OnBarClose sygnal and run strategy on every tick

[akushyn]

Hello,

I just try to implement very simple strategy using moving averages.
I do check for entry sygnal on every bar close. Open buy/sell position only on break.

For this I use property OnBarClose = true;
Buty when I start to implement part of logic with orders I found that I need to react every incoming tick.

For example:
1) when order filled , after first tick I have to create reverse order to save my position (stoploss)
2) when the price break specific level I have in first tick modify my stop order to breakeven
3) when I am in the position I have to modify orders to follow the price

When bar close its too late to do smth.
What should i do ?

[NinjaTrader_AlexG]

Hello akushyn,
Thanks for posting today.

If you are trying to react tick by tick between the bars opening and closing you can change your logic to CalculateOnBarClose=false and use the FirstTickOfBar property to determine if this is the first tick of the incoming bar. This property can be used to access the previous bar's index and allow you to calculate values based on the previous close.

Please reference our sample in the link below. This better example gives a better explanation of the concept to allow you to accomplish what you are trying to accomplish.

Here is a link to our reference sample strategy on developing strategies with IntraBar granularity.http://www.ninjatrader.com/support/f...ad.php?t=19387

Here is a link to the help guide referencing the FirstTickOfBar property. http://www.ninjatrader.com/support/h...ttickofbar.htm

Please let us know if we may be of further assistance for anything NinjaTrader.