Strategy: Missing Bars?

[nohedge]

protected override void Initialize()
{
CalculateOnBarClose = true;
ExitOnClose = false;
BarsRequired = 0;
Add(PeriodType.Day,1); //Add 1 day bar

}
protected override void OnBarUpdate()
{
if(BarsInProgress == 0) //Primary bar
Print("1minbar "+CurrentBar.ToString());
if(BarsInProgress == 1) //The added 1day bar
Print("1daybar "+CurrentBar.ToString());
}


Output:
1daybar 1
1minbar 1146
1minbar 1147
1minbar 1148
1minbar 1149
1minbar 1150
...

Why doesn't the 1min bar start at 1 ? instead of 1146. That means if I want to buy/sell on the min bar I need to wait for bar 1146. How is that acceptable ??

If I remove the add() statement I get
1minbar 1
1minbar 2
1minbar 3
1minbar 4
1minbar 5
...

As expected

[NinjaTrader_Austin]

nohedge, I ran you test as well to see what is happening here. It appears as if the first day's data is not being run through the analyzer. I will have someone else get back to you on Monday with more clarification on this.

The test I ran used 15 minute bars instead of one minute bars (test starting 10/17) to reduce the amount of data generated:

10/18/2011 12:00:00 AM BIP: 0 CurrentBar: 125
10/18/2011 12:15:00 AM BIP: 0 CurrentBar: 126
10/18/2011 12:30:00 AM BIP: 0 CurrentBar: 127
-snip-
10/18/2011 11:30:00 PM BIP: 0 CurrentBar: 216
10/18/2011 11:45:00 PM BIP: 0 CurrentBar: 217
10/19/2011 12:00:00 AM BIP: 0 CurrentBar: 218
10/19/2011 12:00:00 AM BIP: 1 CurrentBar: 1
10/19/2011 12:15:00 AM BIP: 0 CurrentBar: 219

[nohedge]

missing bars

Thanks. That would be great. Its currently blocking my evaluation process.

Hopefully its my poor coding thats doing this!

[NinjaTrader_Bertrand]

nohedge, thanks for the patience - that would be expected if you add daily data to your script, even if you work on BarsRequired = 0.

[nohedge]

That would be expected ?..really? would that mean I have to wait days before my 1min strategy buys something?

Can you tell me how this is documented ?


What I want to do is find out the ATR(14day) at minute bar 0.

//primary bar is 1 min of CROX
protected override void Initialize()
{
CalculateOnBarClose = true;
ExitOnClose = false;
BarsRequired = 0;
Add(PeriodType.Day,1);

}

protected override void OnBarUpdate()
{

if(BarsInProgress == 0)
Print("1minbar "+CurrentBar.ToString());
if(BarsInProgress == 1)
Print("1daybar "+CurrentBar.ToString());

}

1daybar 1
1minbar 1180
1minbar 1181
1minbar 1182
1minbar 1183
...

[NinjaTrader_Bertrand]

nohedge, I'm not sure what you mean by 'days', but it would take one daily bar update for the OnBarUpdate() calls to come here in this config. I will a suggestion to add this to our docs, thanks for pointing that out.