Calculation on the last bar on chart

[facuevasm]

Hello guys,

Im working on an indicator and I want to make a calculation, but only when the last historical bar (last bar on the chart) is processed. ¿How I can achieve this?

Thank you!

Felipe

[QuantKey_Bruce]

How about: if (CurrentBar >= Bars.Count - (State == Calculate.OnBarClose ? 2 : 1) { /* whatever here */ }

or not quite the same thing, but close:

if (State == State.Realtime) { /* whatever here */ }

[NinjaTrader_Gaby]

Hello facuevasm,

Thank you for your post.

To find the last historical bar, you can use:

if (State == State.Historical && CurrentBar == Count - 2)

// do something

You will want to check the State to make sure the script is still processing historical data to ensure you are finding the last historical bar.

Please read through this forum post for more details:

https://forum.ninjatrader.com/forum/...541#post811541

If you have any other questions, please let us know.

[ntbone]

if (State == State.Historical && CurrentBar == Count - 2)

// do something

This code only works if Calculate == Calculate.OnBarClose. If Calculate == Calculate.OnEachTick then it should be Count - 1.

If the indicator is used by a Market Analyzer Column, this also won't work as the indicator states are not processed the same as they are when used on a chart. See https://forum.ninjatrader.com/forum/...nd-onbarupdate for details about why indicators in Market Analyzer Columns will behave differently.

I have an extension method for IndicatorRenderBase defined as follows

        public static bool IsLastHistoricalBar(this IndicatorRenderBase indicator)
        {
            switch(indicator.Calculate)
            {
                case Calculate.OnBarClose:
                    return indicator.CurrentBar == indicator.Bars.Count - 2;
                case Calculate.OnEachTick:
                    throw new NotImplementedException("Doesn't support on each tick yet");
                case Calculate.OnPriceChange:
                    throw new NotSupportedException("OnPriceChange not supported");
                default:
                    throw new NotImplementedException(string.Format("{0} is not implemented", indicator.Calculate));
            }
        }

I haven't verified the behavior for OnEachTick but I am believe, like QuantKey_Bruce pointed out, you just subtract 1 instead of 2.

[eDanny]

As Bruce demonstrated, if (CurrentBar >= Bars.Count - (State == Calculate.OnBarClose ? 2 : 1) is a single line of code to accomplish this.

[ntbone]

As Bruce demonstrated, if (CurrentBar >= Bars.Count - (State == Calculate.OnBarClose ? 2 : 1) is a single line of code to accomplish this.

Yes but

1. I'd rather not have to remember how to code it up
2. If you happen to use an indicator with something other then the two choices, you'll be warned.
3. If the method of determining the last historical bar ever changes, I only have one place to fix it. I have had to check for last historical bar in more than one indicator.

if(State == State.Historical && IsLastHistoricalBar(this))
{
    // Do some stuff
}

I did not include the State.Historical mostly due to that bug I referred to in the link. The IsLastHistoricalBar can still be useful but the state might actually be State.RealTime and extra steps need to be done. If you are sure your indicators are never going to be used in Market Analyzer Columns you can modify my code to include the State check as well.

[bltdavid]

If you are sure your indicators are never going to be used you can modify my code to include the State check as well.

[EDIT: ntbone has since fixed his above comment. My
attempt at somewhat dark humor remains unedited below.
I was able to appreciate his original comment as humorous
sarcasm, and was quite impressed with his wording. As
ntbone says below, his sarcasm was unintentional.]

And that, my friends, is the definition of sarcasm.

I've read that 5 times, and I'm pretty sure that it is sarcasm.

Right?

I mean, it sure reads like a well-worded dig to me.

A very good one, too.

As Darth Vader would say, in his deep emotionless voice,

"Impressive."

[QuantKey_Bruce]

Another approach you could use is... in OnStateChange understand that it hits State.Transition on the last historical bar, whatever the Calculate mode is set to. So, either do your special "last bar" business there or set a flag there so you can pick it up in OnBarUpdate next time. If you just do it there, you don't have to worry about the pesky details of how the indexing works for each mode in each state.

[ntbone]

And that, my friends, is the definition of sarcasm.

I've read that 5 times, and I'm pretty sure that it is sarcasm.

Right?

I mean, it sure reads like a well-worded dig to me.

A very good one, too.

As Darth Vader would say, in his deep emotionless voice,

"Impressive."

Oops. I left out the "Market Analyzer Columns" part. Fixed the original post.