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strategy calculation

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    strategy calculation

    Hi, In Strategy Builder or a coded strategy is it possible to have the main data series be calculated on bar close, and the additional data series be calculated on each tick? Thanks

    #2
    Hello tunabomb,

    Thanks for your note.

    This would be possible to accomplish in an unlocked script using IsFirstTickOfBar.

    Logic can be separated between Calculate.OnEachTick and Calculate.OnBarClose using IsFirstTickOfBar. Please note that a hosted script will inherit the Calculate mode of the script that hosts it. You can take the following approach to differentiate logic between OnBarClose and OnEachTick processing.

    Please see this reference sample which demonstrates a technique used for those who need to separate their logic to calculate some values on each tick and others only on the close of a bar. You will set your host script to Calculate.OnEachTick and use if(IsFirstTickOfBar) and place all code that needs to calculate once every bar within that condition check. Then place all code that you want to calculate OnEachTick outside of the IsFirstTickOfBar condition check.

    SampleEnterOnceExitEveryTick -https://ninjatrader.com/support/help...either_cal.htm

    Let me know if I may further assist you.​
    Brandon H.NinjaTrader Customer Service

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