Indicator Triggering Multiple Times on Intrabar Movement.

[yasirbashir1000]

To make sure Replay replicates close as possible to Live feed, I have added Intrabar granularity by using AddLineBreak of type Tick. It works great but on rare occasion, cross above and below are triggering several time because of Intrabar movement. Can you please suggest best way/technique to handle this issue? Thanks.

[NinjaTrader_ChelseaB]

Hello yasirbashir1000,

Intra-bar granularity should be added with AddDataSeries() and not with AddLineBreak().

Below is a link to the reference sample.

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

And a link to a forum post that discusses.

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

The logic should be evaluated during BarsInProgress 0 and not during the 1 tick series updating.
As long as Calculate is OnBarClose, crosses would only be detected once per primary bar (BarsInProgress 0).

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

[yasirbashir1000]

Awesome. Thank you for the information.

[yasirbashir1000]

Hi NinjaTrader_ChelseaB How can I avoid duplicate crosses if If I use1 min 3 Line Break as the primary series and add AddDataSeries(BarsPeriodType.Tick, 1)?

[NinjaTrader_ChelseaB]

Hello yasirbashir1000,

By evaluating the logic during BarsInProgress 0 and not during BarsInProgress 1.

[yasirbashir1000]

Thank you so much,