clarify Add() in BarsType

[e-man]

howdy,

looking for some clarification from engineering regarding @BarsType.cs

inside of the Add() method, which is called on each tick, there are two methods used to populate bars: AddBar() and UpdateBar().

both take a volume parameter.

two questions:
- does the volume passed to AddBar() set/update bar.Volume? or does it add the volume passed to the current bar.Volume?
- same question for UpdateBar()

i don't think it matters whether it sets or appends for the AddBar, since that should only be called on a new bar, meaning bar.Volume would be 0.

but the specific implementation would make a difference for UpdateBar since bar.Volume would presumably be > 0 when one invokes UpdateBar.

thanks in advance for clarifying.

cheers,
-e

[NinjaTrader_JC]

Hello e-man,

Custom Bar types are not something that we can support, but I will leave this forum open for responses from the community.

Let us know if we can be of further assistance.

[e-man]

i can venture a guess to my own question, based on TickBarsType:

if (bars.Count > 0 && !bars.IsNewSession(time, isRealtime) && bars.Period.Value > 1 && bars.TickCount < bars.Period.Value)
                    UpdateBar(bars, open, high, low, close, time, volume, isRealtime);    
                else
                    AddBar(bars, open, high, low, close, time, volume, isRealtime);

it would appear that when UpdateBar fires, bar.Volume becomes bar.Volume + volume

please correct me if i'm wrong.

next question (to make sure i understand):
if bar.Volume is passed into UpdateBar as the volume parameter, would that essentially double the bar.Volume?

cheers,
-e

[NinjaTrader_JC]

Hello e-man,

Bar Type methods are going to be undocumented and therefore something that we cannot support. You can always try out the code and see the results to be able to find out how the code is running. With that said, there are a few Custom Bar Type available to download from the following section that you can try to use as reference:

http://www.ninjatrader.com/support/f...ks.php?catid=6

Let us know if we can be of further assistance.

[e-man]

Hello e-man,

Custom Bar types are not something that we can support, but I will leave this forum open for responses from the community.

Let us know if we can be of further assistance.

hmmm, ok ... i'll try a different approach.

in KagiBarsType (released with the default NT7 @BarsType.cs file), there is a private variable called volumeCount.

on lines 425-428 we have this code:

            if (endOfBar)
                CalculateKagiBar(bars, o, h, l, c, prevTime, volume, isRealtime);
            else
                volumeCount += volume;

so when completing a Kagi bar, the current volume is passed to a private method CalculateKagiBar.

otherwise, volume gets added to volumeCount

inside CalculateKagiBar, we have invocation of both AddBar() and UpdateBar(). both pass in volumeCount. and then volumeCount is re-initialized to be the current-print's volume.

so that would suggest that volume is being completely overwritten by UpdateBar()

the only way i can make sense of that is if the volume parameter passed into Add() (not AddBar(), but the main method for BarsType) for the current-print is cumulative volume for the current bar.

i've probably over-complicated the issue, but a real answer from engineering would be very helpful. :-)

cheers,
-e

[NinjaTrader_Ray]

e-man,

Here is a some help...

AddBar(,,,vol,…) – would add a new bar with Volume of “vol”
UpdateBar(,,,vol,…) – updates the current bar by adding “vol” to the current Volume

[e-man]

e-man,

Here is a some help...

AddBar(,,,vol,…) – would add a new bar with Volume of “vol”
UpdateBar(,,,vol,…) – updates the current bar by adding “vol” to the current Volume

thanks, Ray!

that was my first thought, but the Kagi implementation confused me. i must have missed something when i was reviewing that code earlier.

my previous thought was that volCount was holding the sum-total volume for the current bar, but that cannot be the case; otherwise, volume would be seriously overstated on Kagi charts.

again, thanks for the clarification. much obliged.

cheers,
-e