Multi timeframe strategy - Playback

[Shansen]

NT Forum,

A single-instrument multi-timeframe strategy must use Calculate.OnEachTick to access data from any BarsArray Bar[0] before the close of the Bar (How to structure Multi-Time Frame Strategy).

I understand a Strategy with Calculate.OnEachTick is tested via Market Replay (Historical) to simulate live market conditions. State (i.e. .Historical & .Realtime etc) simulate live market as expected.

Can a referenced Indicator differentiate between Market Replay and live market?
For example, a Strategy can use the below. Indicators can not access Account.

if (Account.Name == "Playback101") //do something

[NinjaTrader_PaulH]

Hello Shannon,

Thanks for your post.

You can test for the playback connection in the indicator.

simple test code:

if (Cbi.Connection.PlaybackConnection != null)
Print ("Connected to Playback");
else
Print ("not connected to playback");

[Shansen]

To save checking Cbi.Connection.PlaybackConnection on each OnBarUpdate, at what State State is it safe to check Cbi.Connection.PlaybackConnection? State.DataLoaded?

[NinjaTrader_PaulH]

Hi Shannon,

Thanks for your reply.

Yes, sorry, I meant to advise that you could either place in State = State.DataLoaded or in OBU using for example if (CurrentBar == 0) to limit to one check.