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Previous Bar Low, on a OnEachTick Strategy

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  • NinjaTrader_Jim
    replied
    Hello,

    Tick Replay can be used with the Strategy Analyzer to have the strategy take intrabar actions (process logic with Calculate.OnEachTick/OnPriceChange) but this will not allow for intrabar granularity with order fills.

    Tick Replay would need to be used in addition to submitting orders to a single tick data series to achieve intrabar actions, and intrabar order fills.

    An example demonstrating submitting orders to an additional data series for intrabar granularity is linked below.

    Backtesting with intrabar granularity - https://ninjatrader.com/support/help...ipt_strate.htm

    Leave a comment:


  • Rafael_OR
    replied
    bltdavid Thank you for your help mate it worked

    Leave a comment:


  • bltdavid
    replied
    If you wish to run your strategy with OnEachTick using Strategy Analyzer,
    you'll have to run it (I think) with TickReplay enabled.

    NT support will correct me if I'm wrong ...

    Leave a comment:


  • bltdavid
    replied
    For Calculate.OnEachTick,
    use Low[0] for current low of the active bar currently being built,
    use Low[1] for the low of the most recently closed bar,
    use Low[2] for the low of the next most recently closed bar,
    etc, etc.

    Read this.

    Pay particular attention to the description of the 'Calculate' property.
    You need to understand Low[0] vs Low[1] and how the Calculate
    setting changes the sense of what the index means.
    Last edited by bltdavid; 12-08-2021, 08:41 PM.

    Leave a comment:


  • Rafael_OR
    started a topic Previous Bar Low, on a OnEachTick Strategy

    Previous Bar Low, on a OnEachTick Strategy

    Hello, I'm sorry if you guys already answered this before, however, I can't find it anywhere.

    I'm having a really hard time trying to get the low price of the previous bar on a Renko chart.
    I've already tried a few things like using the IsFirstTickofBar and the Bars[Bars.Count - 1], however, these two approaches
    only gives me the previous Tick value and not the previous bar Low. can you guys help me?

    Thank you in advance for your time!

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