NT8 Pass Data Series from Startegy to Indicator

[astef]

what does COBC mean?

What I want to do should be simple.

I want to calculate value of an indicator (Parabolic Sar in particular) in 1 minute timeframe.
But as I am running a detailed backrest using tick data, I want to recalculate the indicator to see what was its value on bar Open, and how it changed as we progressed in time intra-bar.
So I want to recalculate the indicator on every tick but wan the value of indicator from 1 min timeframe, taking into consideration the current high, low, close and open of the 1 min bar which is still forming

[NinjaTrader_Matthew]

what does COBC mean?

What I want to do should be simple.

I want to calculate value of an indicator (Parabolic Sar in particular) in 1 minute timeframe.
But as I am running a detailed backrest using tick data, I want to recalculate the indicator to see what was its value on bar Open, and how it changed as we progressed in time intra-bar.
So I want to recalculate the indicator on every tick but wan the value of indicator from 1 min timeframe, taking into consideration the current high, low, close and open of the 1 min bar which is still forming

COBC = CalcuateOnBarClose, or in NT8, that would be Calculate.

What you suggested in the previous post was implemented as "Tick Replay":

http://ninjatrader.com/support/helpGuides/nt8/en-us/tick_replay.htm

If you have it set to Calculate.OnEachTick, and you enable Tick Replay, you should get the desired behavior. All of the ticks that went into building the bar will call OnBarUpdate historically.

[astef]

Hi M,
Thank you very much, I did not realized that
this is just exactly what I wanted

All this effort on building custom series was not needed.

May I suggest to add that info to the manual?

I have read so many times the sections on multi-time frame processing and did not realized that...

One more suggestion - can you add BAD Tick filtering to the tick replay?
if the objective of tick replay is to simulate life data, it would be good to filter bad ticks same way as you are filtering them in live feed

[NinjaTrader_ZacharyG]

Hello astef,

Information about how to utilize Tick Replay in your custom scripts can be found in the NinjaTrader 8 help guide at this link: http://ninjatrader.com/support/helpG...ick_replay.htm

Can you please clarify what you mean about bad tick filtering for Tick Replay? Tick Replay will utilize historical tick data that you have in your platform.

[tomace]

Hi,

In regards to the example posted by Zachary, if I pass BarsArray[1] (tick data) to an indicator like SMA for a period of 5 and my primary bar series is daily data, wouldn't that return an SMA of 5 ticks, not an SMA of 4 prior daily bars and the current tick, which is what I believe the OP wanted initially?

I see that Tick Replay can be used and am testing that, but I wanted to clarify.

Thanks

[NinjaTrader_ZacharyG]

Hello tomace,

Passing BarsArray[1] as the SMA's input series will have that SMA indicator run on that series rather than the primary series. If your secondary series is a tick series, this is going to return the SMA of a period of 5 value on that tick series.

More information about valid input data for indicator methods can be found here: https://ninjatrader.com/support/help..._indicator.htm

[tomace]

Zachary,

That's what I thought. Aside from possibly Tick Replay, is there any way to mimic a tick by tick update to an indicator value when the primary bar series is Daily and Calculate is OnEachTick?

Maybe I make a wrong assumption, but if I look at a live daily bar chart and have an SMA(5) to be calculated OnEachTick, I assume the calculation of that SMA to be using 4 closing daily bar values and the current tick. Is that correct?

Thanks again!

[NinjaTrader_ZacharyG]

Hello tomace,

If you have applied an SMA indicator with a period of 5 to a real-time daily bar chart, and you have set its Calculate property to OnEachTick, the values of this indicator are going to calculate and update in real-time and not wait until the bar close. It will be using the current tick's price as the price for the current bar for its calculations.