Close[0] not waiting until bar close

February 11th, 2010, 05:06 PM

Dumb question...

Due to the trail stop code I have in my strat, I have to keep CalculateOnBarClose set to false so as of right now, Close[0] > Open[0] means the instant current price is greater than open, I enter. However, as part of my entry signal, I need to have Close[0] actually mean close of current bar. Is there a way I can have both?

Thanks,
Dave

February 11th, 2010, 05:10 PM

You need to use something like this:

if(FirstTickOfBar)
{
use Close[1] here in calculation instead of Close[0]
}

February 11th, 2010, 05:19 PM

Yup eDanny is right, and remember that applies to everything, not just Close[1]. Like if you wanted to know what the SMA was, you have to look 1 bar ago, because FirstTickOfBar is just that -- the first tick of a NEW bar, not the Last Tick of the last bar.

Mike

February 11th, 2010, 05:49 PM

That did it! I owe you both a drink.

Related - I wonder if this will help with the CancelOrder() issue I've noticed with the automated strat I posted. Will check ASAP and will post updated version if all goes well.

Thanks,
Dave

Close[0] not waiting until bar close

Discussion in NinjaTrader

Close[0] not waiting until bar close