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CalculateOnBarClose false - onFirstTickAndPeriod Pattern

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    CalculateOnBarClose false - onFirstTickAndPeriod Pattern

    Just thought I would share a pattern:
    Using tick by tick porocessing with a period...to limit CPU usage...

    private int firstTickAndPeriodInterval =2; //seconds

    // On a tick by tick strategy the only way you know when a bar is closed is when
    // the FirsTickOfBar is true.
    protected override void OnBarUpdate()
    {
    // Only process entry signals on a bar by bar basis (not tick by tick)
    if (FirstTickOfBar)
    {
    if (CCI(20)[1] < -250)
    ///do something...once per bar...referencing prior bar just closed...
    plotEntryLong();

    return;
    }


    if(!CalculateOnBarClose && (Time[0].Second % firstTickAndPeriodInterval ! =0)) return;

    // Process exit signals tick by tick filtered by an interval of seconds
    if (CCI(20)[0] > 250) plotExitLong();
    MicroTrends
    NinjaTrader Ecosystem Vendor - micro-trends.co.uk

    #2
    Hello,

    Thanks for sharing!

    Comment

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