Time[0] question

[jbesada]

Hello,

I have defined bid bars of 5 seconds. Printing Time[0] value I can observe that Time[0] doesn’t change with changes of the bids, it changes with changes of Last values.
With a not very liquid instrument, it is very obvious.
I thought that Time was related to date of the configured value not always with Last value.
Code looks like this:
if (!Historical)
{
Print(BarsInProgress + " " + Time[0] + " " + Close[0]);
}
Close values are OK (the bid value) but Time values are wrong because they only change with a Sale.
Is it a normal behavior?


Regards

[NinjaTrader_Joydeep]

Hello jbesada,
NinjaTrader stamps a bar with the closing time of the bar. Thus the time will not change unless a new bar has formed.

Please refer to our help guide to know more on how NinjaTrader builds a bar.

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

[jbesada]

That is the point. Please see the log output of the following code:

if (!Historical)
{
Print(BarsInProgress + " - " + DateTime.Now + " / " + Time[0] + " " + Close[0]);
}


0 - 24/09/2012 13:03:01 / 24/09/2012 12:56:20 0,7976
0 - 24/09/2012 13:03:01 / 24/09/2012 12:56:20 0,7976
0 - 24/09/2012 13:03:01 / 24/09/2012 12:56:20 0,7976
0 - 24/09/2012 13:03:01 / 24/09/2012 12:56:20 0,7976
0 - 24/09/2012 13:03:12 / 24/09/2012 12:56:20 0,7976
0 - 24/09/2012 13:03:12 / 24/09/2012 12:56:20 0,7976
0 - 24/09/2012 13:03:26 / 24/09/2012 12:56:20 0,7976
0 - 24/09/2012 13:03:29 / 24/09/2012 12:56:20 0,7976
0 - 24/09/2012 13:03:29 / 24/09/2012 12:56:20 0,7976
0 - 24/09/2012 13:03:29 / 24/09/2012 12:56:20 0,7976
0 - 24/09/2012 13:03:29 / 24/09/2012 12:56:20 0,7977


Bar is configured with Bid 5 seconds, as you can see, Time[0] remains with the Last date value, but Bid data is coming and Bar would be closed. I hope my question is bit more clear now.


Regards

[NinjaTrader_Joydeep]

Hello jbesada,
To assist you further can you please send a toy NinjaScript code* replicating the behavior to support[AT]ninjatrader[DOT]com

Also please let me know the instrument on which you are testing the code and a step by step procedures to replicate the scenario.

Please append Attn:Joydeep in the subject line of the email and give a reference of this thread in the body of the email.

I look forward to assisting you further.

*The "toy" just means something that is a stripped down version that isn't necessarily the whole logic. It makes things easier to rout out.