Looking for OnTickUpdate

[mcosta72]

Hello,

I have a point in my strategy that must see changes on ticks.
I saw something some time ago and I think it's possible, but I couldn't find any reference. I only found a sample @defaulttickfilter.cs file in \custom\type directory with a
public override bool OnTick()
, but I don't know how to use it.

Any help appreciated.

[NinjaTrader_MichaelM]

Hello mcosta72,

Thank you for writing in. Could you please elaborate on what you are trying to do in your strategy so I may provide a more informed answer?

Please see the OnMarketData() method which will provide you with every change in level 1 data that occurs in realtime:http://ninjatrader.com/support/helpG...marketdata.htm

If you want to access historical tick data in your strategy, you can add a 1 tick data series.

Add(PeriodType.Tick, 1);

If you add another data series and are new to working with multi-instrument or multi time frame strategies please make sure to read this document: http://ninjatrader.com/support/helpG...nstruments.htm

Please let me know if I you have any questions.

[mcosta72]

Hi Michael,
Thanks for your reply.
My strategy looks for a reversal when I have a order "filled", BUT I dont want to wait til the bar is done. I'd like to make it right away. Code like:
if (entryOrder[2].ToString() == "Filled" && GetAtmStrategyPositionQuantity(atmStrategyId).ToSt ring() != "0" && bla..bla..bla..meaning market changed -> reverse now. So I call:
AtmStrategyClose(atmStrategyId);
And create a new one. The point is, if I use OnMarketData() method, could it see my variables loaded at OnBarUpdate() method?

Thanks!!

[koganam]

Hi Michael,
Thanks for your reply.
My strategy looks for a reversal when I have a order "filled", BUT I dont want to wait til the bar is done. I'd like to make it right away. Code like:
if (entryOrder[2].ToString() == "Filled" && GetAtmStrategyPositionQuantity(atmStrategyId).ToSt ring() != "0" && bla..bla..bla..meaning market changed -> reverse now. So I call:
AtmStrategyClose(atmStrategyId);
And create a new one. The point is, if I use OnMarketData() method, could it see my variables loaded at OnBarUpdate() method?

Thanks!!

I do not know where you get OnTickUpdate() from, but it is not NinjaTrader. If you want to process your code on every tick, the correct directive/property is

CalculateOnBarClose = false;

[mcosta72]

Thanks... both worked nice.