BarsPeriods.BarsPeriodType in Backtesting

[wuileng]

Hi,

So in NT7 I used to have a lot of multi-series indicators which worked on both day and minute charts. To do this without hardcoding them as either day or minute indicators, I would use the following so that the indicator would automatically derive the secondary series from the primary series of the chart/strategy:

Add("XYZ", BarsPeriods[0].Id, BarsPeriods[0].Value);

I take it that this has now been renamed, and the NT8 equivalent is:

AddDataSeries("XYZ", BarsPeriods[0].BarsPeriodType, BarsPeriods[0].Value);

However, when I have used this in an indicator which is then used within a strategy using AddChartIndicator(), I have encountered some problems. Note that these problems are found when the strategy is backtested in Strategy Analyzer. I am backtesting a daily bar strategy, and have the following line of code within my indicator:

Print (CurrentBars[0] + " / " + CurrentBars[1] + " : " + CurrentBars[2]);

This then prints the following, which makes me think that the indicator is adding 1 minute bars, despite the primary bar series being daily bars:
1 / 777 : 689
2 / 1166 : 1034
3 / 1555 : 1379
4 / 1932 : 1724

When I change the code in the indicator to the following, I get the following as expected:

AddDataSeries("XYZ", BarsPeriodType.Day, 1);

1 / 1 : 1
2 / 2 : 2
3 / 3 : 3
4 / 4 : 4
5 / 5 : 5
6 / 6 : 6

[NinjaTrader_PatrickH]

Hello wuileng,

Thank you for your post.

BarsPeriod can run into this issue in both NinjaTrader 7 and 8. It is not designed to run in Initialize() (NT 7) or SetDefaults (NT 8) as the bars objects may not have loaded yet.

While I have had luck running this in Initialize() in NinjaTrader 7 it does not always work and in most cases does not work on any ones PC that I provide the code to. This is due to the fact the bars have not loaded.