Hello Rick,
Thanks for your reply.
If the strategy is using minute based bars, it would not be using any tick bar data. FYI, NinjaTrader only works with 1 tick bars, 1 minute bars and 1 day daily bars, all other bar types/sizes are derived from those three. In the case of a 5 minute bar with a faster 1 minute bar series you would not be as limited historically by tick bars (unless you are using Tick Replay).
The strategy builder would limit you to only placing orders based on the 5 minute bars. You would be able to create conditions based on the 1 minute data but the orders would be on the 5 minute bars.
Please note that for both GetCurrentAsk() and GetCurrentBid() "When accessed during State.Historical, the Close price of the evaluated bar is substituted."
Thanks for your reply.
If the strategy is using minute based bars, it would not be using any tick bar data. FYI, NinjaTrader only works with 1 tick bars, 1 minute bars and 1 day daily bars, all other bar types/sizes are derived from those three. In the case of a 5 minute bar with a faster 1 minute bar series you would not be as limited historically by tick bars (unless you are using Tick Replay).
The strategy builder would limit you to only placing orders based on the 5 minute bars. You would be able to create conditions based on the 1 minute data but the orders would be on the 5 minute bars.
Please note that for both GetCurrentAsk() and GetCurrentBid() "When accessed during State.Historical, the Close price of the evaluated bar is substituted."
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