tick replay versus Calculate.OnEachTick

[tulanch]

I have an indicator that processes the volume traded on each tick.

I have Calculate.OnEachTick defined in the init.

I gather the volume summations based on price ( Close[0]) in the onbarupdate method

I am getting a different summation amount if I have tick replay checked or not check in the data series parameters dialog

I am using a 60 minute bars with the ES

Why would this matter?

I would think tick replay would only affect onmarketdata

[NinjaTrader_Jesse]

Hello tulanch,

Thank you for the post.

Could you tell me, are you seeing differences in calls to OnBarUpdate if you Print values to the output window and compare them?

I couldn't really say what may be causing a difference in your logic without seeing it, but potentially if you can run a simple test like printing values you use and the Time or CurrentBar value that may help find a reason.

This would also depend if you are seeing this difference in realtime or historical, Have you also reviewed the developing for tick replay guide to see if any of the noted items apply to your situation? http://ninjatrader.com/support/helpG...sub=tickreplay

If you can provide an example of a difference you see between the modes that would be helpful.

I look forward to being of further assistance.

[tulanch]

I figured out what I was doing wrong...

this is a volume profile like indicator

to resolve I added in a 1 tick data series and turned off tick replay in the main data series

I have multiple days of data displayed via the base chart timeframe of 60 mins

by adding in a 1 tick dataseries, I got a 10x better performance than using tick replay to get volume

seems all good now