Can strategy be OnPriceChange and embedded Indicator OnBarClose?

[molecool]

I have a strategy set to OnPriceChange that has an embedded indicator which I am currently using by shifting the value index to 0 in historic and 1 in live tape. This works but what's throwing me off is that the indicator is plotting its internal state via its ToString() method based on its setting. Which of course is LIVE as the strategy is set to OnPriceChange.

I recall that with Ninja7 setting an indicator in code to OnBarClose would have no effect if that strategy would execute against live ticks. Has that changed in NT8?

Otherwise how do you suggest I produce log output that reflects the embedded indicator's last bar close values?

Thanks in advance.

[NinjaTrader_ChrisL]

Hello,

Thank you for the post.

For this question:

I recall that with Ninja7 setting an indicator in code to OnBarClose would have no effect if that strategy would execute against live ticks. Has that changed in NT8?

This has not changed between NinjaTrader 7 and 8. Indicators will inherit the calculation mode of the Strategy they are used in.

Please take a look at this reference sample which describes how you would calculate your strategy on each tick/ price change and still only calculate your indicators at the first tick of a new bar.

https://ninjatrader.com/support/forum/showthread.php?t=19387

You will have a condition using IsFirstTickOfBar, which will return a boolean that tells you if the OnBarUpdate() being called is for the first tick of the new bar. In this sample, they check if IsFirstTickOfBar == true and if the position is flat, then they enter long.

if (State == State.Historical)
		return;

if (IsFirstTickOfBar && Position.MarketPosition == MarketPosition.Flat)
	
     if (LinReg(Median, 10)[1] > LinReg(Median, 10)[2] && LinReg(Median, 10)[1] > 
     SMA(Median, 10)[1])
     EnterLong("long entry");
}

Once the strategy is long, it will continue to check the position on every tick, along with exit conditions:

if (Position.MarketPosition == MarketPosition.Long)
{
	if (CrossBelow(LinReg(Median, 10), SMA(Median, 10), 1))
		ExitLong("LinReg cross SMA exit", "long entry");
}

Below is a link to IsFirstTickOfBar:

https://ninjatrader.com/support/helpGuides/nt8/en-us/?isfirsttickofbar.htm

Please let us know if we may be of any further assistance.

[molecool]

Thanks for the quick response, Chris.

Well, looking at your example, that is what I'm doing. I know how to use the proper index based on historical [0] or live tape [1]. My issue arises as I'm printing log statements directly from the indicator and it's printing LIVE values, which isn't what I want.

I can of course reproduce the log output in my strategy but some values I do not have access to. So the only other recourse would be to add a special ToStringHistorical() method that shifts its output based on live or historical, similar to what I'm doing in the strategy.

I hope that makes sense. If you can think of an easier/better solution, I'm all ears

Hello,

Thank you for the post.

For this question:



This has not changed between NinjaTrader 7 and 8. Indicators will inherit the calculation mode of the Strategy they are used in.

Please take a look at this reference sample which describes how you would calculate your strategy on each tick/ price change and still only calculate your indicators at the first tick of a new bar.

https://ninjatrader.com/support/forum/showthread.php?t=19387

You will have a condition using IsFirstTickOfBar, which will return a boolean that tells you if the OnBarUpdate() being called is for the first tick of the new bar. In this sample, they check if IsFirstTickOfBar == true and if the position is flat, then they enter long.

if (State == State.Historical)
		return;

if (IsFirstTickOfBar && Position.MarketPosition == MarketPosition.Flat)
	
     if (LinReg(Median, 10)[1] > LinReg(Median, 10)[2] && LinReg(Median, 10)[1] > 
     SMA(Median, 10)[1])
     EnterLong("long entry");
}

Once the strategy is long, it will continue to check the position on every tick, along with exit conditions:

if (Position.MarketPosition == MarketPosition.Long)
{
	if (CrossBelow(LinReg(Median, 10), SMA(Median, 10), 1))
		ExitLong("LinReg cross SMA exit", "long entry");
}

Below is a link to IsFirstTickOfBar:

https://ninjatrader.com/support/helpGuides/nt8/en-us/?isfirsttickofbar.htm

Please let us know if we may be of any further assistance.

[NinjaTrader_ChrisL]

Hello,

Thank you for the reply.

...the proper index based on historical [0] or live tape [1].

No index will dictate whether data is live or historical. NinjaTrader will run through all available historical data and apply the logic historically. Once NinjaTrader gets to the data coming in, it will be in the real-time state. Could you please provide a sample of the issue you are experiencing?

I look forward to your reply.

[molecool]

Hello,
No index will dictate whether data is live or historical. NinjaTrader will run through all available historical data and apply the logic historically. Once NinjaTrader gets to the data coming in, it will be in the real-time state. Could you please provide a sample of the issue you are experiencing?

I look forward to your reply.

I don't think that you understood my last question. But never mind - I hacked myself a solution by passing the indicator a loggingIndex which I can increment during runtime, thus producing adjusted (i.e. previous historical) candle logging.