I am trying to understand the FirstTickOfBar with COBC=false.
I have added 2 data series in my code ( 3 min and 5 min) and main data series is 500 tick
For BarsInProgress == 0 (main data series)
If I use Closes[0][0], will it give currently closed 500 tick bar or the closing price of first tick of the new bar? (closing price of currently closed bar can be different than the first tick of new bar).
At what point of time FirstTickOfBar code will get executed? Is it before forming the new bar or on the first tick of new bar? Can I expect tick delay between COBC= true and FirstTickOfBar?
I have synchronized the idataseries object to hold SMA of 3 min and 5 min data series
Is it possible to recalculate (SMA) based on the current price on 3 min and 5 min data series on the first tick of 500 tick data series?
Thanks
gsreddy
Comment