OnBarUpdate

[PDT123]

Is there a anyway to know if when OnBarUpdate is called it is from live data or historical data?

[NinjaTrader_AdamP]

PDT,

Yes! This is called "Historical" and is a variable.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?historical.htm

Please feel free to ask us questions any time, we are happy to answer.

[PDT123]

Hi Adam,

Thanks for the prompt reply.

I am creating an indicator that loads a second instrument with a different timeframe. Everything works great on live real time data but if the chart is reloaded and for all previous sessions it looks like the data is exactly one bar off (before) from the charts instrument.

Any thoughts on why?

Thanks,
Dan

[NinjaTrader_AdamP]

PDT,

I am not sure here, could you possible post your code and/or some screen shots?

http://take-a-screenshot.org/

[PDT123]

Hi Adam,

I have spent some time trying to figure out what is going on and it looks like when the main instrument is loading historical data on the chart it is only calling OnBarUpdate once at the bar close. I am using a 2000 tick chart.

I used the BarsInProgress == 0 and printed every time that OnBarUpdate was called and the times matched the ending times of that bar.

9/5/2012 8:29:59 AM
9/5/2012 8:30:45 AM
9/5/2012 8:32:11 AM
9/5/2012 8:33:58 AM
9/5/2012 8:35:52 AM etc.

This is on the ES so there are lots of ticks going off in between.

Can you explain how the historical data is processed. I assumed that it would call OnBarUpdate for each tick or change.


Thanks,
Dan

[PDT123]

I do have CalculateOnBarClose set to False.

[NinjaTrader_Bertrand]

Hi Dan, for historical processing it would not matter how CalculateOnBarClose is set - it would be 'true' per default here, as the OnBarUpdate() is called for each completed bar, not for each tick (as it would be in realtime / market replay with the CalculateOnBarClose = false).

[PDT123]

Hi Adam,

I am collecting data from the second intrument on a different time frame and putting it in a dataseries which matches the main instrument. With real time it works great but since the OnBarUpdate is only called at the end of the bar on Historical data the data I collected is put into the bar before when the new bar is created.

I assume the dataseries are added to as each new bar is created. When OnBarUpdate is called for the current bar has the next bar been added to the dataseries? Is there a way to shift the data or an easy way add it to the next bar?

Thanks,
Dan

[PDT123]

Hi Adam,

I just setup a second dataseries and handled the loading of the historical data differently so it is working fine now.

Thanks,
Dan