Bug: First tick of bar doesn't populate all Bar parts

[pstrusi]

I think there's a bug with "IsFirstTickOfBar".

Within a block, I check the first tick of bar, if true, then print all bar info, this should be one by every bar, being all prices equal and the currentbar +1; well it doesn't work that way, this the print:

CurrentBar 4
High 1.19105
Low 1.19101
close 1.19102
Open 1.19105

Of course I set Calculate on tick by tick.

Please check that out in your system as soon as possible, my work is stopped cause this.

Thanks

[pstrusi]

I think there's a bug with "IsFirstTickOfBar".

Within a block, I check the first tick of bar, if true, then print all bar info, this should be one by every bar, being all prices equal and the currentbar +1; well it doesn't work that way, this the print:

CurrentBar 4
High 1.19105
Low 1.19101
close 1.19102
Open 1.19105

Of course I set Calculate on tick by tick.

Please check that out in your system as soon as possible, my work is stopped cause this.

Thanks

I think that I've realized the possible cause, it's about historical data. Perhaps setting TickReplay ON this could be prevented. I'll let you know.

[pstrusi]

I think that I've realized the possible cause, it's about historical data. Perhaps setting TickReplay ON this could be prevented. I'll let you know.

Yes, as you've written in the guide, tickreplay allows us to know exactly how the bar was built. Sorry for this useless post.

[NinjaTrader_PaulH]

Hello pstrusi,

Thanks for your posts.

There is value in these questions and self-answers as someone else will likely have the same question at some time which you have already answered!

References:

http://ninjatrader.com/support/helpGuides/nt8/en-us/?isfirsttickofbar.htm

http://ninjatrader.com/support/helpGuides/nt8/en-us/?developing_for__tick_replay.htm

[eDanny]

Historical bars have the OHLC data and shouldn't need any Tick Replay. Right?

[pstrusi]

Historical bars have the OHLC data and shouldn't need any Tick Replay. Right?

Use TickReplay only if you need to know how exactly the bar was built; otherwise is not necessary.

[eDanny]

I was not actually asking a question but I still don't understand the original question. If you are checking the bar stats on the first tick, how would TickReplay come into it. The OHLC of the prior bar is all you would get anyway on the first tick.

[pstrusi]

I was not actually asking a question but I still don't understand the original question. If you are checking the bar stats on the first tick, how would TickReplay come into it. The OHLC of the prior bar is all you would get anyway on the first tick.

Perhaps I didn't elaborate it much. This was the original problem. I have a Strategy that must do a comparison routine using Close[0] and this is tick by tick within the same bar, logically it's expected that the first tick of bar must populate the OHLC of the new bar with the same and single tick, however without using Tick Replay, if you include historical data, the only data that NT8 will process is the final OHLC of that Bar, so I was always getting an error, instead using Tick Replay the study is performed as expected.

[eDanny]

You are correct. As also with NT7, historically the first tick of bar is also the only tick of bar and the bar is already complete.