BarsPeriod.BasePeriodType Not Evaluating Correctly

[tornadoatc]

Hello,

When I use BarsPeriod.BasePeriodType within an indicator on a Volume chart (e.g. 10000 Vol Bars of ES) it returns "Minute" instead of expected "Volume"

For instance :

if (BarsPeriod.BasePeriodType == PeriodType.Volume) 
{ 
  Do Something 
}

As for the data provider is external TradeStation Connection using NTExternalFeed on 10000Vol Chart.

Why does this not evaluate correctly ?

[NinjaTrader_JC]

Hello tornadoatc,

BarsPeriod.BasePeriodType would only relevant for Kagi, LineBreak, and PointAndFigure Bars objects.

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

If you are not using those type of bars objects the you will want to use BarsPeriod.Id to check for Minute, Volume, etc...

Let us know if we can be of further assistance.

[tornadoatc]

Hello tornadoatc,

BarsPeriod.BasePeriodType would only relevant for Kagi, LineBreak, and PointAndFigure Bars objects.

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

If you are not using those type of bars objects the you will want to use BarsPeriod.Id to check for Minute, Volume, etc...

Let us know if we can be of further assistance.

Thanks JC,

Need to read a little closer as I was on that page previously.

But once I changed it to BarsPeriod.Id I am getting the same TickCount for each bar. Here is the simple code:

				if (BarsPeriod.Id != PeriodType.Volume) // Check for Volume Bars
				{
					if (Close[0] > Close[1])
						Value.Set(Value[1]+ Volume[0]);
					else if (Close[0]  < Close[1])
						Value.Set(Value[1] - Volume[0]);
					else
						Value.Set(Value[1]);
				}
				else if (BarsPeriod.Id == PeriodType.Volume) // Check for Volume Bars
				{
					Print("Current Bar = " + CurrentBar + " TickCount = " + Bars.TickCount) ; 
					if (Close[0] > Close[1])
						Value.Set(Value[1] + Bars.TickCount);
					else if (Close[0]  < Close[1])
						Value.Set(Value[1] - Bars.TickCount);
					else
						Value.Set(Value[1]);
				}

Why does the Print Statement not show correct values for TickCount?

The print statement is returning.
Base Period type = Volume
Current Bar = 1 TickCount = 367
Current Bar = 2 TickCount = 367
Current Bar = 3 TickCount = 367
Current Bar = 4 TickCount = 367
Current Bar = 5 TickCount = 367
Current Bar = 6 TickCount = 367
Current Bar = 7 TickCount = 367
Current Bar = 8 TickCount = 367
Current Bar = 9 TickCount = 367
Current Bar = 10 TickCount = 367
etc...

[NinjaTrader_JC]

Hello tornadoatc,

This may be due to when OnBarUpdate() is being called. Do you have Calculate on bar close set to true? If you have set it to false do you see update in the Tick Count?

[tornadoatc]

Hello tornadoatc,

This may be due to when OnBarUpdate() is being called. Do you have Calculate on bar close set to true? If you have set it to false do you see update in the Tick Count?

Yes, COBC = true.

Here is code:

protected override void Initialize()
                {
                        Add(new Plot(Color.Orange, "IBDOBV"));
                        CalculateOnBarClose = true; 
                }
                /// <summary>
                /// Called on each bar update event (incoming tick)
                /// </summary>
                protected override void OnBarUpdate()
                {
                        if (CurrentBar ==1) 
                                Print("Base Period type = " + BarsPeriod.Id) ; 
                        
                        if (CurrentBar == 0)
                                Value.Set(0);
                        else
                        {
                                if (BarsPeriod.Id != PeriodType.Volume) // Check for Volume Bars
                                {
                                        if (Close[0] > Close[1])
                                                Value.Set(Value[1]+ Volume[0]);
                                        else if (Close[0]  < Close[1])
                                                Value.Set(Value[1] - Volume[0]);
                                        else
                                                Value.Set(Value[1]);
                                }
                                else if (BarsPeriod.Id == PeriodType.Volume) // Check for Volume Bars
                                {
                                        Print("Current Bar = " + CurrentBar + " TickCount = " + Bars.TickCount) ; 
                                        if (Close[0] > Close[1])
                                                Value.Set(Value[1] + Bars.TickCount);
                                        else if (Close[0]  < Close[1])
                                                Value.Set(Value[1] - Bars.TickCount);
                                        else
                                                Value.Set(Value[1]);
                                }                                       
                        }
                }

??

[NinjaTrader_JC]

Hello tornadoatc,

The Bars.TickCount will represents the total number of ticks of the current bar so if you are access it historically you are going to get the tick count of the current bar still, also if you have Calculate on bar close (COBC) set to true then you may get the tick count equal to 1 since the close of each bar will start the new bar as well which would be on the first tick as well.

[tornadoatc]

Hello tornadoatc,

The Bars.TickCount will represents the total number of ticks of the current bar so if you are access it historically you are going to get the tick count of the current bar still, also if you have Calculate on bar close (COBC) set to true then you may get the tick count equal to 1 since the close of each bar will start the new bar as well which would be on the first tick as well.

The same data when evaluated on TradeStation does not operate this way. The tick count is available for each historical bar.

Is there anyway to get any historical data where the tick count would be available for any data provider?

[NinjaTrader_JC]

Hello tornadoatc,

The only way that I am aware of to do something like would be to use a Multiseries script and Add a tick series to be able to count/calculate how many ticks are going to be are going to be used for each bar. You may see our Help Guide at the following link for more information on Multiseries scripts.

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