Event queue execution order

[TheAngryCube]

Hi there,

I've got a problem with the execution order of the event queue. I've developed a volume profile indicator which works on tick base (with tick replay). To determine if the bar has finished, I have to use the OnMarketData and the OnBarUpdate event.

In a second indicator I'm using the volume profile indicator as data source. Unfortunately, the OnBarUpdate event handler of the main indicator is raised before the event handler of the referenced volume profile indicator. Therefor I get empty data for that actual bar.

Is there a way to control the order of execution?

BR
Jan

[NinjaTrader_ChelseaB]

Hello Jan,

There is not a way to change the order of OnBarUpdate and OnMarketUpdate.

However, can the script be changed to only rely on market update events and not OnBarUpdate?

TickReplay might need to be enabled.

https://ninjatrader.com/support/helpGuides/nt8/developing_for__tick_replay.htm

[TheAngryCube]

Hi,

I'm already using both OnBarUpdate and OnMarketData event in the underlying indicator. I also don't want to change the order of these events. I want to control the execution order on indicator level.

Indicator A has

• OnMarketData
• OnBarUpdate

Indicator B has

• OnMarketData

Indicator B is using an instance of Indicator A and is accessing its data. For performance reasons I calculate the volume profile (POC,VAH,VAL) only when the bar has finished (OnBarUpdate). Unfortunately, the OnBarUpdate event of the hosting Indicator B is called before Indicator A. Therefor the volume profile has not been calculated yet and Indicator A gets empty data.

In my opinion, if an indicator is part of another one, their events should be processed first and in the end events of the main indicator should be called.

What do you think? Is the problem clear?

BR
Jan

[NinjaTrader_ChelseaB]

Hello Jan,

If these are being saved in a series, these would be updated at the same time as OnBarUpdate in the host script.

If these are not series, you may need to call <Indicator>.Update().

https://ninjatrader.com/support/helpGuides/nt8/update.htm