data series current open bar granularity

[iantriestrading]

My strategy needs to analyze price action on daily, 4-hour and 15min candle charts/dataseries, including the current open bar and all its fluctuations.
I do these checks every 5 minutes to ensure my bias is current.
However, it seems like Ninjatrader only updates these dataseries on each bar close, so my strategy can't ever see the current open bar's action.
My strategy is set to calculate on each tick and I have a 1-tick data series also for intrabar granularity on orders, position management etc.

How can my strategy see all the price movements of current open bar on a data series like 1-day?

[NinjaTrader_ChelseaB]

Hello iantriestrading,

You would the bar price series to update the bar before it closes by using Calculate.OnPriceChange.

https://developer.ninjatrader.com/docs/desktop/calculate

Note, in historical you would need to enable TickReplay.

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

https://developer.ninjatrader.com/docs/desktop/developing_for_tick_replay

https://developer.ninjatrader.com/docs/desktop/multi_time_frame_instruments#how-bars-data-is-referenced

https://developer.ninjatrader.com/docs/desktop/isfirsttickofbar

You could also choose to do a BarsRequest.

https://developer.ninjatrader.com/docs/desktop/barsrequest

[iantriestrading]

Hi Chelsea, sorry but I'm on almost no sleep and I don't understand your first sentence:
"You would the bar price series to update the bar before it closes by using Calculate.OnPriceChange."

I also want to mention the primary series the strategy runs on is 15sec

[NinjaTrader_ChelseaB]

Hello iantriestrading,

The 1 day bar price series will not have a new bar on a new day until the bar updates.

If the bar updates after the bar is closed, you would need to wait until the end of the day.

Set Calculate to Calculate.OnPriceChange in State.Configure so this updates for every price change.

The new bar for the new day will be accessible after it updates for each price change.

[iantriestrading]

Hey Chelsea,

I just created a small test strategy which also runs on 15sec primary, and calculates on each tick, and on each tick coming in, it successfully prints the current price of the current open bar from an added daily data series.

This is the behavior I wanted and seems to be default NT behavior.

Something must be wrong in my full strategy then, since it doesn't seem to be updating daily on each tick like that. I'll have to investigate further but clearly this is a problem with MY code.

[NinjaTrader_ChelseaB]

Hello iantriestrading,

The default setting for Calculate is OnBarClose.

If it is set to OnEachTick, this would be because you changed the code in OnStateChange State.SetDefaults or you changed this in the strategy properties and possibly saved a default template.

I have recommend OnPriceChange as you have not stated you are collecting volume.