Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Bar vs Tick Call Order

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Bar vs Tick Call Order

    If I have 1000 Volume Primary bars and a AddDataSeries(Data.BarsPeriodType.Tick, 1) should the call order be:

    BarsInProgress = 0
    12:00PM 1000 Volume bar

    BarsInProgress = 1
    12:01PM ticks
    12:02PM tick
    12:03PM tick
    12:04PM tick

    BarsInProgress = 0
    12:05PM 1000 Volume bar​

    trying to determine the tick price movement within a primary bar
    Last edited by dibDab; 11-11-2022, 07:40 AM.

    #2
    Hi dibDab, thanks for posting. The primary series will always be called first in the historical backtest, this order would be expected. If the Tick series had timestamps of 12:00, they would be seen after the 12:00 1000 volume bar.

    Kind regards,
    -ChrisL

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by SalmaTrader, 07-07-2026, 10:26 PM
    0 responses
    54 views
    0 likes
    Last Post SalmaTrader  
    Started by CarlTrading, 07-05-2026, 01:16 PM
    0 responses
    25 views
    0 likes
    Last Post CarlTrading  
    Started by CaptainJack, 06-17-2026, 10:32 AM
    0 responses
    17 views
    0 likes
    Last Post CaptainJack  
    Started by kinfxhk, 06-17-2026, 04:15 AM
    0 responses
    23 views
    0 likes
    Last Post kinfxhk
    by kinfxhk
     
    Started by kinfxhk, 06-17-2026, 04:06 AM
    0 responses
    24 views
    0 likes
    Last Post kinfxhk
    by kinfxhk
     
    Working...
    X