Strategy testing with different timeframes

[dcheg]

Hello. I have a strategy which use minute and daily bars.

I call daily bars in this code strings:

protected override void Initialize()
{
Add(PeriodType.Day,1);
}


I tried to test it on historical data using DataSeries = Minute, but it does not work before I dowloaded both Minutes and Days Intervals in Historical Manager.

I don't understand why NT couldn't get daily bars from minute bars in this case?

What I have to do to (code instructions) to transform minute bars to daily bars in code?

Thanks in advance.

[NinjaTrader_RyanM1]

Hi dcheg,

You could use 1440 minute bars as a substitute for daily. Most all providers offering historical minute data should also offer historical daily data, but these are considered separate "base" data types. More information on data availability per connectivity provider is available here:

http://www.ninjatrader.com/support/helpGuides/nt7/historical_data.htm