OnBarClose not triggering on every Bar Close

[admiralpanda]

I'm using UniRenko bars type for my strategy and I see that in the case where multiple bars print at the same time, OnBarClose is only getting called on the last bar. In the case of Ninza Renko I see it getting triggered on every bar close, which is what I want. Is this a known issue?

I could use something like NinzaRenko here, but the later part of my strategy involves creating a custom Renko bar type and since UniRenko code is available, I was planning on using it as a base.

Is there a solution to get around this?

[bltdavid]

OnBarClose?

You mean OnBarUpdate, right?

[admiralpanda]

Right yeah, OnBarUpdate when calculate is set to On Bar Close

[NinjaTrader_ChelseaB]

Hello admiralpanda,

Can you reproduce the behavior without using custom bar types?
Can you reproduce using Renko bars?

I've tested and I am not able to reproduce.

Below is a link to a video.

https://drive.google.com/file/d/1HVwp-qMYkBJ1AKeAf8dqYhpVpomM1V3D/view?usp=drivesdk

Attached is the simple test script.
MutliSeriesPrintTest_NT8.zip

Both BarsInProgress 0 and BarsInProgress 1 are both printing to the output window when their respective bar closes.

Using this test script and following the same steps shown in the video, is the behavior different than what is shown in the video?

[admiralpanda]

I'll try them out with NT's Renko bars and post the results here.

Btw, the problem I see is not when there are multiple series. It is with single series and when multiple bricks are printed at the same time. For ex, if at 12:00:12pm the price spiked and 3 bricks are printed at the same time. The OnBarUpdate function is called only on the third bar.

[NinjaTrader_ChelseaB]

Hello admiralpanda,

Apologies I misunderstood.

If the price spikes in a direction this could mean the renko bar type will fill any gap with empty bars which will have no volume. In the Renko bar type script this is done on lines 115 to 120.

Are these the bars you are referring to?
Are you seeing the bars that appear skipped by OnBarUpdate() have no volume on the chart?

[admiralpanda]

Yes, those are the bars that being skipped. I was under the impression that those bars should also trigger onBarUpdate(), is that not the case?
And is there a possible solution?

[Quanto]

Yes, those are the bars that being skipped. I was under the impression that those bars should also trigger onBarUpdate(), is that not the case?
And is there a possible solution?

Hello admiralpanda,

I suggest you could change the approach by using calculate OnEachTick and, along with it, using the IsFirstTickOfBar variable. This way, you would be able to count each candle and perform your tasks on each one using Close[1] after IsFirstTickOfBar becomes true.

[NinjaTrader_ChelseaB]

Hello admiralpanda,

I've tested and I'm seeing OnBarUpdate() is getting called for the bars with no volume.

Attached is the test script and the output as well as a screenshot of the chart highlighting the real-time bar with no volume.
[ATTACH]n1293890[/ATTACH]
[ATTACH]n1293891[/ATTACH]

May I have you test this test script (without making any modifications) on the Renko bar type and reproduce the behavior, then provide the output saved to a text file along with a screenshot of the chart with the data box open and the mouse placed over the bar that is missing from the print output?

If you have other scripts printing, please temporarily remove these or comment out the prints so they are not included in the print output.