Best practices - Calculate.OnPriceChange

[Harry]

There are many indicators that do not use other than price information.

For those indicators it does not make sense to call them with every incoming tick. NinjaTrader 8 has an improvement here, as it is possible to run OnBarUpdate() on price change only.

The idea here is to force an indicator to run in Calculate.OnPriceChange when the user erroneously select Calculate.OnEachTick. This would be done in State == State.SetDefaults. Now adding the following lines

if(Calculate == Calculate.OnEachTick)
      Calculate = Calculate.OnPriceChange;

works, when the indicator is added to a chart.

Here comes my question: If I call such an indicator from another indicator or strategy that runs in Calculate == Calculate.OnEachTick, would that produce any conflicts when the called indicator is forced to run in Calculate == Calculate.OnPriceChange?

[NinjaTrader_JessicaP]

Hello Harry, and thank you for your question. Bearing in mind your indicator or strategy's lifecycle for states earlier than realtime, once your indicator or strategy enters realtime, every sub-indicator's OnBarUpdate and OnMarketData events will trigger independently of the parent indicator or strategy. Please let us know if there are any other ways we can help.