Processing Historical Data

[Gianpiero]

I need clarification about the NinjaScript life cycle, particularly the OnStateChange() method. I need to perform some calculations on historical bars, meaning all past chart bars except the currently forming one.
I was thinking of changing State somewhere in the code, but I need to figure out how and where to code this change. An easier option would seem to put my logic in the OnBarUpdate() method with this code:

protected override void OnBarUpdate()
{
// Skip OnBarUpdate events
if (State == State.Historical)
// my logic
}

Is the latter enough? What would be NinjaScript's best approach?

[NinjaTrader_BrandonH]

Hello Gianpiero,

Thanks for your post.

If you would like certain code to only calculate when historical bars are processed, you could check if State == State.Historical in OnBarUpdate() and put your code within that method.

To specify you want some code to only calculate on real-time data, you could check if State == State.Realtime in OnBarUpdate() and put your code within that method.

See this help guide page for more information about State: https://ninjatrader.com/support/help.../nt8/state.htm

Let me know if I may assist further.