the link you have sent and ask questions as needed. Rgds Helen

[NinjaTrader_Joydeep]

Hello Helen,
Thanks for your note.

Please let me know if I can assist you any further.