Indicator loaded in strategy is calculated OET instead of continuing calculated OBC

[sidlercom80]

Indicator (OnBarClose) loaded in strategy (OnEachTick) is calculated like the strategy on OnEachTick instead of continuing to be calculated on OnBarClose.
I load an indicator (OBC) in my strategy (OET). unfortunately, the indicator is now also calculated on OET instead of on OBC, why? if the indicator is loaded at the same time on another chart without a strategy, everything works. the aim is to start the strategy and with it the indicator. the indicator does its calculations on OBC and then passes on parameters to the strategy via a public property (this works).

Strategy:

protected override void OnStateChange()
{
   case State.SetDefaults:
            Calculate = Calculate.OnEachTick;

   case State.DataLoaded:
            sidiSuperTrend = SidiSuperTrend(StrategyIdString);

   if (sidiSuperTrend != null)
     {
        sidiSuperTrend.Strategy = this;
        priorShowSupertrend = ShowSupertrend;
[COLOR=#e74c3c]sidiSuperTrend.Calculate = Calculate.OnBarClose; // has no influence [/COLOR]
        AddChartIndicator(sidiSuperTrend);
     }
...
}

Indicator:

protected override void OnStateChange()
{
   case State.SetDefaults:
   Calculate = Calculate.OnBarClose;
   ...
}

[sidlercom80]

I have also tried the following:

Strategy:

sidiSuperTrend = SidiSuperTrend(StrategyIdString, Calculate.OnBarClose);

Indiactor:

[Browsable(false), NinjaScriptProperty]
[Display(Name = "CalculateMode", Description = "", Order = 1, GroupName = "Parameters")]
public Calculate CalculateMode { get; set; }

overwriting "Calculate" in OnStateChange via "NinjaScriptProperty" does not work either. it is overwritten for a short time, but reset before OBU ???

[bltdavid]

Indicators used inside a Strategy inherit their Calculate setting from the Strategy.

This is by design, and is documented here.
Scroll down a little, study "Tips" section.

[sidlercom80]

Indicators used inside a Strategy inherit their Calculate setting from the Strategy.

This is by design, and is documented here.
Scroll down a little, study "Tips" section.

yes i know that, but that does not help me with the solution. is there only the possibility to change the indicator to OnEachTick and work with IsFirstTickOfBar, or is there a faster and better way to avoid major changes in the indicator code?

[bltdavid]

Ah, so the issue you're complaining about is well known to you.

You are experiencing what we call "documented and expected" behavior,
which you dislike, and so your real question is, how do I get around it?

That's not that uncommon, it can be a very legitimate complaint.
So, why not just start with that as your question?



It's quite possible that changing the indicator to work with OnEachTick
may be the fastest and easiest route. Or not. Sometimes this is easy,
and sometimes this is hard. It will depend on the calculations and the
data series used inside your indicator. It also depends on you having
the indicator source code, and how well you know that code.

If you want to run your Strategy with OnEachTick, then the indicators
used by that Strategy need to handle OnEachTick.

The Calculate setting propagates from the parent script down to all
embedded scripts. You cannot get around that. Full stop. End of story.

But, let's think about this.
Why does your Strategy need to use OnEachTick?
Does it really need to do that?

One way around it may be to redesign your Strategy to use OnBarClose, and
then add a 1-Tick secondary data series to the Strategy, which then handles
the things your OnEachTick code used to do.

Isolating all changes by reworking your Strategy has advantages.
How? Because your Strategy and indicators can all run as OnBarClose,
and thus the indicators won't need any code changes of their own.

Adding 1-Tick secondary data series is pretty common with strategies. It is
often used with custom code for stop orders that need to auto trail, or for
custom risk management, such as limiting the daily losses/profits via
instantaneous PnL tracking.

My point is:
What are you trying to achieve that makes OnEachTick a requirement?
Does your Strategy really need to use OnEachTick to achieve that?

Perhaps a 1-Tick secondary data series is the better solution.

[sidlercom80]

Hi bltdavid, i changed my strategy to OnBarClose on your advice, a bit of a hassle, but so far it's working quite well. when i designed the strategy, i had problems with the logic in using multiple time units, so i decided to use OnEachTick at that time. there's a lot to learn from you

[bltdavid]

Glad to hear!

And thank you for the kind words.