How Calculate.OnPriceChange works

[Lumbeezl]

When using the OnPriceChange mode, does Close[0] represent the current price and Open[0] represent the price of the open bar? Any clarification of this mode will be appreciated.

[NinjaTrader_Jim]

Hello Lumbeezl,

Thanks for your post.

When using Calculate.OnBarClose, a barsAgo reference of 0 will represent the bar that had just closed. When using Calculate.OnEachTick or Calculate.OnPriceChange, a barsAgo reference of 0 will represent the developing bar. Close[0] will represent the current price and Open[0] would represent the Open of that developing bar.

You can simulate Calculate.OnBarClose behavior by using a barsAgo reference under IsFirstTickOfBar.

More information on barsAgo indexing, Calculate, and IsFirstTickOfBar is linked below.

Working with Price Series - https://ninjatrader.com/support/help...ice_series.htm

Calculate - https://ninjatrader.com/support/help.../calculate.htm

IsFirstTickOfBar - https://ninjatrader.com/support/help...ttickofbar.htm

Please let us know if you have any additional questions.