LineBreakBarsType problem

[Philippe56140]

Hi There

I am using a strategy based on LineBreakBarsType

I face a number of problem due, apparently, to a different behavior applied to this kind of bars.

First thing is I want to test the first tick of a bar.
It will always return true even if the bar is here for minutes and has moved several points on the price scale.

Also, when testing bar number, it seems that the bar changes to the current bar, then to the previous, then to the current bar, then to the previous (thus making IsFirstTickofBar always true)

I can't see how to approach this problem:

        protected override void OnBarUpdate()
        {
​            if (CurrentBar < BarsRequiredToTrade)
                return;

            Print("CurrentBar = " + CurrentBar);
            Print("IsFirstTickOfBar = " + IsFirstTickOfBar);
            if (IsFirstTickOfBar == true)
            {
                // This is always true
...
​

The output render as:

CurrentBar = 1716
IsFirstTickOfBar = True

CurrentBar = 1717
IsFirstTickOfBar = True

CurrentBar = 1716
IsFirstTickOfBar = True

CurrentBar = 1717
IsFirstTickOfBar = True

CurrentBar = 1716
IsFirstTickOfBar = True

CurrentBar = 1717
IsFirstTickOfBar = True

CurrentBar = 1716
IsFirstTickOfBar = True

[NinjaTrader_ChrisL]

Hello, thanks for writing in. In the historical data, Tick Replay must be enabled for IsFirstTickOfBar to work, otherwise, the script will just run OnBarClose. See here for documentation:

https://ninjatrader.com/support/help...ping_for__tick _replay.htm

Kind regards,
-ChrisL

[Philippe56140]

Thanks ChrisL

Unfortunately, Tick Replay is disabled for Line Break bars:

https://ninjatrader.com/fr/support/helpGuides/nt8/NT%20HelpGuide%20English.html?tick_replay.htm

[NinjaTrader_ChrisL]

Hi Philippe, Sorry for the oversight. The LineBreak bars are a RemoveLastBarSupported = true bar type, so Tick Replay can not be used and IsFirstTickOfBar also can not be used as it will always be True. Unfortunately there is no work around for this.

[Borgen]

Tick Replay must be enabled for IsFirstTickOfBar to work, otherwise, the script will just run OnBarClose.

Kind regards,
-ChrisL

Why isn't this information on the actual documentation page for IsFirstTickOfBar? That seems like an obvious place to read about it wouldn't it? I swear the NT documentation is so thin sometimes it's better to go to the forums to read about things.

[NinjaTrader_ChrisL]

Hi Borgen, thanks for posting. It does say it in the documentation, there is a note about Remove Last Bar bar types on the page.

[Borgen]

Maybe there is a language barrier here but that is clearly not the same as "Tick Replay must be enabled for IsFirstTickOfBar to work"... This is just poorly written documentation.

[NinjaTrader_ChrisL]

Hi Borgen, I sent a suggestion to the help guide admins they add a note about the Tick Replay historical requirement.