grabbing data from outside the session

[scrubolio]

Hello,

I was wondering if there was a way to grab historical OHLCV data from OUTSIDE the time-bounds of the backtest.

for example:
backtest range: 11/16/09 - 11/20/09
but in the program, i want to be able to analyze the OHLCV data starting from 10/1/09.

is this possible?

Thanks in advance

[NinjaTrader_JoshP]

You will have to backtest back to 10/1/09. You can use date filters to prevent any trading prior to your backtest date to do the rest. This needs to be programmed into your strategy.

[scrubolio]

Thanks Josh, thats exactly what i was thinking but was wondering if there was a way around it.

[NinjaTrader_JoshP]

Unfortunately no way around it.

[scrubolio]

Is there a way to access the OHLCV from previous days/sessions? (besides storing the data into arrays, [which could take up a lot of resources?], i'd like to be able to access the minute volume from each candle)

using the same example:
--backtest range: 10/1/09 - 11/20/09
--don't start placing order until 11/16/09
--so when looping through the candles on dates later than 11/16, is it possible to access the OHLCV data from previous days such as (10/1)

Thanks in advance

[NinjaTrader_JoshP]

Use the [] indexing and go back to the bars you want to look at. You can use GetBar() to get the index.