Run code on price change only

[Taddypole]

I'm trying to create code that will limit the code inside to only run if there is a price change from tick to tick. I'm doing this to make the code more CPU efficient. Using the code below isn't working. Its still running each tick even if the price doesn't change.


if (Close[0] != Last_Close[0] || FirstTickOfBar);
{
Some Code here....
}
Last_Close[0] = Close[0];


It compiles fine and there are no errors in the log. Its got me stumped...

taddypole...

[Taddypole]

I've tried the code in a simple indicator SMA2. It does not limit the code to running only when there is a price change.

I've created a output file "Change in Price 'Not'.png. You can see that the code is running each tick whether there is a price change or not.

SMA2.zip is the simple moving average code example attached...

also .. from the first post I've changed the Last_Close from a DataSeries to a double.

[NinjaTrader_Bertrand]

Taddypole, the OnBarUpdate() would still be called, but you would not process / update the logic if your condition is not hitting.

[Taddypole]

Sorry Bertrand...

My intent is to not process/update the logic if my condition is hit. That is what it is supposed to do but it doesn't seem to be working. Its still running the process/logic.

ie.. if the most recent tick Close[0] value is different than the Last_Close[0] then run the process/logic. If the Close[0] is the same as the Last_Close[0] then don't run the process/logic.

But its not working that way. Any ideas?

[NinjaTrader_Bertrand]

taddypole, you will need to include a print to see whether or not your condition is hit and then debug the condition you're using here, if you're still seeing the calcs being done it would mean the condition has triggered and allowed this step to happen.

[Taddypole]

Bertrand..

I do have a print statement in the code and the output of that print statement is in my second post. That is why I know the logic is not working as written. The code and the printout of the "OutPut" window are included in my second post.

[Taddypole]

#region Variables

private double Last_Close;

protected override void Initialize()
{
double Last_Close = 0.0;
}

if (Last_Close != Close[0]); <<==========
{
Print(".......
}
Last_Close = Close[0];

Have I defined my variables incorrectly for the "if" statement? I continue to get the "if" condition to pass even though "Last_Close" is equal to "Close[0]".

Does Last_Close need to be a "DataSeries" or is a "double" OK?

[NinjaTrader_Bertrand]

Yes, the variable looks ok - have you printed both Last_Close and Close to compare what the variable holds at all points in your code?

I tried this just here and it triggers as I would expect -

if (Close[0] == Close[1] && ! FirstTickOfBar)
{
Print("Lets Quit");
return; // if price change or first tick of new bar
}

[eDanny]

Bertrand, I don't think Taddypole is concerned with the close of the current bar compared to the close of the prior bar. This looks like what you are showing here. He is looking at current price compared to the price at the last tick in the same bar.

Dan

[NinjaTrader_JoshP]

If you are looking for the price of the last tick all you have to do is run a double variable that keeps track of it when using CalculateOnBarClose = false.

protected override void OnBarUpdate()
{
     if (Close[0] > priorTickClose)
          // Do something;
     priorTickClose = Close[0];
}

[Taddypole]

Time = 3/3/2011 1:10:42 PM TickCount: = 1 CurrentBar = 79738 Close[0] = 101.83 Close[1] = 101.83 Diff = 0.00000000
Time = 3/3/2011 1:10:42 PM TickCount: = 2 CurrentBar = 79738 Close[0] = 101.83 Close[1] = 101.83 Diff = 0.00000000

You are right eDanny. I want the close of the last tick.

And even stranger is with the code below using close and close of bar ago:

if (Close[0] != Close[1]);

Where Close[0] != Close[1]... the "if" condition should not pass using "Not Equal to".
But in the printouts above, I have cases of the two being equal and the condition still passes.This is where Diff = 0.0000000.

Strange....

[NinjaTrader_JoshP]

Just doing a math subtraction is insufficient for determining equality or inequality. Please see this tip here for information discussing this aspect of C#: http://www.ninjatrader.com/support/f...ead.php?t=3929

[Taddypole]

Josh...

Look at Post #5. That is what I initially tried.

if (Last_Close != Close[0]); <<==========

[NinjaTrader_JoshP]

Sorry? What I am saying is your validity check with your "Diff" print out is insufficient for proving any equality or inequality between two double values.

Also, your if-statement line is inaccurate. You will want to remove the semicolon at the end of it.

[Taddypole]

Thanks Josh...

Just what I was looking for....



if (Instrument.MasterInstrument.Compare(Close[0],Last_Close) != 0)


Thank you...