Calculate mode for strategy indicators

[RT001]

Hi!

I would like to confirm the behavior of my strategies indicators just to make sure I know what is going on under the hood.

So my strategy has a few indicators (and secondary data series) in it. Will the indicators "Calculate" mode (On Bar Close, on each tick, on price change) be determined by the mode of the strategy itself?

Thanks

[bltdavid]

Yes.

See Tip #3 and #4.

[bltdavid]

However, when running in Strategy Analyzer, the Calculate setting is ignored
and your Strategy is executed using the OnBarClose mode.

You should study this page, pay special attention when it describes being
able to run your strategy 'at the Close of a Bar or Tick by Tick' -- it states
that back-testing is always OnBarClose.

[RT001]

Thank you sir! Have a great weekend.

[NinjaTrader_ChelseaB]

Hello RT001,

Yes, that is correct. Hosted indicators will by default use the Calculate setting of the host (calling strategy or indicator). And they should (and while this can be changed, should not be changed) as changing the calculate setting between the host and hosted can cause unexpected behavior.

bltdavid is correct in that in historical Calculate is OnBarClose, but this is unless TickReplay is enabled.

See the post below about 1-tick intra-bar granularity and TickReplay.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/94098-isfirsttickofbar-vs-onbarclose-for-backtest-live?p=773377#post773377

With the Strategy Analyzer specifically, there is no Calculate setting. However, when TickReplay is enabled the Calculate setting set in State.SetDefaults will take effect.