Query regarding Historical property

[ScoobyStoo]

Hi,

I have a quick question regarding the Historical property of indicators and strategies.

When an indicator is first added to a chart it plays catch up and processes all the historical bars already on the chart. This I am fairly sure is correct.

However, it would appear that even when processing these historical bars this.Historical == true.

I have tested this and the Historical property is never false.

What am I missing here? Shouldn't this.Historical == false for those bars?

Thanks

[Ralph]

Without an active data connection, Historical is always true. At the point where NT is done with the history and starts processing live date, Historical appears to be true.

Regards
Ralph

[ScoobyStoo]

Without an active data connection, Historical is always true. At the point where NT is done with the history and starts processing live date, Historical appears to be true.

Regards
Ralph

Sorry, I completely mistyped my question.

The issue is that Historical always equals false.

It what instances is it true?

[Ralph]

I just performed a little test with an inicator. It consists of 30 minute bars. Data connection is on and every tick is counted. Here is the output:

# Historical:True Time[0]: 22.05.2009 14:30:00 DateTime.Now :22.05.2009 15:04:55
# Historical:True Time[0]: 22.05.2009 15:00:00 DateTime.Now :22.05.2009 15:04:55
# Historical:True Time[0]: 22.05.2009 15:30:00 DateTime.Now :22.05.2009 15:04:55
---
# Historical:False Time[0]: 22.05.2009 15:30:00 DateTime.Now :22.05.2009 15:04:56
# Historical:False Time[0]: 22.05.2009 15:30:00 DateTime.Now :22.05.2009 15:04:56
# Historical:False Time[0]: 22.05.2009 15:30:00 DateTime.Now :22.05.2009 15:05:01
# Historical:False Time[0]: 22.05.2009 15:30:00 DateTime.Now :22.05.2009 15:05:01
# Historical:False Time[0]: 22.05.2009 15:30:00 DateTime.Now :22.05.2009 15:05:04

Please look how NT switches from historical to live date after line "---".

Regards
Ralph

[ScoobyStoo]

I just performed a little test with an inicator. It consists of 30 minute bars. Data connection is on and every tick is counted. Here is the output:

# Historical:True Time[0]: 22.05.2009 14:30:00 DateTime.Now :22.05.2009 15:04:55
# Historical:True Time[0]: 22.05.2009 15:00:00 DateTime.Now :22.05.2009 15:04:55
# Historical:True Time[0]: 22.05.2009 15:30:00 DateTime.Now :22.05.2009 15:04:55
---
# Historical:False Time[0]: 22.05.2009 15:30:00 DateTime.Now :22.05.2009 15:04:56
# Historical:False Time[0]: 22.05.2009 15:30:00 DateTime.Now :22.05.2009 15:04:56
# Historical:False Time[0]: 22.05.2009 15:30:00 DateTime.Now :22.05.2009 15:05:01
# Historical:False Time[0]: 22.05.2009 15:30:00 DateTime.Now :22.05.2009 15:05:01
# Historical:False Time[0]: 22.05.2009 15:30:00 DateTime.Now :22.05.2009 15:05:04

Please look how NT switches from historical to live date after line "---".

Regards
Ralph

This is truly bizarre.

If I add the attached custom indicator to a chart I get the attached log output.

You can see that this.Historical == false for the 55 calls to OnBarUpdate() which refer to the 55 bars already on the chart.

Why does NT not treat these as historical data?

I'm clearly missing something obvious here.

Thanks.

[Ralph]

Would it behave differently, if you would set Overlay=true?

[NinjaTrader_JoshP]

Overlay most likely should not matter. Looking over your code I am not sure how you managed to get that behavior. Please try without using this.Historical and just use Historical. That shouldn't really make a difference either though. Hmm. Please let us know.

[ScoobyStoo]

Would it behave differently, if you would set Overlay=true?

Just tried.

Makes absolutely no difference.

[ScoobyStoo]

Overlay most likely should not matter. Looking over your code I am not sure how you managed to get that behavior. Please try without using this.Historical and just use Historical. That shouldn't really make a difference either though. Hmm. Please let us know.

No. No difference.

By the way, I tend to write quite verbose code and have got into the habit of always prefixing members of the current instance with this. just to provide me with an easy way of referencing local members when quicking scanning through my code. Works a treat when reading through complex code quickly. Well for me anyway. Don't attach any significance to it.

[ScoobyStoo]

Josh

Can you try plugging the indicator in at your end and seeing if you can replicate the output.

I am using a Zenfire feed of the 6E futures contract.

[NinjaTrader_JoshP]

Issue related to OnMarketDepth() from earlier. Resolved in NT7.

[ScoobyStoo]

Issue related to OnMarketDepth() from earlier. Resolved in NT7.

Really?

OK, thanks for clarifying.

[ScoobyStoo]

Tell me Josh.

How much of a difference is there in the NT7 API?

Is it worth me starting to develop what will eventually be a complex strategy using NT6.5, or am I better waiting for NT7?

Will there be breaking changes to the API and/or big changes to the event model?

[NinjaTrader_JoshP]

ScoobyStoo,

Maintaining backwards compatibility is a major concern for us so most things you do in 6.5 will be able to translate over to 7 either effortlessly or at least very quickly with a few tweaks.

[ScoobyStoo]

OK.

I'll wait for NT7 then.

BTW, I personally reckon most developers will quite happily accept breaking changes if it sorts out a lot of the architectural issues.