How do you know if the current "OnTick" event is going to trigger the "OnBar" event?

amusleh
21 Apr 2022, 11:05

Hi,

There is no way to know when  a tick results on opening of a new bar, you can use a timer to count the remaining time of a bar but that works only for time based bars not for Tick, Renko, and range bars, you have to know the time period of a time frame bar as there is no way for now to know how much is a time based time frame bar time period programmatically.

I recommend you to change the way you designed your bot, instead of using the timer, as it would be not 100% accurate.

cBots OnTick method is called before OnBar, and by a single thread, so they will never be called concurrently.

These types of issues are more related to the way you design your Bot than API limitations.

firemyst
22 Apr 2022, 04:20 ( Updated at: 21 Dec 2023, 09:22 )

RE:

amusleh said:

Hi,

There is no way to know when  a tick results on opening of a new bar, you can use a timer to count the remaining time of a bar but that works only for time based bars not for Tick, Renko, and range bars, you have to know the time period of a time frame bar as there is no way for now to know how much is a time based time frame bar time period programmatically.

I recommend you to change the way you designed your bot, instead of using the timer, as it would be not 100% accurate.

cBots OnTick method is called before OnBar, and by a single thread, so they will never be called concurrently.

These types of issues are more related to the way you design your Bot than API limitations.

I don't think you fully understand what I'm trying to describe or I'm not being clear enough.

I do not use a timer in the algorithm. The timings you see in the log statements are from the "Log" tab in cTrader.

I use the "OnTick" and "OnBar" methods with a boolean flag. The code is structured as per my first post.

The bot checked to increase the position size. Since it hadn't already done so that bar, it increased by 0.1 lots, and then set the flag "_enteredPositionThisBar" to true so the bot would not enter another position in the current bar.

That was on the tick called just before the OnBar, but the clock had already ticked over to the next minute, so it should have occurred during the 21.00.00 bar and not the bar opened at 20.59.00.

Then the next bar is opened, and since the flag "_enteredPositionThisBar" was set to false in the "OnBar" method, the bot immediately increased the position size again during the 21.00.00 bar as you can see from the screen capture. Note I do NOT use any asynchronous calls when placing orders.

20/04/2022 20:51:39.729 | cBot "BugBot" was started successfully for NAS100, m1.

20/04/2022 20:51:54.348 | OnTick

:
20/04/2022 21:00:00.775 | OnTick --> it increased the size here, adding 0.1 lots. "_enteredPositionThisBar" set to true.
20/04/2022 21:00:00.909 | OnBar     --> "_enteredPositionThisBar" set to false.
20/04/2022 21:01:00.313 | OnTick --> it increased the size again here by 0.1 lots and reset the flag the true.   
20/04/2022 21:00:00.418 | OnTick
 

So because the "OnBar" even occurs _after_ the first tick event in that new bar, it opens a position twice during the same bar when technically it shouldn't since the new bar hadn't been opened yet. With the log above and screen captures below, do you see what I'm saying?

Since boolean flags won't work since tick events for a new bar's timeframe occur _before_ the "OnBar" event actually occurs, and we can't use the Bars.OpenTimes.Count to check if the number of bars have increased (because on the first tick in the new M1 bar, the new bar hasn't been formed yet), would you be able to provide sample code to get around this issue?

Here's what happened. Note the deal map and compare against the logs. cTrader shows BOTH orders being displayed in the same bar even though the first one happened during the tick event _before_ the "OnBar" event:

Thank you.

amusleh
26 Apr 2022, 10:05

Hi,

I did understood your point, what I was trying to explain was there is no way to accurately know when a tick will result in formation of a new bar.

Regarding your issue, you can do something like this:

using cAlgo.API;
using System.Collections.Generic;

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class Sample : Robot
    {
        private readonly Dictionary<int, PositionBarOperation> _positionBarOperations = new Dictionary<int, PositionBarOperation>();

        protected override void OnTick()
        {
            foreach (var position in Positions)
            {
                PositionBarOperation operation;

                // If position ID is inside _positionBarOperations
                // Then it means we already executed something for it
                if (_positionBarOperations.TryGetValue(position.Id, out operation))
                {
                    // It means the bar is not changed yet
                    if (operation.BarIndex == Bars.Count)
                    {
                        continue;
                    }
                    // Bar changed
                    else
                    {
                        operation.BarIndex = Bars.Count;

                        // Modify, close, etc...
                    }
                }
                // Position ID is not inside _positionBarOperations
                else
                {
                    operation = new PositionBarOperation
                    {
                        Position = position,
                        BarIndex = Bars.Count
                    };

                    _positionBarOperations.Add(position.Id, operation);

                    // Modify, close, etc...
                }
            }
        }

        private class PositionBarOperation
        {
            public Position Position { get; set; }

            public int BarIndex { get; set; }
        }
    }
}

firemyst
26 Apr 2022, 10:16

RE:

amusleh said:

Hi,

I did understood your point, what I was trying to explain was there is no way to accurately know when a tick will result in formation of a new bar.

Regarding your issue, you can do something like this:

 

Okay. Cool. Thanks for that and your sample code. I haven't looked at the sample code, but had another question -- with cTrader shouldn't it (or is it already) programmed up to open a new bar regardless of whether or not a tick comes through?

It it takes the timing of a tick to actually open a new bar, then hypothetically bars could open up halfway through their time period, or even not at all.

If it is set to open a new bar regardless of whether a tick or not happens, then the example I provided seems to illustrate a bug where ticks happen before the bar is actually opened.

Thank you.

amusleh
26 Apr 2022, 10:18

RE: RE:

firemyst said:

amusleh said:

Hi,

I did understood your point, what I was trying to explain was there is no way to accurately know when a tick will result in formation of a new bar.

Regarding your issue, you can do something like this:

 

Okay. Cool. Thanks for that and your sample code. I haven't looked at the sample code, but had another question -- with cTrader shouldn't it (or is it already) programmed up to open a new bar regardless of whether or not a tick comes through?

It it takes the timing of a tick to actually open a new bar, then hypothetically bars could open up halfway through their time period, or even not at all.

If it is set to open a new bar regardless of whether a tick or not happens, then the example I provided seems to illustrate a bug where ticks happen before the bar is actually opened.

Thank you.

Hi,

If there is no tick then there will be no bars, cTrader only creates bars if there are any ticks otherwise it will not form any bar and the OnBar method will not be called.