Comparing prices on successive ticks

[arbuthnot]

Hi guys

With CalculateOnBarClose = true, the price at the current bar can be compared with that of the previous bar, as in:

Close[0] > Close[1]

However, with CalculateOnBarClose = false, is it possible to make the same comparison with successive tick values, such as:

Price this tick > Price previous tick ?

If this is possible, how would this be coded?

(Just to add that I'd be using ordinary range bars for my entry conditions. I'd use the above to code a mathematical function to define a trailing stop.)

Thanks in advance for your help.

[sledge]

If there isn't anything in ninja, you could always assign a variable the current price, which on the next bar, would always be the previous price

That would be faster also.

edit: assign at the end of OnBarUpdate when you are done using it, and 1st time through default it to something reasonable..

Hi guys

With CalculateOnBarClose = true, the price at the current bar can be compared with that of the previous bar, as in:

Close[0] > Close[1]

However, with CalculateOnBarClose = false, is it possible to make the same comparison with successive tick values, such as:

Price this tick > Price previous tick ?

If this is possible, how would this be coded?

(Just to add that I'd be using ordinary range bars for my entry conditions. I'd use the above to code a mathematical function to define a trailing stop.)

Thanks in advance for your help.

[Radical]

Sledge's solution is better (IMO), but you could also add a 1-tick data series for the instrument and do Closes[1-tick][0] > Closes[1-tick][1]

[koganam]

Hi guys

With CalculateOnBarClose = true, the price at the current bar can be compared with that of the previous bar, as in:

Close[0] > Close[1]

However, with CalculateOnBarClose = false, is it possible to make the same comparison with successive tick values, such as:

Price this tick > Price previous tick ?

If this is possible, how would this be coded?

(Just to add that I'd be using ordinary range bars for my entry conditions. I'd use the above to code a mathematical function to define a trailing stop.)

Thanks in advance for your help.

With COBC = false, the current price is always Close[0], so to compare the current price to the previous price, you just need to save the price to a class variable, then compare on the next tick, the price that you saved on the last tick.

private double previousPrice = 0; //declare and initialize a class variable

 
if (Close[0] > previousPrice) {// do stuff} //compare current price to saved price
previousPrice = Close[0]; // save current price to compare on next tick