Multi instrument strategy question

[afshinmoshrefi]

I have coded a strategy were:
0) Primary Bar is 6 Range Bars
1) Secondary Bar is Tick Bars

When OnBarUpdate() is executed for a Tick, what value should Closes[0][0] have?
Is it for the previous Range bar or the current Range bar?

My observation is that:
when executed on historical data, Closes[0][0] refers to the previous Range bar.
when executed on live data, Closes[0][0] refers to current Range bar.

Is this correct or am I missing something?

[NinjaTrader_Bertrand]

afshinmoshrefi, this would be expected if you're working on CalculateOnBarClose = false.

This will be 'true' for all historical bars, but for realtime be working as set.

[afshinmoshrefi]

so if I understand correctly, on historicals when a tick executes OnBarUpdate, even when I set CalculateOnBarClose = false, Close[0][0] refers to the previous primary bar that already has closed not the current primary bar that the tick is a part of?!

[NinjaTrader_Bertrand]

Correct Close[0][0] will be the last completed bar in historical processing.

[afshinmoshrefi]

Thanks, Your explanation clears a lot of confusion

[NinjaTrader_Bertrand]

Glad to hear - have a nice day.