IsFirstTickOfBar - Once and for all

[mk77ch]

Hello,

I'm currently fiddling around with an indicator that calculates on each tick and has an additional 1 Tick Series added.

The idea of the indicator is to collect all the 1 tick data and add them to a data object for each bar of the main series.

In OnBarUpdate() I try to catch the first tick of a new bar of the main series.
This seems to work as long as the indicator is in a historical state and once the indicator has gone from historical state to realtime.

But IsFirstTickOfBar also fires on the actual transition between historical and realtime state when there is in fact no new bar created.
Is there a recommended way to deal with this behavior?

Thank you,
Mike

[NinjaTrader_ChrisL]

Hello, thanks for writing in. For the primary series tick updates, you would need to enable Tick Replay from the data series menu (after enabling "Show Market Replay" from Tools>Options>Market Data).

[mk77ch]

Hey Chris,

thank you for your reply.
I don't want to use Tick-Replay for this indicator. It would be much faster by using an additional 1 Tick Series.

Thank you,
Mike

[NinjaTrader_ChrisL]

Hi, Sorry for the oversight. The script will need to keep track of the active bar in the 1 tick series. I have an example of how to do this here:

https://forum.ninjatrader.com/forum/ninjatrader-8/strategy-development/1190304-using-intrabar-tick-data-but-entry-only-once#post1190470

You can also see this done in the "BuySellVolume" indicator.

[mk77ch]

Thank you for your answer but the CurrentBar also seems to change when the state transitions from historical to realtime. even when i use CurrentBars[0].

Mike

[bltdavid]

What is your Calculate setting?

Do you have a small script that illustrates what you're seeing?

[mk77ch]

Hello bltdavid, Hello NinjaTrader_ChrisL,

thank you for your answer.
The Calcuclate Method is OnEachTick as mentioned above.

The actual question can be broken down to: "why does IsFirstTickOfBar fire on the transition between Historical and Realtime Ticks processed in OnBarUpdate while the bar is still developing? And why does CurrentBar increase by 1. at the same point when in fact there isn't a new bar?"

I've attached you a file which adds volume to a custom series.
If you attach it along side with the NT8 VOL indicator (on each tick) to a 5 minute chart, you can see that it's displaced by 1 bar because NT8 goes through the whole "new bar" routine when the state changes from historical to realtime.

Thank you,
Mike