MarketSeries.Close.LastValue versus MarketSeries.Close.Last(0)

alexander.n.fedorov
13 May 2018, 12:37

another question is:

I tried to print and what I recevied that 

MarketSeries.Close.LastValue=MarketSeries.Open.LastValue.

That is really strange. How then would I know if the last bar is boolish or bearish?

alexander.n.fedorov
14 May 2018, 09:03

Dear  Panagiotiis:

This is the piece of code:

         protected override void OnStart()
        {
            Instance = defaultInstance + ", " + Symbol.Code + ", " + Account.BrokerName + ", " + Account.Number.ToString();
            BB = Indicators.BollingerBands(Source, periods, deviations, MovingAverageType.Simple);
            atr = Indicators.AverageTrueRange(14, MovingAverageType.Simple);
            ma = Indicators.MovingAverage(Source, maPeriods, MovingAverageType.Simple);
            equity = Account.Equity;
            minQuantity = 0.01;
            Quantity = minQuantity * Math.Floor(Risk);
            volume = Symbol.QuantityToVolumeInUnits(Quantity);
            Print("Quantity = {0}, math.floor(Risk)= {1}, volume = {2}", minQuantity, Math.Floor(Risk), volume);

            Print("close last bar  on start {0}  ", MarketSeries.Close.LastValue);
            Print("open last bar on start {0} ", MarketSeries.Open.LastValue);

        }

        protected override void OnBar()
        {
            tradeManagement();
            var position = Positions.Find(Instance);
            if (position != null)
            {
                if (position.TradeType == TradeType.Buy)
                {
                    if (BB.Main.IsFalling())
                        ClosePosition(position);
                }
                if (position.TradeType == TradeType.Sell)
                {
                    if (BB.Main.IsRising())
                        ClosePosition(position);
                }
            }
            if (position == null)
            {
                Print("Close = {0}, Open = {1}", MarketSeries.Close.Last(0), MarketSeries.Open.Last(0));

                Print("close last bar {0}  ", MarketSeries.Close.LastValue);
                Print("open last bar {0} ", MarketSeries.Open.LastValue);

   and this is the backtesting printout:

16/04/2018 00:01:00.000  Backtesting started
16/04/2018 00:01:00.000  Quantity = 0.01, math.floor(Risk)= 1, volume = 1000

16/04/2018 00:01:00.000  close last bar  on start 1.23292  

16/04/2018 00:01:00.000  open last bar on start 1.23307 

16/04/2018 01:00:00.000  Quantity = 0.02, volume = 2000, equity = 3000

16/04/2018 01:00:00.000  Close = 1.2329, Open = 1.2329

16/04/2018 01:00:00.000  close last bar 1.2329  

16/04/2018 01:00:00.000  open last bar 1.2329 

My question is why OnStart ()

MarketSeries.Open.Last(0)

and 

MarketSeries.close.Last(0)

show different values, but OnBar() - the same?

PanagiotisCharalampous
14 May 2018, 10:00

Hi Sasha,

MarketSeries.Open.Last(0) and MarketSeries.Close.Last(0) show the values of the current bar. When on OnBar() both values will be identical since the bar has just opened. If you want the previous bar's value, use MarketSeries.Open.Last(1) and MarketSeries.Close.Last(1).

Best Regards,

Panagiotis

alexander.n.fedorov
14 May 2018, 10:02

Thank you Panagiotis, Clear enough as always

Sasha