Example:
Assume an range bar with bar size equal to n. On the (n+1)th tick up/down from the open of the current bar, a new bar is formed as per the definition of a range bar. The first execution that forms the new bar coincides with IsFirstTickOfBar. In the case of a range bar the Calculate parameter (whether OnBarClose, OnPriceChange, or OnEachTick) shouldn't matter because the IsFirstTickOfBar occurs at the same update event across all three calculation frequencies.
Questions:
1) In practice, does the above hold true? Meaning that the IsFirstTickOfBar event is truly calculation frequency independent in the case of a range bar?
2) Is there a nuance/best practice that would prioritize the utilization of OnMarketData() over OnBarUpdate() to GAURANTEE that IsFirstTickOfBar is always processed and never missed?
Thx.
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