adding daily bars doesn't hit breakpoint in OnBarUpdate

[ivanjocic]

Hi,
I'm running a strategy on 5-min data series. I've added Daily bars within the strategy, but my breakpoint in OnBarUpdate() method never gets hit for this daily bars.
Am I doing something wrong? Is there another way to capture the moment when daily bar is being closed?
I actually need to run an indicator with daily bar data.

Thanks

[NinjaTrader_ChelseaB]

Hello ivanjocic,

OnBarUpdate will trigger for every series added to the script.

To confirm, you have a condition that looks for BarsInProgress to be 1 and then prints the time of the bar and no prints are appearing with the historical data, is this correct?

How many days are loading of the 5 minute series?

Do you have a simplified test script to demonstrate the behavior?

[ivanjocic]

Thanks for quick reply,
I'm loading 30 days in 5-min chart, but my breakpoint on 'Print' line never gets hit although _idxLongPeriodBars get's filled correctly.

protected override void Initialize()
        {
         
            Add(PeriodType.Minute, 1);
            Add(PeriodType.Minute, _higherTimeframe);
            Add(PeriodType.Minute, _lowerTimeframe);
            Add(PeriodType.Day, 1);
            
            Overlay = true;
        }

protected override void OnStartUp()
{
            // find appropriate time Bars
            for (int i = BarsArray.Length - 1; i >= 1; i--)
            {
                if (BarsArray[i].Period.Id == PeriodType.Day
                    && BarsArray[i].Period.Value == 1)
                    _idxLongPeriodBars = i;
		    }
            }
}
protected override void OnBarUpdate()
{
            if (BarsInProgress == _idxLongPeriodBars)
                Print("Hit");
}

[NinjaTrader_ChelseaB]

Hello ivanjocic,

What is the value of _idxLongPeriodBars in OnBarUpdate?

[ivanjocic]

it's 4. Which is correct one, and CalculateOnBarClose = true.
There's one thing to note, that is _lowerTimeFrame is again 5 minutes. So I have BarsArray[0] and BarsArray[2] equal(Minute, 5).
Maybe that's causing this issue?

[NinjaTrader_ChelseaB]

Hello ivanjocic,

Thank you for confirming this.

I am not able to reproduce this behavior.

https://www.screencast.com/t/qw8xaCiFBTf

Attached is the script I have tested.

If you test this script (without modifying it) on an ES 09-17 chart with 5 days to load, are you not getting any prints?

[ivanjocic]

Sorry,
but I've made a mistake. I have a strategy on 5min data, but the code I've sent is in the indicator. Is this still working for you?
Should I add 1 day bars also to the strategy?

[NinjaTrader_ChelseaB]

Hello ivanjocic,

I am not understanding what you are asking.

Yes, the script I have exported with post #6 is still working for me.

May I confirm you have tested the script I have provided you and you are getting different behavior?

[ivanjocic]

Your code works. I have to figure it out then why mine does not.

Thank you for your patience.