(CurrentBar == 0) is Bars.IsFirstBarOfSession?

[billythekid72]

Hello,

if I set BarsRequiredToTrade = 0; in OnStateChange() within (State == State.SetDefaults), will (CurrentBar == 0) in OnBarUpdate() gives me the very first bar of the session when running Strategy Analyzer back test? I seems to be getting the second bar instead of the first bar of the session, and am wondering how to access the very first bar when the session starts?

[NinjaTrader_ChelseaB]

Hello billythekid72,

BarsRequiredToTrade is a property that causes NinjaTrader to ignore orders until the number of bars necessary have been processed in OnBarUpdate.

This is not related to a session, but instead counts forward from wherever the data starts.

Try printing:

Print(string.Format("{0} | CurrentBar: {1}", Time[0], CurrentBar));

This should tell you what bar is the first bar processed.

[billythekid72]

Hello,

OK, I just found out that, in fact I do get the first bar in a session by testing (CurrentBar == 0) in OnBarUpdate() , however this ONLY happened to the FIRST day in a multi-days back tests in Strategy Analyzer (I am running strategy analyzer for multi days). After the first day, in subsequent days, only SECOND BAR of the day show up with (CurrentBar == 0) in OnBarUpdate(). Any idea why is this happening?

[NinjaTrader_ChelseaB]

Hello billythekid72,

CurrentBar does not reset to 0 after a new session. It just keeps counting forward from the first historical bar that loads, which is not always the first bar of the session. CurrentBar is the current bar that is being processed in OnBarUpdate(). This is not related to the session at all.

Are you saying that CurrentBar has skipped a bar?

Is the print in a condition?

Can you provide the output saved in a text file?


If you want to know when the first bar of the session is, use Bars.IsFirstBarOfSession.

https://ninjatrader.com/support/helpGuides/nt8/isfirstbarofsession.htm

[billythekid72]

Thank you Chelsea, you answered my question, I now know exactly what went wrong (it's my code). Thanks again.