Simulating bracket ordering behavior not working

[love2code2trade]

Hi Chelsea,
Sorry for the confusion on my part. The problematic locations in the file where tickreplay is enable are at times 12/2/2024 3:00:00 AM and 12/2/2024 5:05:00 AM. When tickreplay is enabled it fails to highlight the EMA crossovers correctly. I have uploaded new files where tickreplay is enabled and disabled with just the time and fast0/slow0 values at that time. I also included screenshots of the charts. Thanks for your help!

[NinjaTrader_ChelseaB]

Hello love2code2trade,

I'll assist you in making an informative print that is looking for a CrossAbove().



In the output you have provided I am seeing:

12/2/2024 2:55:00 AM fast0/slow0: 6038.53493933264 / 6038.66907750588
12/2/2024 3:00:00 AM fast0/slow0: 6038.52858672671 / 6038.65607154389

The fast on the first tick of the 2:55 bar is 6038.53 and the slow is 6038.66. On the first tick of the 3:00 bar the fast is 6038.52 and the slow is 6038.65.

The fast was below the slow on the previous bar's first tick, the fast was below the slow on the current bar's first tick.

This is not a crossabove or a crossbelow. The fast is lower than the slow on both bars.



Note, when a bar is updating with Calculate.OnPriceChange/.OnEachTick barsAgo 0 would be the currently updating bar. BarsAgo 1 would be the most recently closed bar.

When using Calculate.OnBarClose (or with TickReplay disabled in historical) barsAgo 0 would be the most recently closed bar, while BarsAgo 1 would be the bar previous.

You might be wanting to check the previous bars and not the currently updating bar.

If you do, the condition would appear as:

if (_fast[1] < _slow[1] && _fast[2] > _slow[2])

[love2code2trade]

Hi Chelsea,
Thanks for your reply. Should I expect the tick replay values to correlate with what NT8 builds on the chart that is shown in the data box? When I run the following code the close values are different on the chart vs what is on the print statements.

protected override void OnStateChange() {
if (State == State.SetDefaults) {
//Calculate = Calculate.OnBarClose;
Name = "MyBrac****rderTestStrategy";
}
else if (State == State.Configure) {
ClearOutputWindow();

Calculate = Calculate.OnPriceChange;
AddDataSeries(BarsPeriodType.Tick, 1);
}
else if (State == State.DataLoaded) {
_fast = EMA(10);
_slow = EMA(25);

_fast.Plots[0].Brush = Brushes.Green;
_slow.Plots[0].Brush = Brushes.Blue;

AddChartIndicator(_fast);
AddChartIndicator(_slow);
}
}

protected override void OnBarUpdate() {
if (BarsInProgress == 0) {
if (IsFirstTickOfBar) {
Print($"time: {Time[0].ToString("HH:mm:ss")} bi: {CurrentBar} c: {Close[0]}", false);
}
}
}

Print Output:
== TickReplay Enabled ==
time: 12:00:00 bi: 491 c: 6087.75
time: 12:05:00 bi: 492 c: 6087
time: 12:10:00 bi: 493 c: 6086.75

== TickReplay Disabled Correlates with values in Data box ==
time: 12:00:00 bi: 491 c: 6087
time: 12:05:00 bi: 492 c: 6086.5
time: 12:10:00 bi: 493 c: 6087

[NinjaTrader_ChelseaB]

Hello love2code2trade,

It would depend on when the print appears, if this is during or after the bar is finished building.

If the value is from when the order is building it may be different than the final value when the bar closes.

Your print appears to print the value of the very first tick that has opened the bar as it first starts building.
If you print the previous bar's value after that bar has closed, it will show the same values as the databox.