Current Price Not Equal to Close[0]

[dkrumholz]

I have an indicator that runs on each tick (on bar close = false) that does several calculations based on the current price which I have coded as Close[0]. If I run the indicator I get a set of values based on Close[0] (the current price) but if I remove the indicator from the chart and re-add it, the calculations are now different because presumably Close[0] is the single closing price for the bar, not the current price at each tick. Is that true and is there a way around that?

[NinjaTrader_RyanM]

Hi dkrumholz,

Yes, Close[0] represents only the last tick of a bar. It sounds like you designed your indicator to work on the change in close values within a bar that is currently forming. If this is the case, it's not really applicable to historical data. You'll only have the four data points of the bar, and not any of the price changes that were made to create the bar. To look within the bar in an historical sense would require a secondary series smaller that your primary.

This style of indicator may work best working in real time only, and using OnMarketData(). to drive it. You then can access the stream of last traded prices directly.

Please let me know if I've misunderstood your request.