Calculating ATR under State == State.Configure Block

[raaxus]

Hi,

1. I need to get ATR value on or before First call to OnBarUpdate

For the same purpose i tried to use the BarsRequest, but is it not returning as expected. It always returns Null Bars.

Please help how to get ATR even before or on first call of BarsRequest.

2. Moreover wish to make a BarsType, and needs to take Value starting from 0 (Zero), but it is not allowed might be minimum range is set to 1. How can i modify that attribute?

                    BarsRequest barsRequest = new BarsRequest(bars.Instrument, DateTime.Now.AddDays(-4), DateTime.Now.AddDays(-1));
                    barsRequest.BarsPeriod = new BarsPeriod { BarsPeriodType = BarsPeriodType.Minute, Value = 1 };
                    barsRequest.TradingHours = NinjaTrader.Data.TradingHours.Get("Default 24 x 7");

                    barsRequest.Request(new Action<BarsRequest, ErrorCode, string>((retBars, errorCode, errorMessage) =>
                    {
                        Print("Error: " + errorCode.ToString());

                        if (errorCode != ErrorCode.NoError)
                            // Handle any errors in requesting bars here
                            return;

                        if(retBars.Bars == null)
                            Print("Null Bars");
                        else
                            Print("Bars are there");

                        Print(retBars.Bars.Count);

                        for (int i = 0; i < retBars.Bars.Count; i++)
                        {
                            // Output the bars
                            NinjaTrader.Code.Output.Process(string.Format("Time: {0} Open: {1} High: {2} Low: {3} Close: {4} Volume: {5}",
                                                            retBars.Bars.GetTime(i),
                                                            retBars.Bars.GetOpen(i),
                                                            retBars.Bars.GetHigh(i),
                                                            retBars.Bars.GetLow(i),
                                                            retBars.Bars.GetClose(i),
                                                            retBars.Bars.GetVolume(i)), PrintTo.OutputTab1);
                        }

                        Series<double> cls = new Series<double>(retBars.Bars, MaximumBarsLookBack.Infinite);
                        Indicators.ATR t = new Indicators.ATR();
                        double atrVal = t.ATR(cls, 100)[0];

                        Print("ATR: " + atrVal);

                    }));

                    barsRequest.Dispose();

[NinjaTrader_ChelseaB]

Hello raaxus,

Unfortunately, supplying a bar series from a BarsRequest to an indicator as the input series is not supported. Any calculations with that data would have to be done in that script.

Below are links to examples of BarsRequests.
https://ninjatrader.com/support/foru...518#post742518
https://ninjatrader.com/support/foru...208#post786208


Also, below is a link to an example custom bar type.
https://ninjatraderecosystem.com/use...nko-bartype-8/


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[raaxus]

Hi,

Is there any way to calculate the ATR on or before first call of OnBarUpdate?

Please suggest.

Thanks,

[NinjaTrader_ChelseaB]

Hello raaxus,

This could be achieved with a BarsRequest in State.DataLoaded / State.Historical but would require that you calculate the ATR in the script using custom logic without calling the ATR() indicator.