NT7 programming - reset value of a variable at each bar

adamov · March 7th, 2016, 06:52 AM

Hi

I have a continuous tick by tick calculation. I need the changes of its value on each bar. I need a dataseries of them to make calculations.

I tried to reset the value with FirstTickOfBar. But sometimes it seems to ignore this part and adds the change to the value of the previous bar.
Could you tell me what is the problem or suggest any other solution to get the changes in value?

Code

		protected override void OnBarUpdate()
		{
			totalvol = totalvol + eVol;
			totalvolplot.Set(totalvol);	
			if(FirstTickOfBar)
			{
				totalvol = eVol;
			}
				
		}
				
		
		protected override void OnMarketData(MarketDataEventArgs e)
		{
			
			//Set AskPrice
			if(e.MarketDataType == MarketDataType.Ask)
			{
				AskPrice = e.Price;
			}
			
			//Set BidPrice
			if(e.MarketDataType == MarketDataType.Bid)
			{
				BidPrice = e.Price;
			}
			
			//Trade calculations done on incoming trade data
			if (e.MarketDataType == MarketDataType.Last)
			{
						
			//Buys calculations
				if(e.Price >= AskPrice)
				{
					eVol = e.Volume;
				}
		
				//Sells calculations
				if(e.Price <= BidPrice)
				{
					eVol = e.Volume;
				}
			}
		}

ratfink · March 7th, 2016, 08:29 AM

Code

protected override void OnBarUpdate()
		{
			if(FirstTickOfBar)
	 		{
				totalvol = eVol;
			}
			else
			{
				totalvol = totalvol + eVol;
			}
				
			totalvolplot.Set(totalvol);	
		}

I would usually keep all summation calcs inside the OMD routine and only do a zero reset inside OnBarUpdate but try that instead.

Cheers

NT7 programming - reset value of a variable at each bar

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NT7 programming - reset value of a variable at each bar

NT7 programming - reset value of a variable at each bar

futures io is celebrating 10-years w/ over $18,000 in prizes!

$250 Amazon Gift Cards with our "Thanks Contest" challenge!

Using Order Flow Analysis & Longer Term Trading w/John @ No BS Trading