CalculateOnBarClose = false;

[Pcomm69]

Hi,

On a Strategy in 220 Tick
When CalculateOnBarClose = true;
if (Open[0] >= Close[0]) ....
run good

but when CalculateOnBarClose = false;
if (Open[0] >= Close[0]) ....
don't run good

my question is in 220 Tick :
with CalculateOnBarClose = false;

how can I obtain the instant value of Open/Close in Tick
and not the Close[0] Value

thanks

Pierre

[NinjaTrader_Bertrand]

Hi Pierre, I'm sorry but don't follow your inquiry here - what outcome do you expect to seek in COBC = false mode? Is this for backtesting or realtime trading / simulation?

In backtesting COBC would always be 'true' - the strategy has access to the OHLCV info of the series per default only.

[Pcomm69]

my question is
in Realtime trading
in 220 Tick :
with CalculateOnBarClose = false;

how can I obtain the INSTANT value of Open/Close in Tick
and not the Close[0] Value

[NinjaTrader_Bertrand]

Pierre, Close[0] in COBC = false is the current last value. The value of the previously closed bar would then Close[1]. Same would apply to the Open.

[Pcomm69]

OK so my problem is to get the INSTANT PnL

in COBC = false and 220 Tick
how can I get the INSTANT PnL ?
(and not the PnL at the end of 220 Tick)

Thanks

[NinjaTrader_Bertrand]

Have you tried GetProfitLoss() with Close[0] as ref price and running on COBC = false?

http://www.ninjatrader.com/support/h...profitloss.htm