Fabrice
07-06-2007, 06:01 AM
I was wondering if there is a way to catch the end of a minute bar when updating a strategy on a tick per tick basis?
I explain:
protectedoverridevoid Initialize()
{
....
Add(PeriodType.Minute,1);
CalculateOnBarClose = false;
}
On the OnBarUpdate function, let say I want to compute and indicator only at the end of the minute bar serie, if I use I(BarsArray[1],some paremeters)[1] I will have the value of that indicator at the end of last bar.
The value of the indicator for the current bar computed by I(BarsArray[1],some paremeters)[0] being updated at every tick.
However the problem with this method is that I need to wait the first tick of the new bar to have the value of the previous finished 1 minute bar.
Is there any other ways in Ninja to avoid my 1 tick delay and know that the current bar is finished, some form of EndOfBar finished event? That event could be triggered by some timer event.
Thanks for the support.
Fabrice.
I explain:
protectedoverridevoid Initialize()
{
....
Add(PeriodType.Minute,1);
CalculateOnBarClose = false;
}
On the OnBarUpdate function, let say I want to compute and indicator only at the end of the minute bar serie, if I use I(BarsArray[1],some paremeters)[1] I will have the value of that indicator at the end of last bar.
The value of the indicator for the current bar computed by I(BarsArray[1],some paremeters)[0] being updated at every tick.
However the problem with this method is that I need to wait the first tick of the new bar to have the value of the previous finished 1 minute bar.
Is there any other ways in Ninja to avoid my 1 tick delay and know that the current bar is finished, some form of EndOfBar finished event? That event could be triggered by some timer event.
Thanks for the support.
Fabrice.