Understanding Calculate Settings in Fusion Builder

How Calculate Mode Works

When you add Fusion Builder to your chart, you can choose how frequently it updates using NinjaTrader’s standard Calculate property. This setting determines when your indicator blocks process new data:

• On Bar Close — Updates once when each bar completes (recommended for most uses)
• On Each Tick — Updates with every incoming tick
• On Price Change — Updates when price changes, ignoring same-price ticks

Important: All indicator blocks you place on the Fusion Builder canvas will operate at the same frequency as Fusion Builder itself. If you set Fusion Builder to “On Bar Close,” then every SMA, EMA, RSI, or other indicator block will also update on bar close. If you set it to “On Each Tick,” all your indicator blocks will update on each tick.

This unified approach ensures all your calculations stay perfectly synchronized. You won’t have situations where one indicator is looking at tick data while another is looking at bar-close data—everything moves together.

Choosing the Right Setting

On Bar Close (Default)

Best for most trading applications. Your indicators calculate once per completed bar, giving you stable, final values without the noise of intra-bar fluctuations.

Use when:

• Building trend-following systems
• Creating end-of-bar signals
• You want consistent, reliable indicator values
• Performance and CPU usage matter

On Each Tick

Provides real-time updates as the market moves. Your indicators recalculate with every price change.

Use when:

• You need immediate response to price action
• Building scalping or high-frequency setups
• Monitoring live order flow conditions
• Intra-bar precision is critical to your strategy

Note: On Each Tick uses more CPU resources since calculations run much more frequently.

On Price Change

A middle ground that updates when price actually changes, skipping redundant same-price ticks.

Use when:

• You want real-time responsiveness
• You want to reduce CPU load compared to On Each Tick
• Small efficiency gains matter for your setup

How to Change the Calculate Setting

1. Right-click on Fusion Builder in your chart’s indicator list
2. Select Properties
3. Find the Calculate dropdown in the indicator settings
4. Choose your preferred mode
5. Click OK

All indicator blocks on your canvas will automatically use this setting.

Special Indicators with Additional Data Requirements

Some advanced indicators require tick-level market data to function properly. Fusion Builder automatically handles this for you:

Volume Profile Indicators

• BlockVolume
• OrderFlowCumulativeDelta
• OrderFlowVWAP (when using Tick resolution)

These indicators need access to individual tick data to build their volume profiles. When you add one of these blocks, Fusion Builder automatically loads the necessary tick data series. You’ll see this reflected in your SetupID as a “Tick:1” dependency.

Note: This tick data requirement is separate from the Calculate setting. Even if Fusion Builder is set to “On Bar Close,” these indicators still receive the tick data they need to calculate correctly—they just report their final values at bar close like everything else.

Order Flow Indicators

• BuySellVolume
• BuySellPressure

These indicators monitor real-time market data events and always operate in real-time mode internally to capture the order flow information they need.

Frequently Asked Questions

Q: Can I make one indicator block update on each tick while another updates on bar close?

No. All indicator blocks share the same update frequency. This is intentional—mixed frequencies would cause your indicators to be looking at different points in time, leading to unreliable calculations and confusing results.

Q: If I set Fusion Builder to On Bar Close, will my BlockVolume still work?

Yes. BlockVolume and similar volume profile indicators receive the tick data they need regardless of your Calculate setting. The Calculate setting only controls when Fusion Builder reports values to your chart—the internal data collection happens automatically.

Q: Which setting should I use for backtesting?

On Bar Close is recommended for backtesting. Historical data in NinjaTrader consists of completed bars (Open, High, Low, Close), so On Each Tick behavior can only be simulated using Tick Replay, which significantly increases processing time.

Q: Will On Each Tick slow down my chart?

It can, especially with complex indicator chains. Each tick triggers a complete recalculation of all your blocks. For most trading purposes, On Bar Close provides the stability and performance you need.

Best Practices

1. Start with On Bar Close — It’s the most stable and performant option for developing and testing your indicator logic.

1. Switch to On Each Tick only when needed — If your strategy specifically requires intra-bar updates, change the setting. Otherwise, stick with bar close.

1. Test both modes — If you plan to trade with On Each Tick, test your setup in both modes to understand how your indicators behave differently.

1. Consider your timeframe — On Each Tick on a 1-minute chart behaves very differently than on a daily chart. Lower timeframes already give you frequent updates even with On Bar Close.

Summary

All your indicator blocks operate together at whatever frequency you choose for Fusion Builder. Special indicators like BlockVolume automatically receive the additional data they need regardless of this setting.