I understand a multi-time frame Strategy must calculate .OnEachTick, to access the currently developing bar in each time frame (How Bars Data is Referenced), and confirmed in How to structure Multi-Time Frame Strategy.
I am attempting to convert Indicators built for Calculate.OnBarClose to correctly calculate .OnEachTick and .OnBarClose; evaluating at the correct time and referencing the correct bar data. Example indicator attached.
I was of the understanding Playback Connection would allow me to test Indicators as if under live conditions, and thus test Calculate .OnBarClose vs .OnEachTick. However, this does not appear to be the case. As expected, on a historical chart State is .Historical until the final BarUpdate where it becomes .Realtime. With Playback Connection (using Market Replay or Historical), State again remains .Historical until the final BarUpdate.
While I have seen NT8 - Developing for Tick Replay, I am unsure it if it is the solution and how to implement.
Please advise how to test Indicators under .OnBarClose and .OnEachTick.
As always, thanks
Shannon
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