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

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

    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
    Last edited by pstrusi; 09-14-2017, 04:05 AM.

    #2
    Originally posted by pstrusi View Post
    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.

    Comment


      #3
      Originally posted by pstrusi View Post
      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.

      Comment


        #4
        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/helpG...ttickofbar.htm
        http://ninjatrader.com/support/helpG...ick_replay.htm
        Paul H.NinjaTrader Customer Service

        Comment


          #5
          Historical bars have the OHLC data and shouldn't need any Tick Replay. Right?
          eDanny
          NinjaTrader Ecosystem Vendor - Integrity Traders

          Comment


            #6
            Originally posted by eDanny View Post
            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.

            Comment


              #7
              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.
              eDanny
              NinjaTrader Ecosystem Vendor - Integrity Traders

              Comment


                #8
                Originally posted by eDanny View Post
                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.
                Last edited by pstrusi; 09-19-2017, 12:23 AM.

                Comment


                  #9
                  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.
                  eDanny
                  NinjaTrader Ecosystem Vendor - Integrity Traders

                  Comment

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