How does CalculateOnBarClose work?

[xewoox]

I have a constant volume (1000 contracts) bars chart. I would like to execute an order when the close of the current bar is higher than the close of the previous bar. And I would close the order after 10 bars.

I notice the code is excute more frequent even I set CalculateOnBarClose=true. Is anyone know what I did wrong? Below is the test strategy.

#region Variables
// Wizard generated variables
private int ticksBeforeFiringOrder = 10; // Default setting for TicksBeforeFiringOrder
// User defined variables (add any user defined variables below)
private int nbar=0;
#endregion

/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
CalculateOnBarClose = true;
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
Print ("OnBarUpdate: CurrentBar"+CurrentBar.ToString()+ "; nbar="+nbar.ToString()+"; Close[0]="+Close[0].ToString()+ "; Close[1]="+Close[1].ToString());

if (Close[0] > Close[1])
{
EnterLong (10, "TLong");
}
if (Position.MarketPosition == MarketPosition.Long)
{
if (nbar > 10) {
nbar=0;
ExitLong();
}
else
nbar++;
}

}

[NinjaTrader_JoshP]

xewoox,

You will need to debug your code. Please try using TraceOrders = true. http://www.ninjatrader-support2.com/...ead.php?t=3627

[xewoox]

xewoox,

You will need to debug your code. Please try using TraceOrders = true. http://www.ninjatrader-support2.com/...ead.php?t=3627

But there is not problem with the code. I just not sure what should I be expected if CalculateOnBarClose is set to true, then should I be expect OnBarUpdate() be called after each bar close. But what I see is not quite what I expected. Therefore I attach the code. And the strategy is executing on a constant volume bar charts (1000 contracts). I am not asking for debugging code. But rather to ask how does the setting of CalculateOnBarClose affect the OnBarUpdate() being called.

[NinjaTrader_JoshP]

If you have CalculateOnBarClose = true you will run your strategy logic once at the end of the bar. If you have it to false it will calculate once for each incoming tick. During backtesting you will always be running once at the end of each bar because you do not know the intrabar information.

[xewoox]

If you have CalculateOnBarClose = true you will run your strategy logic once at the end of the bar. If you have it to false it will calculate once for each incoming tick. During backtesting you will always be running once at the end of each bar because you do not know the intrabar information.

Does it means that if I initialize CalculateOnBarClose to true? I should be expect the OnBarUpdate(0 be called when the bar is closed. I want to understand is that if I am using volume bar, it does not seems to behave when you use constant volume bar. I run the code up there with 1 min bar, it behaves as you said. I am not sure by design or something not being document for constant volume bar.

[NinjaTrader_JoshP]

xewoox,

I am not understanding what you mean. Please post your Output Window prints and what you think is wrong along with a screenshot of your chart.

[xewoox]

If you have CalculateOnBarClose = true you will run your strategy logic once at the end of the bar. If you have it to false it will calculate once for each incoming tick. During backtesting you will always be running once at the end of each bar because you do not know the intrabar information.

Does it means that if I initialize CalculateOnBarClose to true? I should be expect the OnBarUpdate(0 be called when the bar is closed. I want to understand is that if I am using volume bar, it does not seems to behave when you use constant volume bar. I run the code up there with 1 min bar, it behaves as you said. I am not sure by design or something not being document for constant volume bar.

[NinjaTrader_JoshP]

Please see my previous post.

[xewoox]

It seems to be ok right now. I still don't understand what happen. I wish I have keep the log. Because just like it behave not I expect. Thanks for your patient