Add day in multiple time frame

[binwang2]

Hi NT experts,

I am testing bars in progress with multiple time frames of same instrument.
CalculateOnBarClose = false.

So it should not wait till bar close to recongnize the bars in progress of different time frames.

I have no problem in adding ticks, seconds and different minutes. The print-out constantly updates the different BarsInProgress (0,1,2,3...) once a new tick is painted.

However, When i add PeriodType.Day, the BarsInProgress nevers recongnize it. Any ideas or suggestions.

Regards,

[NinjaTrader_Bertrand]

binwang2, which datafeed / connection are you testing this with? Is it supporting daily data? http://www.ninjatrader-support.com/H...ricalData.html

As a workaround a 1440 min bars object would do it...

[binwang2]

It is Interactive Brokers. The data is FOREX.

[NinjaTrader_JoshP]

binwang2,

By default you need at least 20 bars on ALL BarsInProgress before any BarsInProgress will trigger. That means you need a minimum of 20 days before anything will start.

[binwang2]

Thanks for the note.

My default setup under options tab for daily is 365 daily bars. So I assume when i do Add(PeriodType.Day,1), there should be enough daily bars for daily BrasInProgrss to be triggered. Or do i need explictly to specify (if CurrentBras >=20)?

By the way, the primary data series is at tick level. Not sure that will make any difference.

[NinjaTrader_JoshP]

Those options are irrelevant. The default number of bars required before a strategy starts is defined in the strategy selection dialogue as "Min. bars required". Default is 20.

[binwang2]

Thanks. I can get min required bars when I start a chart first and then load strategy directly to the chart.

However, when starting a strategy directly from strategy tab under Control Center, if strategy does not automatically load min bars for primary data series, then I don't know how to meet the min bar requirement. Letting a strategy running at least min bars' length is intuitively combersome.

Any suggestions are welcome.

Regards,

[NinjaTrader_JoshP]

Not sure I follow. When you load a strategy from the Control Center you also have the min bars property you can change.

[binwang2]

Sorry for the confusion.

Put it in another way. When starting from control center, will a strategy automatically load the min. bars for primary data series?

What i am thinking is: Putting a number like 20 in strategy dialogue for min. bar required is one thing. Whether the stategy makes min. bars available for computation is another.

[NinjaTrader_JoshP]

When you run a strategy from the Control Center it loads the amount of data specified in the default lookback for the time interval you chose in the Tools->Options menu.