FirstTickofBar CalculateOnBarClose

[microsat]

protected override void OnBarUpdate()
{
if(FirstTickOfBar)
Print(CurrentBar.ToString() + "firsttickofbar:" + Close[0].ToString());
}

When the CalculateOnBarClose is set as True, the output is
0firsttickofbar:1955.25
1firsttickofbar:1958.25
2firsttickofbar:1961.75
3firsttickofbar:1964.75
4firsttickofbar:1969
5firsttickofbar:1970
6firsttickofbar:1969.25
7firsttickofbar:1975
8firsttickofbar:1977.5
9firsttickofbar:1979.75
10firsttickofbar:1976
11firsttickofbar:1976
12firsttickofbar:1974.5
13firsttickofbar:1976.5
14firsttickofbar:1978.25
15firsttickofbar:1971
16firsttickofbar:1959.75
17firsttickofbar:1959.75
18firsttickofbar:1960.25
19firsttickofbar:1947
20firsttickofbar:1944.5
21firsttickofbar:1930.5
22firsttickofbar:1933

When the CalculateOnBarClose is set as False, the output is
0firsttickofbar:1955.25
1firsttickofbar:1958.25
2firsttickofbar:1961.75
3firsttickofbar:1964.75
4firsttickofbar:1969
5firsttickofbar:1970
6firsttickofbar:1969.25
7firsttickofbar:1975
8firsttickofbar:1977.5
9firsttickofbar:1979.75
10firsttickofbar:1976
11firsttickofbar:1976
12firsttickofbar:1974.5
13firsttickofbar:1976.5
14firsttickofbar:1978.25
15firsttickofbar:1971
16firsttickofbar:1959.75
17firsttickofbar:1959.75
18firsttickofbar:1960.25
19firsttickofbar:1947
20firsttickofbar:1944.5
21firsttickofbar:1930.5
22firsttickofbar:1933
23firsttickofbar:1934.25

Why CalculateOnBarClose=false input one more bar? The above simulation is based on historical data only.

Thanks.

[NinjaTrader_Jesse]

Hello,

Thank you for the question.

This would be expected, I have created a simple example based on yours that more clearly shows this difference. Please see the attached photos for the Dot placement regarding the bars. This test was done using 10 bars to load for simplicity.

if(FirstTickOfBar)
{
	Print(CurrentBar.ToString() + "firsttickofbar:" + Close[0].ToString());
	DrawDot(CurrentBar.ToString(), true, 0, Close[0], Color.Lime);	
}

I look forward to being of further assistance.

[microsat]

I have another question about FirstTickOfBar.
When I set CalculateOnBarClose as False, why does the following code not output "rest of ticks"?

Is this beacause I use the historical data?
When I set CalculateOnBarClose as False, the OnBarUpdate() will be triggered tick by tick. Why does the rest ticks not trigger the statement in the else part?

Thank you.

if(FirstTickOfBar)
{
    Print(CurrentBar.ToString() + "firsttickofbar:" + Close[0].ToString());
    DrawDot(CurrentBar.ToString(), true, 0, Close[0], Color.Lime);    
}
 else
     Print("rest of ticks");

[NinjaTrader_Jesse]

Hello,

In historical data there would be no Intrabar data to trigger this condition more than once, for example if you are on a 1 minute time frame, OnBarUpdate would only be executed once per 1 minute or bar. With CalculateOnBarClose = false, this would still only happen once per minute or bar through the historical data

Once you are in realtime, you would get the First tick, along with subsequent OnBarUpdate calls for each tick.

In historical data it is hard to test first tick of bar if you are also looking for other ticks, you could instead try using Market Replay, Simulated data feed or Realtime data for testing.

I look forward to being of further assistance.