first tick of bar

May 26th, 2011, 06:36 PM

Does easy language, more specifically, TradeStation, have a "first tick of bar" type of construct like NT? I'm trying to find a way to initialize a value in an indicator when a new bar is opened, but, obviously, not update that value again on intra bar updates.

Thanks,
-C

May 26th, 2011, 07:03 PM

cbritton

Does easy language, more specifically, TradeStation, have a "first tick of bar" type of construct like NT? I'm trying to find a way to initialize a value in an indicator when a new bar is opened, but, obviously, not update that value again on intra bar updates.

Thanks,
-C

Something like this?

Code

                            
[IntrabarOrderGeneration = True]



Var: IntrabarPersist Mp(0), IntrabarPersist MP_prev(0),IntrabarPersist TradesThisBar(0),IntrabarPersist FirstTickOfBar(False); 



MP = MarketPosition;  



If MP <> MP_prev  then TradesThisBar = TradesThisBar + 1; 

If FirstTickOfBar then TradesThisBar = 0; 



if BarStatus(1)=2 then Value1=Random(10);



if TradesThisBar = 0 and Mp<>1 and Value1 > 5 then Buy next bar Open;//Market;

if TradesThisBar = 0 and Mp<>-1 and Value1 < 5 then SellShort next bar Open;//Market;



if TradesThisBar = 0 and  Mp=1 and BarsSinceEntry > 1 then Sell next bar at Market;

if TradesThisBar = 0 and  Mp=-1 and BarsSinceEntry > 1 then BuyToCover next bar at Market;



FirstTickOfBar = BarStatus(1) = 2; 



MP_prev = MP;

Untested code, found on MultiCharts forum.

Mike

May 26th, 2011, 07:04 PM

Thread Moved

Moved to TradeStation Programming

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Mike

May 27th, 2011, 10:36 AM

Big Mike

Something like this?

Code

                            
[IntrabarOrderGeneration = True]

Var: IntrabarPersist Mp(0), IntrabarPersist MP_prev(0),IntrabarPersist TradesThisBar(0),IntrabarPersist FirstTickOfBar(False); 

MP = MarketPosition;  

If MP <> MP_prev  then TradesThisBar = TradesThisBar + 1; 
If FirstTickOfBar then TradesThisBar = 0; 

if BarStatus(1)=2 then Value1=Random(10);

if TradesThisBar = 0 and Mp<>1 and Value1 > 5 then Buy next bar Open;//Market;
if TradesThisBar = 0 and Mp<>-1 and Value1 < 5 then SellShort next bar Open;//Market;

if TradesThisBar = 0 and  Mp=1 and BarsSinceEntry > 1 then Sell next bar at Market;
if TradesThisBar = 0 and  Mp=-1 and BarsSinceEntry > 1 then BuyToCover next bar at Market;

FirstTickOfBar = BarStatus(1) = 2; 

MP_prev = MP;

Untested code, found on MultiCharts forum.

Mike

I should be able to work with this. Thanks!

-C

January 27th, 2017, 08:48 PM

Big Mike

Something like this?

Code

                            
[IntrabarOrderGeneration = True]



Var: IntrabarPersist Mp(0), IntrabarPersist MP_prev(0),IntrabarPersist TradesThisBar(0),IntrabarPersist FirstTickOfBar(False); 



MP = MarketPosition;  



If MP <> MP_prev  then TradesThisBar = TradesThisBar + 1; 

If FirstTickOfBar then TradesThisBar = 0; 



if BarStatus(1)=2 then Value1=Random(10);



if TradesThisBar = 0 and Mp<>1 and Value1 > 5 then Buy next bar Open;//Market;

if TradesThisBar = 0 and Mp<>-1 and Value1 < 5 then SellShort next bar Open;//Market;



if TradesThisBar = 0 and  Mp=1 and BarsSinceEntry > 1 then Sell next bar at Market;

if TradesThisBar = 0 and  Mp=-1 and BarsSinceEntry > 1 then BuyToCover next bar at Market;



FirstTickOfBar = BarStatus(1) = 2; 



MP_prev = MP;

Untested code, found on MultiCharts forum.

Mike

Hi Mike, how to i do this first tick of bar on ninjatrader? i am trying to make an indicator trigger a trade on the first tick of that bar.
Thanks

December 6th, 2017, 04:16 PM

mboxwave

The answer for NinjaTrader can be found on this page https://ninjatrader.com/support/helpGuides/nt8/en-us/?isfirsttickofbar.htm

Thanks,

but is this a strategy? if yes, how do i incorporate it into my NT7?

thanks in advance.

first tick of bar

Discussion in EasyLanguage Programming

first tick of bar