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example-nt8-mtf-REALTIME-VS-HISTORICAL

selnomeria Mar 27th, 2019 (edited) 87 Never
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  1. ############################  CODE  ############################
  2.  
  3.             using NinjaTrader.Cbi;
  4.             using NinjaTrader.Data;
  5.             namespace NinjaTrader.NinjaScript.Indicators{
  6.                 public partial class example_MTF_print : Indicator{
  7.                     protected override void OnStateChange(){
  8.                         if (State == State.SetDefaults){   Name = "example_MTF_print"; Calculate = Calculate.OnEachTick; }
  9.                         else if (State == State.Configure) { AddDataSeries(Instrument.FullName, BarsPeriodType.Minute, 1, MarketDataType.Last); }
  10.                     }
  11.  
  12.                     protected override void OnBarUpdate(){
  13.                         Print(State.ToString() +" | "+ BarsInProgress +" | "+CurrentBars[0] +" | "+Close[0] +" | "+Time[0]);
  14.                     }
  15.                 }
  16.             }
  17.  
  18.  
  19.  
  20.  
  21. ############################  OUTPUT  ############################
  22. ...
  23. Historical | 1 |  202  | 2826.5     | 27-Mar-19 05:08:00
  24. Historical | 1 |  202  | 2826.25    | 27-Mar-19 05:09:00
  25. Historical | 0 |  203  | 2826.25    | 27-Mar-19 05:10:00
  26. Historical | 1 |  203  | 2826.25    | 27-Mar-19 05:10:00
  27. Historical | 1 |  203  | 2826.5     | 27-Mar-19 05:11:00
  28. Historical | 1 |  203  | 2826.75    | 27-Mar-19 05:12:00
  29. Historical | 1 |  203  | 2827       | 27-Mar-19 05:13:00
  30. Historical | 1 |  203  | 2827       | 27-Mar-19 05:14:00
  31. Historical | 1 |  203  | 2827.5     | 27-Mar-19 05:15:00
  32. Historical | 1 |  203  | 2827       | 27-Mar-19 05:16:00
  33. Historical | 1 |  203  | 2827.25    | 27-Mar-19 05:17:00
  34. Historical | 1 |  203  | 2827       | 27-Mar-19 05:18:00
  35. Historical | 1 |  203  | 2826.5     | 27-Mar-19 05:19:00
  36. Historical | 0 |  204  | 2826.5     | 27-Mar-19 05:20:00
  37. Historical | 1 |  204  | 2826.5     | 27-Mar-19 05:20:00
  38. ...
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