IsFirstTickOfBar unreliable in Market Replay on multiple timeframe strategies

[saltminer]

Hi,
I am experiencing that IsFirstTickOfBar is unreliable in Market Replay on multiple timeframe strategies. It fires too often. I have not noticed the same problem on normal charts (in realtime of course).
This observation is from careful logging and processing during BarsInProgress==0.
v8.0.20.0

saltminer.

[NinjaTrader_Jesse]

Hello saltminer,

Do you have a test which explores what you have described? There are not enough details provided for me to create a test script or to know what specifically was being done in your test for logging. Could you provide more details about your test and the situation it was being used it?

What was the expectation vs what was the result seen?
What syntax was being used in the test?

I look forward to being of further assistance.

[saltminer]

I found the problem in a strategy that uses the chart bars (minute based) and it loads a 1 tick dataseries as well. The problem was occurring on the chart bars. (Of course, every tick on the 1 tick dataseries is a FirstTickOfBar)

You could use a simple shell strategy that simply prints out like this:
if (BarsInProgress == 0)
Print("FirstTickOfBar="+IsFirstTickOfBar+", current bar "+CurrentBar+" of "+Count);

saltminer

[NinjaTrader_Jesse]

Hello saltminer,

Thanks for the additional details.

I am still not clear on the specifics of your test or what output you had seen. What was your output when you ran the test and what was your expectation on what should be seen? What steps did you take during the test?

You said it happened more frequently than it should, was the test to elapse one bar in realtime but you had seen it called more times during one bar? What was the specific problem?


Additionally the version you reported is one behind I would suggest updating to 8.0.20.1 to see if this still happens.


I look forward to being of further assistance.