Accumulate and calculate on each tick.

[higler]

I am developing an indicator that I want to accumulate data, calculate values, and sums the values on each tick in a bar over the course of the bar. At the end of the bar I want to plot a value based on the cumulative calculations and sums. I have some questions:

1. Is the OnBarUpdate() method called on each incoming tick? What are the effects of "calculate on bar close" being set to true vs. false?

2. How does the OnBarUpdate() method handle historical data? (I am using Zenfire). Would OnBarUpdate() calculate on individual ticks for historical data or would this only work for real time data?

3. What is the first tick of a bar in the TickCount property? 0 or 1?

4. What is the easiest way to detect the last tick of a bar?

Thanks.

[NinjaTrader_Ray]

1. The answer is yes when this property is set to false.
2. On historical data, OnBarUpdate() can only be called once per bar but in real-time it will be called on each tick if #1 above is false.
3. 1
4. There is no way to do this since in time based bars you don't know the last tick until you have the first tick of a new bar. For tick based bars, you can just count the ticks yourself.

[higler]

Ray

Thank you. I can't believe how fast you guys respond. So, if I am using tick based bars and want to detect the last tick of the bar then I can check BarsPeriod.Id to ensure PeriodType.Tick and then check to see if Bars.TickCount == BarsPeriod.Value

Thanks.

[NinjaTrader_Ray]

Yes, I believe that would work.