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OnEachTick vs OnBarClose

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    OnEachTick vs OnBarClose

    Hello,

    I have a problem. I am creating a simulation and data are pouring in my logic.

    With OnEachTick the data is added to ervery transactions.

    But its the same with OnBarClose, why the data is not inserted in the bar once the last trade is done?

    Is there a way the data is added in the bar only when the last bar is formed?

    TY

    #2
    Hello frankduc,

    Thank you for your post.

    I'm not clear on the behavior you're seeing - could you provide a screenshot?

    Thanks in advance; I look forward to assisting you further.

    Comment


      #3
      Kate,

      This is a daily chart, at the moment i saved the image the price was at 3491.75. It will keep updating.
      If my calculation are on BarClose the calculation should be made only when the bar is done (when the day is over).
      But the price keep updating as tick data entering.

      I want the bar in the chart to update only when the day is over. OnBarClose!

      Calculation aren't made OnBarClose if the chart keep updating the price even if its a daily chart.

      Is it possible?

      By the way is there a way i can add bars on the chart to make a simulation entering my own close price and volume?

      Ty
      Attached Files

      Comment


        #4
        Hello frankduc,

        Thank you for your note.

        With Daily bars we would expect to see the most recent one updated with each incoming tick. Bar closures are signaled on the first tick of a new bar. You could use a connection that just supplies End of Day data, such as the built in Kinetick EOD connection, to get historical data that is not updated on each tick.

        As far as importing data to make your own backtest using your own prices and volume, yes, you can pretty much chart any data you like, as long as the imported data is formatted properly. You could then use this data in the Playback connection using Historical data or in the Strategy Analyzer to test scripts.

        Here's a link to our help guide that goes over properly formatting data:



        You'd also need to create your own Instrument for the data to be stored under. Information on adding a custom instrument to the database can be found here:



        Please let us know if we may be of further assistance to you.





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