CurrentBar looks like an index of ticks

[itrader46]

Hello
I have the code below, that produces different prints for the CurrentBar index than the second code for the bars index in OnEachTickCalculation. Also, the last bar has an index number plus one when compared with the data box (i.s the Data Box shows last bar index of 6382, while the Output window print shows 6383).

I expected the blue and red highlighted prints would show identical bar number, but the CurrentBar index looks like it counts the actual ticks or something...

Thank you

if(longOrderId.Length == 0 && longAtmId.Length == 0)
                    {
                        if (longCondPrice > open && !isLongAtmStrategyCreated)
                        {
                            longOrderId = GetAtmStrategyUniqueId();
                            longAtmId = GetAtmStrategyUniqueId();
                            AtmStrategyCreate(OrderAction.Buy, OrderType.StopLimit, currentAsk + offsetLimitStop * TickSize, currentAsk + offsetLimitStop * TickSize,
                            TimeInForce.Day, longOrderId, "3C", longAtmId, (atmCallbackErrorCode, atmCallBackId) =>
                            {
                                //check that the atm strategy create did not result in error, and that the requested atm strategy matches the id in callback
                                if (atmCallbackErrorCode == ErrorCode.NoError && atmCallBackId == longAtmId)
                                    isLongAtmStrategyCreated = true;
                                barNumberOfLongOrder = CurrentBar;
                                triggerPriceLong = GetCurrentAsk(0);                                    
                                Print("Long ATM triggered at: " + Convert.ToString(triggerPriceLong) + " - Bar #" + barIndex + " open price is " + open +
                                " - Current Bar: " + CurrentBar +  " - " + Time[0]);
                                Print("##########");                                
                            });

....

protected override void OnRender(ChartControl chartControl, ChartScale chartScale)
        {
          base.OnRender(chartControl, chartScale);
          // loop through only the rendered bars on the chart    
            for(barIndex = ChartBars.FromIndex; barIndex <= ChartBars.ToIndex; barIndex++)
          {
                ;
            // get the open price at the selected bar index value
            open = Bars.GetOpen(CurrentBar);
            Print("Bar #" + barIndex + " open price is " + open);
          }
        }

Output window prints:

Long ATM cancel cond 2 price: 56.19 - Bar #6383 open price is 56.19 - Current Bar: 1289690 - 25/10/2019 13:31:42
>>> Long Order ID Reset Price: 56.19 - Bar #6383 open price is 56.19 - Current Bar: 1289691 - 25/10/2019 13:31:42
>>## Long ATM ID Reset Price: 56.19 - Bar #6383 open price is 56.19 - Current Bar: 1289692 - 25/10/2019 13:31:42
----------
Short condition at: 56.15 - Bar #6383 open price is 56.16 - Current Bar: 1289746 @ 25/10/2019 13:31:48
R = 1 - Current Bid: 56.15 - Bar #6383 open price is 56.16 - Current Bar: 1289746 - 25/10/2019 13:31:48
Short ATM triggered at: 56.15 - Bar #6383 open price is 56.16 - Current Bar: 1289746 - 25/10/2019 13:31:48
##########
++++++++++
Long condition at: 56.15Bar #6384 open price is 56.14 - Current Bar: 1289940 @ 25/10/2019 13:32:02
S = 1 - Current Ask: 56.15 - Bar #6384 open price is 56.14 - Current Bar: 1289940 - 25/10/2019 13:32:02
Long ATM triggered at: 56.15 - Bar #6384 open price is 56.14 - Current Bar: 1289940 - 25/10/2019 13:32:02

[NinjaTrader_Jim]

Hello itrader,

Thanks for your post.

I do not have exact context for how barIndex is getting set in the top snippet, so I can only touch on what you may be seeing. To understand why barIndex and CurrentBar are not the same, we will have to know how barIndex is assigned and with what value it is assigned.

Is this a Multi Time Frame strategy? If so then CurrentBar will be relevant for the data series that is currently processing in OnBarUpdate. For example, if you add a single tick data series to the script, and that single tick data series is updating in OnBarUpdate, then CurrentBar will reflect the bar index for the bar of the single tick data series that is being processed. If you want to specifically reference a certain data series' CurrentBar index, you could use CurrentBars. For example: CurrentBars[0] will always represent the primary data series

CurrentBars - https://ninjatrader.com/support/help...urrentbars.htm

When using Calculation.OnEachTick, the developing bar will update in OnBarUpdate and the CurrentBar index will reflect the developing bar on the chart. When the script is using Calculate.OnBarClose, OnBarUpdate will update the only for the bar that has just closed, and the script's CurrentBar index will reflect the second to last bar on the chart. Please see demonstration below.

https://drive.google.com/file/d/12rUyPnAulYjhyslUviEXS_B06uTOM45D/view?usp=drivesdk

Snippet:

if (BarsInProgress == 0)
    Print(String.Format("CurrentBar: {0} Bars.GetOpen(CurrentBar): {1} Open[0]: {2} GetCurrentBid(): {3} State: {4}", CurrentBar, Bars.GetOpen(CurrentBar), Open[0], GetCurrentBid(), State));

I look forward to being of further assistance.

[itrader46]

I thought the CurrentBar would just that, regardless of how the index is calculated and I mentioned that it shows the index shown by the data box plus 1. Is that OK with you?

Anyway, I have 5 days x 1440 (1min bars) = 7200 bars, not 1289940!

I am loading indeed a tick series and set the logic to calculate on it (if BarsInProgress != 1 return) and the only way the CurrentBar number makes sense is if the tick series actually adds 1 tick bars, so the CurrentBar shows the tick number, not the 1min bar number. Does that make sense and is this how is it supposed to work?

I am using a tick replay indicator in my strategy, so that's what I thought I had to do.

[NinjaTrader_Jim]

Hello itrader46,

if (BarsInProgess != 1) return; means: "If we are processing another data series other than the first data series added with AddDataSeries, do not process any further logic." In other words, OnBarUpdate will only process for BarsInProgress 1, your single tick data series, and CurrentBar would then reflect the single tick data series, because that is the only data series that processes that line of code.

You could test the following based on the Multi Time Frame and Instruments documentation to better illustrate how CurrentBar changes depending on the data series being updated in OnBarUpdate.

protected override void OnBarUpdate()
{
    if (BarsInProgress == 0)
    {
        Print(String.Format("BIP: {0}, CurrentBar: {1} CurrentBars[BarsInProgress]: {2}", BarsInProgress, CurrentBar, CurrentBars[BarsInProgress]));
    }

    if (BarsInProgress == 1)
    {
         Print(String.Format("BIP: {0}, CurrentBar: {1} CurrentBars[BarsInProgress]: {2}", BarsInProgress, CurrentBar, CurrentBars[BarsInProgress]));
    }
}

Multi Time Frame and Instruments - https://ninjatrader.com/support/help...nstruments.htm

Please let us know if you have any questions after testing the snippet above with a single tick data series added to the script.