Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

CalculateOnBarClose=true vs FirstTickOfBar

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    CalculateOnBarClose=true vs FirstTickOfBar

    Hi Ninjatrader


    I would like to compare two situations
    As far as I understand NinjaTrader is eventdriven and not timedriven. I suppose that barclose is true when a tick arrives and the time since the close of the previous bar exceeds the timelength of the bar. The bar is closed and that specific tick is the open of the next bar.

    1) CalculationOnBarClose=true
    When an entry is triggered at the close of the bar and assuming that the above is correct the entry can be executed at the most at the second tick of that bar or at a later tick.

    2) CalculateOnBarClose=false
    Suppose I have the the same entry rules as above and the additional condition FirstTickOfBar.

    It looks like that the results should be the same. I have not tested it.
    Am I correct or is there something that I do not see.?

    #2
    Yes, should be same. We have not tested it yet though.

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by algospoke, 04-17-2024, 06:40 PM
    6 responses
    49 views
    0 likes
    Last Post algospoke  
    Started by arvidvanstaey, Today, 02:19 PM
    4 responses
    11 views
    0 likes
    Last Post arvidvanstaey  
    Started by samish18, 04-17-2024, 08:57 AM
    16 responses
    61 views
    0 likes
    Last Post samish18  
    Started by jordanq2, Today, 03:10 PM
    2 responses
    9 views
    0 likes
    Last Post jordanq2  
    Started by traderqz, Today, 12:06 AM
    10 responses
    21 views
    0 likes
    Last Post traderqz  
    Working...
    X