How is BarsInProgress being calculated exactly? Is it an arrayList?

[lmatiukas]

I've looked around for this topic, and couldn't find something like this discussed.

This is what I have:
else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Minute, 5);
AddDataSeries(Data.BarsPeriodType.Minute, 15);
/* there's other stuff, but these are the only data series inputs */

}

If I'm correct in understanding this:
protected override void OnBarUpdate()
{
if (logic){

gapUpLong = EnterLongLimit(1, true,(int)orderQuantity,getSecondFib(PriorDayOHLC( ).PriorClose[0], CurrentDayOHL().CurrentHigh[0]),GapUpLong);
Print("Gap Up Same Day"+ Position.Instrument+ " At current price: "+GetCurrentBid() + "At current bar: " + CurrentBar);
}

"1" stands for looking at the 5-minute data series here, and this should only be tested once.

However, when I get printouts, I get subsequent values as such:
Gap Up Same DayPRCP Default At current price: 7.27At current bar: 682

Gap Up Same DayPRCP Default At current price: 6.26At current bar: 460

Gap Up Same DayPRCP Default At current price: 5.86At current bar: 685

Gap Up Same DayPRCP Default At current price: 5.6At current bar: 465

The entries are also ONLY made at 683 and 685 if everything works out fine / etc. I have it set to sell on the next bar while I'm testing this.

If I remove the second data series, then I don't get the additional bar calculations, but I'm curious as to WHY am I seeing them populate my output window?
Or is the situation here that we're running an index on everything?

However, if that's the case, then why am I not seeing current bars for time frame with 1 minute, since "BarsInProgress" default is relevant at 0, and is always there. I have to specify 1 in my case, to ensure it's looking at the 5-minute case.

Thank you

[NinjaTrader_ChrisL]

Hi lmatiukas, thanks for your question.

You must separate logic by the BarsInProgress context when you want to filter logic to only one time frame e.g.

OnBarUpdate()
{
    if(BarsInProgress == 0)
    {
        //This code will only run when OnBarUpdate is called for the Primary Series
    }

    if(BarsInProgress == 1)
    {
        //This code will only run when OnBarUpdate is called for the Secondary Series
    }

    //and so on
}

Please read through the multi time frame and instrument guide if you have not already:

https://ninjatrader.com/support/helpGuides/nt8/?multi-time_frame__instruments.htm

Please let me know if I can assist any further.

[lmatiukas]

hey there,

thanks for the quick reply - yea that makes perfect sense.

In the end, I realized this is what I want. I want to be able to test the logic on multiple timeframes within a single strategy. Correct me if I'm wrong, but that would essentially be Close[1][0] - so that would test the latest close on the 5 minutes, and Close[2][0] - latest close on the 15 minutes?

Or am I already basically performing it automatically as is? Close[0] would be confirmed to be true to something on the 5 minutes, AS WELL AS true on the 15 minutes since I am using both data series simultaneously?

Still, a question on why the BarsInProgress default value of 0 doesn't run also. That is default at 1 minute right?

[NinjaTrader_ChrisL]

Hi lmatiukas, thanks for your reply.

You can perform operations on the higher series, just make sure there are enough bars in each series e.g.

OnBarUpdate()
{
    if(BarsInProgress == 0)
    {
        if(CurrentBars[0] < 1 || CurrentBars[1] < 1 || CurrentBars[2] < 1) //make sure there is at lease one bar in each series
            return;

        Print(Closes[0][0]);
        Print(Closes[1][0]);
        Print(Closes[2][0]);
    }

BarsInProgress == 0 will become true, you should see this working. When a minute bar processes, BarsInProgress will be set to 0, then OnBarUpdate will be called for the 1 minute series.

Please let me know if I can assist any further.

[lmatiukas]

Your responses are slightly confusing to me. To be clear, my bars are at "1" and "2" for 5 minutes and 15 minutes. The 0 is ALWAYS there as the default?

[NinjaTrader_ChrisL]

Hi lmatiukas,

Yes, that is correct. If your script adds no data series, BarsInProgress with always equal 0.

Please let me know if I can assist any further.