Use bid/ask in AddBar() to pass custom values

[martin70]

Hi,

within AddBar() there is the option to add Bid/Ask values as well.

I’d like to store in one of those values (e.g. within Ask) a different parameter that is calculated within OnDataPoint.
More specific: OnDataPoint is calculating a value of bar size that is rounded to tickvalue when plotted. I need to recover the not-rounded value to the strategy, to avoid double calculation on every tick (+ avoid some other issues).This needs to work in backtest as well.

When doing the following in the BarType

protected override void OnDataPoint(Bars bars, double open, double high, double low, double close, DateTime time, long volume, bool isBar, double bid, double ask)

ask = MyValue;
AddBar(bars, lastBarClose, lastBarClose, lastBarClose, lastBarClose, lastBarTime, lastBarVolume, bid, ask);
Print(ask);

I get the correct value I want in the print, as expected

Nevertheless, using GetCurrentAsk(0) or Bars.GetAsk(0) from a strategy, I am not able to recover the value (MyValue) that I stored in the “ask” of the BarType.

How could I achieve this? Or is there a completely different way?

Thank you in advance
Martin

[NinjaTrader_ChelseaB]

Hello Martin,

A barsType script only allows you to form the chart bars based on the data coming from the market. It does not allow for changing the ask bid data coming from the market.

Unfortunately, you cannot change the ask and bid coming from the market.

You could push data from a custom external application to the External Data Feed to push the market data.

Below is a link to a support article on using the API.

https://support.ninjatrader.com/s/article/Developer-Guide-Using-the-API-DLL-with-an-external-application