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SystemTrading
03-19-2009, 12:21 PM
Is there a way to tell if a tick is the closing tick of a bar?

mrlogik
03-19-2009, 12:29 PM
SystemTrading,

I don't believe there is, but you can use FirstTickOfBar and some logic to substitute / detect the closing tick of a bar.

NinjaTrader_Josh
03-19-2009, 12:54 PM
mrlogik's idea is correct. The opening of a new bar is the same one that tags the prior as a closing bar.

roonius
03-19-2009, 05:52 PM
It depends what kind of bar are we talking about. If the bar is time based, then there is no way, if the bar is tick or volume based, then there is the way.