On each tick" and "On price change"

[kiss987]

When creating a new strategy, what's the difference between calculating "On each tick" and "On price change"?

Thanks

[NinjaTrader_ChrisL]

Hello kiss987,

Thanks for the post.

Calculating on each tick will run the OnBarUpdate method on every incoming tick. OnPriceChange will run the OnBarUpdate when the price changes.

OnPriceChange calculation can improve your PC's performance because you can have multiple incoming ticks and the price can stay the same.

Here is the help guide page on NinjaScript calculation mode for more details:

https://ninjatrader.com/support/helpGuides/nt8/en-us/?calculate.htm

Please let us know if we may be of any further assistance.

[dadarara]

jumping on...

whats the difference between a strategy that loads a TICK data series and execute per BarsInProrgess =1 and setting the "Calculate on each tick " ?

[dadarara]

anyone please?

[NinjaTrader_ChrisL]

Hello dadarara,

Thank you for the post.

Having a 1 tick series and a calculation mode of OnEachTick has the possibility of being redundant since running the script OnBarClose would essentially run OnEachTick because of that 1 tick series.

Please let me know if I can assist further.

[NinjaTrader_ChrisL]

Hello everington_f,

Thanks for the post.

I made a test but was unable to reproduce what you are seeing. Could you please export the script and post it here so I can test?

I look forward to your reply.

[NinjaTrader_ChrisL]

Hello everington_f,

Thanks for the reply.

You can use the BarsInProgress index to know the context of the OnBarUpdate (Which series OnBarUpdate is being called for).

 protected override void OnBarUpdate()
        {
            if(BarsInProgress == 0)
            {
                Print("Primary series OnBarUpdate called");
            }

            if(BarsInProgress == 1)
            {
                Print("1019 Minute series OnBarUpdate called");
            }
        }

Please let me know if this does not resolve your inquiry.

[Marius Titulescu]

Thanks for the tips! Works just fine now.
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