OHLC Current Bar

[Trader-]

Hello,
As I understand, Open[0],High[0],Low[0] and Close[0] should result in values for the current bar.

However Open[0] etc seems to result in values of the previous bar rather than current bar. On the other hand Open[-1], High[-1] seems to result into values from the current bar.

Please check out the attached strategy which prints out these values into the output window. I have also attached a jpeg file showing the results mentioned above.

I need to output results of the current bar and if I use [-1] in my strategy I start getting exception errors. Attached BuySellStrategy (placed on any chart) and Exception.jpg for the output window highlights this problem.

Appreciate your help.

Thanks

[NinjaTrader_PaulH]

Hello Trader-,

Thanks for your post.

The values of Open[0], High[0], Low[0] and Close[0] will be of the current bar. What defines the current bar is the state of CalculateOnBarClose and if you are looking at historical data or live data.

When looking at live data and CalculateOnBarClose is set to false, the current bar will be the currently forming bar on the right edge of the chart. In this condition, Open[0] will not change, High[0], Low[0] and Close[0] can change as each tick is processed up until the bar closes where then the High, Low and Close values will then be fixed. Your code would execute on each tick and if the High[0], Low[0] or Close[0] change, these would be reflected in your code. Open[1], High[1], Low[1] and Close[1] would be of the previously completed bar and would not change

When looking at live data and CalculateOnBarClose is set to true, then Open[0], High[0], Low[0] and Close[0] are fixed and represent the last completed bar and not the currently forming bar. Your code would only execute on bar close and the values of the Open, High Low and Close would not change.

When looking at Historical data, regardless of the state of CalculateOnBarClose true or false, the code will process the same as if CalculateOnBarClose = true meaning that your code will only execute once per bar. This is because historical bars only contain the OHLC values of the finished bar and not all of the ticks that made up the bar. When processing historical data, using a [-1] for a bar index will provide the values of the next historical bar however when you use [-1] for live data it will produce unexpected results/error as there are no future bars.

To provide a visual reference I've attached a chart and identified what the bar index is for each condition of CalculateOnBarClose.

Reference: http://ninjatrader.com/support/helpG...onbarclose.htm

[Trader-]

Hello Trader-,

Thanks for your post.

The values of Open[0], High[0], Low[0] and Close[0] will be of the current bar. What defines the current bar is the state of CalculateOnBarClose and if you are looking at historical data or live data.

Thanks for the detailed response. I guess I was working with historical data, which was producing the results that confused me.

Thanks once again