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Settlement in calc on each tick strategy
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Created: by kelefei Attachments:0

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Settlement in calc on each tick strategy

  #1 (permalink)
Elite Member
Futures Experience: Beginner
Favorite Futures: ES
Posts: 3 since Jul 2016
Thanks: 0 given, 2 received

Settlement in calc on each tick strategy


I know that I can access the settlement price by using daily chart when I am in the calucation on bar close mode.

However, my strategy is required to set to calculation on each tick and if I add the daily bar series, it gives me the last close and not the same as settlement price.

So how can I get access the settlement price when my strategy is calc on each tick?

I am trading ES and using NT8 + Continuum, many thanks.

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  #3 (permalink)
Trading Apprentice
Gomel + Belarus
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Platform: NinjaTrader
Favorite Futures: NQ, CL
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CalculateOnBarClose = false;

Close[0] - current (forming) bar.
Close[1] - previous bar

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