OnMarketData Problem

October 10th, 2012, 05:18 PM

NT7:

I have a multi-timeframe indicator which is loading 1Tick series and 60Min series for the default instrument.
Apparently, the OnMarketData event is being called 3 times, once per each time series loaded.
BarsInProgress is being reported 0 for each of the calls.
This behaviour is different within a strategy, where this event is being called once.

Is there a way to find out which time series is in charge for the OnMarketData call withing the indicator ?

Thanks

October 15th, 2012, 10:10 PM

I'd try printing out the price and see which it aligns too...

October 16th, 2012, 10:17 AM

What codes are you using? Can you post some codes replicating the behavior.

Also for the same instrument NinjaTrader will return the first bars in progress series in the OnMarketData event.

From help files:
With multi-time frame and instrument strategies, OnMarketData() will be called for all unique instruments in your strategy. Use the BarsInProgress to filter the OnMarketData() method for a specific instrument. (BarsInProgress will return the first BarsInProgress series that matches the instrument for the event)
NinjaTrader Version 7

OnMarketData Problem

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OnMarketData Problem