How to determine "fake" close price on Transition form Historical to RealTime?

[fx.practic]

Hello.

I figured out, that on transition form Historical to RealTime, CalculateOnBarClose() method run on non-completed bar.

Close time and price on this non-completed are "fake": after bar completion it will have another close time and price.

Method OnStateChange() with State == State.Transition calls after.

So, is there any way to determine than OnBarUpdate() run on non-completed bar before (at) transition?

[fx.practic]

Found thread with discussion of same question:

https://ninjatrader.com/support/forum/showthread.php?p=492600

[NinjaTrader_PatrickH]

Hello fx.practic,

Thank you for your post.

You could place a check for less than Realtime and the CurrentBar == ChartBars.Count-1 (which would be the last bar on the chart still building). For example:

if (State < State.Realtime && CurrentBar == ChartBars.Count -1) 
{
// your logic
}

Please let me know if you have any questions.

[fx.practic]

Yahoo! Many thanks!!

[fx.practic]

Need same magic formula for NT7, please!

[NinjaTrader_PatrickH]

Hello fx.practic,

Thank you for your response.

You can use the Historical bool in NinjaTrader 7 in place of the Realtime State check. For example:

if (Historical && CurrentBar == Count-1)
{
//Process your code
}

Please let me know if you have any questions.

[fx.practic]

Thanks a lot for so fast response!

Want to clarify: does this formula work in MTF scripts too?

[NinjaTrader_PatrickH]

Hello fx.practic,

Thank you for your response.

This will work for Multiple Series scripts. For example:

NinjaTrader 7:

			if (Historical)
			{
				if (BarsInProgress == 0
					&& CurrentBars[0] == BarsArray[0].Count - 1)
				{
					// Primary bar logic
				}
				
				if (BarsInProgress == 1
					&& CurrentBars[1] == BarsArray[1].Count - 1)
				{
					// Secondary bar logic
				}
			}

NinjaTrader 8:

			if (State < State.Realtime)
			{
				if (BarsInProgress == 0
					&& CurrentBars[0] == BarsArray[0].Count - 1)
				{
					//Primary bar logic.
				}
				
				if (BarsInProgress == 1
					&& CurrentBars[1] == BarsArray[1].Count - 1)
				{
					//Secondary bar logic.
				}
			}

Please let me know if you have any questions.