IntraBar TickTime with CalculateOnBarClose=false

[mtp65]

Dear Forum,

I'm processing a DataSeries with TimePeriod 'Minute' (i.e. 1 Min Chart) and CalculateOnBarClose=false. With each incoming tick triggering OnBarUpdate(), I see within Time[0] always the time 'naming' the current bar (i.e. 12:01:00, 12:02:00, ...).

Is there a field/var/method containing the 'IntraBar TickTime' (i.e. 12:01:07)?

At least I found Bars.PercentComplete, so I could calculate my 'TickTime' from that - guessing that Bars.PercentComplete has been calculated from exact that time value I'm looking for.

Is there a(n easy) way, to 'read out' the 'TickTime' ?

Many thanx in advance,

mtp65

[NinjaTrader_Jesse]

Hello,

Thank you for the question.

Time[0] would refer to the current bar so on a minute chart you would not get the expected output.

Instead you could either use OnMarketData to get the Last value and its Time

http://ninjatrader.com/support/helpGuides/nt7/onmarketdata.htm?zoom_highlightsub=onmarketdata

http://www.ninjatrader.com/support/forum/showthread.php?t=78913

Another way would be to add a 1 tick series to the script, if you need ticks historically this may be the better route to go, otherwise for only realtime OnMarketData would work.

You can view a sample of a multi timeframe script by going to Tools -> Edit Strategy -> SampleMultiTimeframe

http://ninjatrader.com/support/helpGuides/nt7/multi_time_frame__instruments.htm

I look forward to being of further assistance.

[mtp65]

Hello Jesse,

thank you for the quick reply.

As my indicator should work also on historical data, OnMarketData() is not an option.

Now I also understand, that using Bars.PercentComplete will deliver always 100% on historical data - OnBarUpdate() is called only once per minute in this example.

Thank you for the clarification, I will add a second tick data series as suggested.

Kind regards,

mtp65

[mtp65]

Okay,

thank you again - now everything works perfekt!

Here is what I did (as copied fom the sample strategie SampleMultiTimeFrame):

protected override void Initialize()
{
     CalculateOnBarClose = false;
     Add(PeriodType.Tick, 1);    // Adds a second 'one tick' data series
 }

protected override void OnBarUpdate()
{
      if (BarsInProgress != 0)     // We use only updates for the primary data series
          return;
      Print(DateTime.Now+"     "+Times[1][0]+"     "+Times[0][0]+"    "+Bars.TickCount);
}

And that is, how the output looks like (example):

07.10.2015 16:53:58     07.10.2015 16:54:00     07.10.2015 16:55:00      1
07.10.2015 16:53:59     07.10.2015 16:54:01     07.10.2015 16:55:00      2
07.10.2015 16:54:01     07.10.2015 16:54:02     07.10.2015 16:55:00      3
07.10.2015 16:54:01     07.10.2015 16:54:02     07.10.2015 16:55:00      4
07.10.2015 16:54:01     07.10.2015 16:54:03     07.10.2015 16:55:00      5
07.10.2015 16:54:02     07.10.2015 16:54:04     07.10.2015 16:55:00      6

It seams, my PC is two seconds out of time - even I use internet time sync.

Your hint to read (again) some of your docs was also very helpful. The following is really a MUST for 'Multi-Time-Frame' beginners working on historical AND real-time data:

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

The 'bars picture' at 'How Bar Data is Referenced' should 'burn into mind' (see attachment).

Thank you,

mtp65