I write this very simple program, to get Close[0] and Close[1] Prices at the close of each bar, but the Close prices does not correspond to the real prices at the start:
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
/// <summary>
/// Prueba Con Cierres
/// </summary>
[Description("Prueba Con Cierres")]
public class News8PruebaClose : Strategy
{
#region Variables
#endregion
/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
CalculateOnBarClose = true;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
// protected override void OnStartUp()
protected override void OnBarUpdate()
{
Print("Close[0] = " + Close[0] + " Date Time = " + DateTime.Now);
Print("Close[1] = " + Close[1] + " Date Time = " + DateTime.Now);
}
#region Properties
#endregion
}
}
When I put this on the CL Chart, the result on the output window is:
**NT** Enabling NinjaScript strategy 'News8PruebaClose/e353c398539b4edb9be0714bff109320' : On starting a real-time strategy - StrategySync=WaitUntilFlat SyncAccountPosition=False EntryHandling=AllEntries EntriesPerDirection=1 StopTargetHandling=PerEntryExecution ErrorHandling=StopStrategyCancelOrdersClosePositio ns ExitOnClose=True/ triggering 30 before close Set order quantity by=Strategy ConnectionLossHandling=StopStrategy DisconnectDelaySeconds=10 CancelEntryOrdersOnDisable=True CancelExitOrdersOnDisable=True CalculateOnBarClose=True MaxRestarts=4 in 5 minutes
Close[0] = 51.05 Date Time = 12/12/2016 9:14:54 PM
Close[1] = 51.05 Date Time = 12/12/2016 9:14:54 PM
Close[0] = 51.05 Date Time = 12/12/2016 9:14:54 PM
Close[1] = 51.05 Date Time = 12/12/2016 9:14:54 PM
Close[0] = 51.04 Date Time = 12/12/2016 9:14:54 PM
Close[1] = 51.05 Date Time = 12/12/2016 9:14:54 PM
Close[0] = 51.05 Date Time = 12/12/2016 9:14:54 PM
Close[1] = 51.04 Date Time = 12/12/2016 9:14:54 PM
Close[0] = 51.03 Date Time = 12/12/2016 9:14:54 PM
Close[1] = 51.05 Date Time = 12/12/2016 9:14:54 PM
Close[0] = 51.05 Date Time = 12/12/2016 9:14:54 PM
Close[1] = 51.03 Date Time = 12/12/2016 9:14:54 PM
Close[0] = 51.06 Date Time = 12/12/2016 9:14:54 PM
Close[1] = 51.05 Date Time = 12/12/2016 9:14:54 PM
Close[0] = 51.08 Date Time = 12/12/2016 9:14:54 PM
Close[1] = 51.06 Date Time = 12/12/2016 9:14:54 PM
Close[0] = 51.07 Date Time = 12/12/2016 9:14:54 PM
Close[1] = 51.08 Date Time = 12/12/2016 9:14:54 PM
Close[0] = 51.06 Date Time = 12/12/2016 9:14:54 PM
Close[1] = 51.07 Date Time = 12/12/2016 9:14:54 PM
Close[0] = 51.05 Date Time = 12/12/2016 9:14:54 PM
Close[1] = 51.06 Date Time = 12/12/2016 9:14:54 PM
Close[0] = 51.04 Date Time = 12/12/2016 9:14:54 PM
Close[1] = 51.05 Date Time = 12/12/2016 9:14:54 PM
Close[0] = 51.04 Date Time = 12/12/2016 9:14:54 PM
Close[1] = 51.04 Date Time = 12/12/2016 9:14:54 PM
Close[0] = 51.05 Date Time = 12/12/2016 9:14:54 PM
Close[1] = 51.04 Date Time = 12/12/2016 9:14:54 PM
Close[0] = 51.05 Date Time = 12/12/2016 9:14:54 PM
Close[1] = 51.05 Date Time = 12/12/2016 9:14:54 PM
Close[0] = 51.04 Date Time = 12/12/2016 9:14:54 PM
Close[1] = 51.05 Date Time = 12/12/2016 9:14:54 PM
Close[0] = 51.02 Date Time = 12/12/2016 9:14:54 PM
Close[1] = 51.04 Date Time = 12/12/2016 9:14:54 PM
It obviously is not correct data, and it is not got at the close of each bar (see the same time in all samples), so I can not understand what is going wrong here.
Please help,
Thanks
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