I'm new to both NT and futures.io (formerly BMT). I'm working on implementing a strategy that I've used on other systems, but I'm not sure how to access price updates tick-by-tick. I'd like to know how to address each incoming tick within the OnBarUpdate method. With "CalculateOnBarClose = true", I know how to use Open, High, Low, and Close in the OnBarUpdate method. But when I use "CalculateOnBarClose = false", I can't find any documentation on what gets updated in the OnBarUpdate method. Is it still the Close value? Or are Open, High, Low, and Close all updated with the current price update?
I guess it depends on what exactly you want to do with each incoming tick. One way you can use OnBarUpdate is to get the ask/bid values for the current bar update, with GetCurrentAsk() and GetCurrentBid(). If you want more than this, you may want to also look into OnMarketData, which allows you to collect more info on what happens at this tick level. The NT help is pretty descriptive and you have some keywords to play with now, but ask more if you cannot move forward with your code.
If you want to use Close and get updated values for every change, you should keep CalculateOnBarClose = false. Then, Close will always keep the price of the last trade, Open will stay the same during the bar and contain the one value for the first tick of the bar, High/Low will keep being updated with the current high/low since the start of the bar.
Last edited by Pajot; March 4th, 2012 at 09:10 AM.
Reason: Details about what happens with Open, Close, High, Low
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