Hi

I have a continuous tick by tick calculation. I need the changes of its value on each bar. I need a dataseries of them to make calculations.

I tried to reset the value with FirstTickOfBar. But sometimes it seems to ignore this part and adds the change to the value of the previous bar.
Could you tell me what is the problem or suggest any other solution to get the changes in value?

 

Code

protected override void OnBarUpdate() { totalvol = totalvol + eVol; totalvolplot.Set(totalvol); if(FirstTickOfBar) { totalvol = eVol; } } protected override void OnMarketData(MarketDataEventArgs e) { //Set AskPrice if(e.MarketDataType == MarketDataType.Ask) { AskPrice = e.Price; } //Set BidPrice if(e.MarketDataType == MarketDataType.Bid) { BidPrice = e.Price; } //Trade calculations done on incoming trade data if (e.MarketDataType == MarketDataType.Last) { //Buys calculations if(e.Price >= AskPrice) { eVol = e.Volume; } //Sells calculations if(e.Price <= BidPrice) { eVol = e.Volume; } } }

 

Code

protected override void OnBarUpdate() { if(FirstTickOfBar) { totalvol = eVol; } else { totalvol = totalvol + eVol; } totalvolplot.Set(totalvol); }

I would usually keep all summation calcs inside the OMD routine and only do a zero reset inside OnBarUpdate but try that instead.

Cheers