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Req: Calculate On Bar Close Changes for Historical Data

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    Req: Calculate On Bar Close Changes for Historical Data

    Enhancement Request:

    It seems that the handling of "Calculate On Bar Close" is not intuitive for historical data.

    See this post for past reference:
    http://www.ninjatrader-support2.com/...ad.php?t=22865

    Currently if "Calculate On Bar Close" is set to true with historical data, the last bar is not actually computed.

    So charts, counts, & indicators aren't actually getting the last bar value computed into the indicator.

    Because this is for historical data (such as a yahoo feed), we know the number of bars that we're going to use ( as referenced from the Count variable), so utilizing all the bars should be a nearly trivial change to implement.

    Conceptually, the idea would be to recognize the real end of a day, and not looking for the beginning of the next day.

    This will allow for cleaner charts, without gaps, and timely information being processed and displayed.

    #2
    Hi tazatek,

    Thank you for your post.

    I will forward your request to my development team for further consideration.

    Please note that this can also be accomplished by setting the Calculate on Bar Close property to False.
    KyleNinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_Kyle View Post
      Please note that this can also be accomplished by setting the Calculate on Bar Close property to False.
      If this is a true statement, then this should be submitted as a defect, not an enhancement.

      This indicates a reversal in logic and confusion ( from an end-users perspective )that should be corrected.

      Comment


        #4
        Hello Matthew,

        I am not sure if I follow, why does 'Calculate on bar close = False' confuse you?

        This setting will calculate the indicator/strategy on each incoming tick, so not on the close of the bar.
        JasonNinjaTrader Customer Service

        Comment


          #5
          Because historical daily data doesn't have an incoming tick.

          If I set 'calculate on bar close = false' -- I will get the last calculation for historical data - which is counter intuitive.

          The statement 'calculate on bar close = false' implies that the bar won't be calculated at the end of the bar... (even though it does get calculated)

          while the statement 'calculate on bar close = true' implies that at the end of the bar, my data will be calculated - but doesnt really happen (for historical daily data)

          reference the graphic from the referenced post here:
          http://www.ninjatrader-support2.com/...ad.php?t=22865

          If I have to set 'calculate on bar close = false' for historical daily data to be correct, what happens if a user switches to real-time data?

          Would they need to change to 'calculate on bar close = true' to calculate after the end of the bar to have the same effect?

          Essentially, I think that for 10 bars of daily historical data, if I set 'calculate on bar close = true' - I expect all 10 bars to be used, because I have 10 known bar closes. Currently it will only use 9 bars of the 10.

          Comment


            #6
            Hello Matthew,

            Unfortunately the close of a bar is defined when a new bar is created. So if you use 'Calculate on bar close = True', you will see the indicator value for the current bar when a new bar is created (and current bar is the second bar).

            The indicator will be calculated on each incoming tick upon receiving real-time data.
            JasonNinjaTrader Customer Service

            Comment


              #7
              Originally posted by NinjaTrader_Jason View Post
              Hello Matthew,

              Unfortunately the close of a bar is defined when a new bar is created. .
              Hence my reasoning to label it a defect.

              Comment

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