Historical keyword in Replay mode

[aslane]

The Historical keyword does not seem to work correctly in Replay mode. It returns true for all bars. I would expect it to work as if you were in live mode, and be set to true for all but the last bar. What is the best way to tell if you are running on the last bar in all modes? Also, from an indicator, how can you tell if Replay is running?

[NinjaTrader_AdamP]

aslane,

Yes, "Historical" only is true when real-time data is being received.

Unfortunately there is no supported way to check if replay is running. You could however setup some override flag that you set manually which tells the strategy you are in replay.

[aslane]

Ok, then please chalk that up to bug to be fixed in next rev, and feature to add in next rev, and let me know what the tracking numbers are.

[NinjaTrader_AdamP]

aslane,

This is unsupported, but you could try something like this – that’s in our Bartimer indicator.

private DateTime Now
            {
                  get 
                  { 
                        DateTime now = (Bars.MarketData.Connection.Options.Provider == Cbi.Provider.Replay ? Bars.MarketData.Connection.Now : DateTime.Now); 

                        if (now.Millisecond > 0)
                              now = Cbi.Globals.MinDate.AddSeconds((long) System.Math.Floor(now.Subtract(Cbi.Globals.MinDate).TotalSeconds));

                        return now;
                  }
            }

Specifically look here :

Bars.MarketData.Connection.Options.Provider == Cbi.Provider.Replay

[aslane]

While unsupported, this is good in the short term.

[sledge]

I'm lost on this one.

I've used:

protected override void OnBarUpdate()
{

      if (Historical) return;
....
}

previous "trades" on the chart are ignored, and market replay works going forward, my code works, so therefore, it was false...

What am I not understanding about this post? NT 7.0.1000.8... 32 bit.

Edit: I'm referring my usage for Strategies. Not indicators. Maybe that is the difference you speak of

Originally Posted by aslane

The Historical keyword does not seem to work correctly in Replay mode. It returns true for all bars. I would expect it to work as if you were in live mode, and be set to true for all but the last bar. What is the best way to tell if you are running on the last bar in all modes? Also, from an indicator, how can you tell if Replay is running?

[Radical]

Originally Posted by sledge

I'm lost on this one. [...]

I'm with sledge, I've used 'if (Historical) {return;}' in both strategies and indicators in market replay, and I haven't run into any problems.

[aslane]

I have written a simple test for Historical, and it does seem to work in a trivial indi in replay mode. Unfortunately, it does not always work in complex code. I must be doing something to cause the issue, but I find it strange that I could cause the issue from my side of the fence. I'll try to isolate more.

[sledge]

Originally Posted by aslane

I have written a simple test for Historical, and it does seem to work in a trivial indi in replay mode. Unfortunately, it does not always work in complex code. I must be doing something to cause the issue, but I find it strange that I could cause the issue from my side of the fence. I'll try to isolate more.

Would your "complex code" have anything to do with "short circuit evaluation"?

I am out of guesses without seeing some code that isolates and is reproduceable.

[poseidon_sthlm]

I found that the property "Historical" is not correctly passed to a referenced indicator in Market Replay. See this thread:

http://www.ninjatrader.com/support/f...ad.php?t=43635

Unfortunately I'm not sure if this issue is on any bug list to be fixed since I didn't ask for a tracking number.

[sh_daggett]

Please take a look at my post in this older thread and provide your comments about it as a possible solution. I have a similar need. Do you think it is viable? It's certainly not optimal, but can you think of any reason why it would fail?

Thanks.

Scott