OnMarketData and OnBarUpdate on one indicator

[imalil]

I run an indicator that uses both OMD and OBU. It calculates the values OnBarClose. Everything works as expected, except the values do not stay on the chart when it gets refreshed. There are no historical values.

The other thing I can't do is use these values in a multi time frame script, which I need to be able to do. I can do a mtf on level 1 OBU indicators, but not when OMD is involved.

Is there a NT8 indicator that uses OMD and meets my requirements listed above with code I can look at and learn from?

Thank you.

[NinjaTrader_Emily]

Hello imalil,

Thank you for your post.

The OnMarketData (level 1) and OnMarketDepth (level 2) methods are both real-time data streams. They are not called on historical data by default, however, you could utilize Tick Replay to view historical values. For even more details about developing for Tick Replay, please see the following link:

https://ninjatrader.com/support/helpGuides/nt8/developing_for__tick_replay.htm

If you are trying to reference values for a specific bars object from a mult-time frame script, then you may need to add BarsInProgress checks to your script to know which series is calling OnMarketData(). For more information about BarsInProgress:

https://ninjatrader.com/support/helpGuides/nt8/barsinprogress.htm

We have more information about Multi-Time Frame scripts here:

https://ninjatrader.com/support/helpGuides/nt8/multi-time_frame__instruments.htm

The BuySellVolume indicator that comes with NinjaTrader by default uses OnMarketData and is only able to calculate historical values when Tick Replay is enabled. Please feel free to review this indicator in the NinjaScript Editor. Additionally, for an example that uses CurrentBars indexes and BarsInProgress checks for a multi-series script, I recommend checking out the following sample:

https://ninjatrader.com/support/forum/forum/ninjascript-educational-resources/reference-samples/106801-indicator-using-a-secondary-series-as-an-input-series-for-an-indicator

The same ideas for BarsInProgress could be used inside of OnMarketUpdate() as needed. As a note, in NinjaTrader 8 OnBarUpdate() is always called before OnMarketData().

Please let me know if I may be of further assistance.

[imalil]

Thanks, I'll check it out.