Pass Value Generated from BarsType to a Strategy

[NinjaTrader_Jesse]

Hello martin70,

Have you tried restarting the platform after adding that to the bars type? I tried the scripts you attached and see the print when running it in a backtest.

[martin70]

Hi Jesse,

the calculation to run the test is simply (high+Low)/2 of the last bar.

In real time this is calculated correctly and the printed value changes on each new bar.

In backtest, yes, you get a print as you write, but the printed values are ALWAYS the same identical value, referring to the FIRST bar of the chart: the printed value is not changing; therefore the value it is not calculated anymore after the first bar.

How do I get the backtest print behaviour to be correct like in real time?

Thank you
Martin

[NinjaTrader_Jesse]

Hello martin70,

In a backtest renko bars do not work the same as they do in realtime so you will see differences in how it processes in that use case. Renko bars use what is called remove last bar supported, any renko code that is similar to the original NT renko or that uses remove last bar will encounter that in a historical test.

[martin70]

Hello Jesse,
RemoveLastBar() is not used in UniRenko bars, please check the above posted code. This does therefore not seem to be the issue. What else could be the problem?

[NinjaTrader_Jesse]

Hello martin70,

In that case you would need to use prints to debug the bars type logic to find out what may be happening. As that is a third party bars type I am not aware of any specific problems that logic may have when backtesting. In general renko bars cannot be accurately backtested, we suggest to test renko bars going forward in realtime using playback or a live connection.