Strategy OnBarClose with indicator OnEachTick

[Optiondreamer]

Hello,

Next you can find some prints from an strategy with Calculate set OnBarClose. Strategy includes three instances of an indicator with Calculate set OnEachTick within indicator code, and to maintain this property, within strategy OnStateChange - Historical , Calculate is set to OnEachTick.
When load, historical data looks as expected, but when real time arrives, the secuence is not equal.

Is this setup correct? The goal is run an strategy with Calculate -> OnBarClose with indicators with Calculate -> OnEachTick

Historical

Strategy - State: Historical Calculate: OnBarClose CurrentBAR: 4015
Indicator X with period - 2 bars  - State: Historical Calculate: OnEachTick CurrentBAR: 4016
Indicator X with period - 6 bars  - State: Historical Calculate: OnEachTick CurrentBAR: 4016
Indicator X with period - 10 bars  - State: Historical Calculate: OnEachTick CurrentBAR: 4016
Strategy - State: Historical Calculate: OnBarClose CurrentBAR: 4016
Indicator X with period - 2 bars  - State: Historical Calculate: OnEachTick CurrentBAR: 4017
Indicator X with period - 6 bars  - State: Historical Calculate: OnEachTick CurrentBAR: 4017
Indicator X with period - 10 bars  - State: Historical Calculate: OnEachTick CurrentBAR: 4017
Strategy - State: Historical Calculate: OnBarClose CurrentBAR: 4017
Indicator X with period - 2 bars  - State: Historical Calculate: OnEachTick CurrentBAR: 4018
Indicator X with period - 6 bars  - State: Historical Calculate: OnEachTick CurrentBAR: 4018
Indicator X with period - 10 bars  - State: Historical Calculate: OnEachTick CurrentBAR: 4018
Strategy - State: Historical Calculate: OnBarClose CurrentBAR: 4018
Indicator X with period - 2 bars  - State: Historical Calculate: OnEachTick CurrentBAR: 4019
Indicator X with period - 6 bars  - State: Historical Calculate: OnEachTick CurrentBAR: 4019
Indicator X with period - 10 bars  - State: Historical Calculate: OnEachTick CurrentBAR: 4019

Enabling NinjaScript strategy ...

Strategy - State: Realtime Calculate: OnBarClose CurrentBAR: 4019
Strategy - State: Realtime Calculate: OnBarClose CurrentBAR: 4020
Strategy - State: Realtime Calculate: OnBarClose CurrentBAR: 4021
Indicator X with period - 2 bars  - State: Realtime Calculate: OnEachTick CurrentBAR: 4020
Strategy - State: Realtime Calculate: OnBarClose CurrentBAR: 4022
Indicator X with period - 2 bars  - State: Realtime Calculate: OnEachTick CurrentBAR: 4021
Indicator X with period - 6 bars  - State: Realtime Calculate: OnEachTick CurrentBAR: 4020
Indicator X with period - 10 bars  - State: Realtime Calculate: OnEachTick CurrentBAR: 4020
Strategy - State: Realtime Calculate: OnBarClose CurrentBAR: 4023
Indicator X with period - 2 bars  - State: Realtime Calculate: OnEachTick CurrentBAR: 4022
Strategy - State: Realtime Calculate: OnBarClose CurrentBAR: 4024
Indicator X with period - 2 bars  - State: Realtime Calculate: OnEachTick CurrentBAR: 4023
Strategy - State: Realtime Calculate: OnBarClose CurrentBAR: 4025
Indicator X with period - 2 bars  - State: Realtime Calculate: OnEachTick CurrentBAR: 4024
Indicator X with period - 6 bars  - State: Realtime Calculate: OnEachTick CurrentBAR: 4021
Indicator X with period - 6 bars  - State: Realtime Calculate: OnEachTick CurrentBAR: 4022
Indicator X with period - 6 bars  - State: Realtime Calculate: OnEachTick CurrentBAR: 4023
Indicator X with period - 10 bars  - State: Realtime Calculate: OnEachTick CurrentBAR: 4021
Indicator X with period - 10 bars  - State: Realtime Calculate: OnEachTick CurrentBAR: 4022
Indicator X with period - 10 bars  - State: Realtime Calculate: OnEachTick CurrentBAR: 4023
Indicator X with period - 6 bars  - State: Realtime Calculate: OnEachTick CurrentBAR: 4024
Indicator X with period - 10 bars  - State: Realtime Calculate: OnEachTick CurrentBAR: 4024
Strategy - State: Realtime Calculate: OnBarClose CurrentBAR: 4026
Indicator X with period - 2 bars  - State: Realtime Calculate: OnEachTick CurrentBAR: 4025

[NinjaTrader_ChelseaB]

Hello Optiondreamer,

In historical Calculate is always 'On bar close' unless you have TickReplay enabled.

Below is a public link to the help guide.

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

Do you have TickReplay enabled with a connection to a provider that provides historical tick data?

[Optiondreamer]

Tick Replay is enabled and provider is IQFeed.

[NinjaTrader_ChelseaB]

Hello Optiondreamer,

With TickReplay enabled, I would expect real-time and historical prints for a single strategy to match.

Your prints don't show the same bar times so we can't compare.

But below is a link to a short video that shows printing prints for minute in real-time and comparing this with TickReplay in historical data for the same minute. The results are exactly the same.

https://drive.google.com/file/d/1MM5lxC5kso5XgT2JlTqUdmzY_WmeX2b1/view?usp=drivesdk