Multi-Time Frame Processing Question

[tazatek]

Question: Is there a guaranteed order in which the Bars Objects will be called?

ie.

if I have a 1 minute primary, a 2 minute and a 3 minute (indices of 0,1,2 respectively)

When onBarUpdate() is called, can I rest assured that the indices will be called in the same order that they are added?

so first I'll evaluate my 1 minute, then my 2 minute and lastly my 3 minute bar object?


And is this true for both indicators and strategies?


Thanks

Matt

[NinjaTrader_Austin]

Matt, I will have someone get back to you tomorrow regarding this question.

[tazatek]

Originally Posted by NinjaTrader_Austin

Matt, I will have someone get back to you tomorrow regarding this question.

Do we have an answer to this... Print statements show that things are fairly random....

Would like to know what behaviors I can (or can't) expect from this....

Thanks

MAtt

[NinjaTrader_Bertrand]

Matt, the bars objects get called in the sequence they're added - if you have bars with the same timestamp, they are also processed in the original added order, please also check into this sample below -

http://www.ninjatrader-support2.com/...ead.php?t=6652

[tazatek]

Just to be clear....

If I have a primary that is 1 min, and I add() a 2 min in initialize,

Then in OnBarUpdate() I have

{

if(BarsInProgress==0)
{
// should print out twice ... 
Print("BIP 0");
}
else if(BarsInProgress==1)
{
// should print out once...
Print("BIP 1");
}

I should ALWAYS have in my output (in this order):
BIP 0
BIP 0
BIP 1

I'm just wanting to make sure that it can't ever be:

BIP 1
BIP 0
BIP 0

or
BIP 0
BIP 1
BIP 0


Thanks

Matt

[NinjaTrader_Bertrand]

You're understanding is correct, for easier checking you could also use PrintWithTimeStamp -

 protected override void OnBarUpdate()
		{
			if (BarsInProgress == 0)
				PrintWithTimeStamp("BIP0");
			
			if (BarsInProgress == 1)
				PrintWithTimeStamp("BIP1");
		}