OnBarUpdate not called on each Custom Bar Close using TickReplay

[habibalex]

I have a custom bar type and I want to use TickReplay or AddDataSeries to process each incoming tick. When TickReplay is enabled, I would expect OnBarClose to be called when a bar closes, however it appears that OnMarketData runs through all the 1 tick data, then OnBarClose is called for each bar close.. Is there a way to fix this?

Indicator Loads
OnMarketData is called for each tick for the whole chart
OnBarUpdate is called after all tick data on chart has been processed

I'm expecting:
Indicator Loads
OnMarketData called for each tick for current bar
OnBarUpdate called when bar closes
OnMarketData called for each tick for current bar
OnBarUpdate called when bar closes
etc...

[NinjaTrader_ChelseaB]

Hello habibalex,

Does the custom bar type have IsRemoveLastBarSupported set to true?

Bar Types which use remove last bar concepts CANNOT be used with Tick Replay.

https://ninjatrader.com/support/helpGuides/nt8/en-us/isremovelastbarsupported.htm

[habibalex]

No it is set to False.

The tick replay works on the chart, it just runs through all the OMD calls first before OBU. However, it works as expected on live and replay data.

[NinjaTrader_ChelseaB]

Hello habibalex,

I am not able to reproduce this behavior.

Below is a link to a video of the test.

https://drive.google.com/file/d/1E59a7JM1hRyDMNkx6lzGPuJQ7fjtpeA5/view?usp=drivesdk

Attached is the test script.

If you test the test script on the ES 06-19 1 Minute with 50 bars to load and Tick Replay enabled, are you experiencing different output in the output window than what is shown in the video?

[habibalex]

Can you try it with this custom bar type? I don't see OnBarUpdate called at all when using this bar type. Why would that be?

https://www.dropbox.com/s/gh2iyz7rsrrhvbh/WickedRenko.cs?dl=0

[NinjaTrader_ChelseaB]

Hello habibalex,

I am able to reproduce this behavior where OnBarUpdate is not triggering for this custom bar type.

I tested with the UniRenko available on the User App Share to see if other custom bar types are affected, however the UniRenko bars do not exhibit this behavior and update OnBarUpdate as expected.

https://ninjatraderecosystem.com/user-app-share-download/unirenko-universal-renko-bartype-8/

I recommend you reach out to the vendor that is distributing this bar type and report this behavior.


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