Using historical data in live strategy

[alomaria]

I am writing a script to automate my strategy, in the script I need to refer to historical data ( 1 or 2 months back). when I started backtesting the strategy, I want to test for example for 2 days, the script doesn't load the historical data. so as soon as the script refers to historical data by bar index number it gives error and stops.

what I need to write so that the script can access the historical data?
any help please
thanks

[koganam]

I am writing a script to automate my strategy, in the script I need to refer to historical data ( 1 or 2 months back). when I started backtesting the strategy, I want to test for example for 2 days, the script doesn't load the historical data. so as soon as the script refers to historical data by bar index number it gives error and stops.

what I need to write so that the script can access the historical data?
any help please
thanks

You cannot refer to data that you have not loaded. That is a logic issue, not a NT issue. If you need to refer to data, load the data, and gate the processing by using a time filter to ensure that you only start processing from however many days that you want to process.

[alomaria]

Koganam, thanks for your answer, However, I have already the data loaded in NT database ( 4years data), I managed to do the backtesting using time filter in the script, but when I run the back test instead of putting 2 days period I put the start date as 2 months before the start date I want to test, so that the script read all the bars of 2 months to process and then process my 2 days test period. I am worry how I will handle this issue when I put the strategy live, I will not wait for 2 months in real time!! can you or any one help?? thanks

[koganam]

Koganam, thanks for your answer, However, I have already the data loaded in NT database ( 4years data), I managed to do the backtesting using time filter in the script, but when I run the back test instead of putting 2 days period I put the start date as 2 months before the start date I want to test, so that the script read all the bars of 2 months to process and then process my 2 days test period. I am worry how I will handle this issue when I put the strategy live, I will not wait for 2 months in real time!! can you or any one help?? thanks

I do not see why that is an issue. if you need to refer to data from 2 months ago, there is no alternative but to load that data. If your processing is gated to process only the previous 2 days, then you are at the last bar on the chart, so you will process only the last 2 days. What is the waiting for 2 months that you are talking about? When the strategy is live, it will read what data it needs and process that data however you say.

[NinjaTrader_Bertrand]

alomaria, welcome to our forums - what error message are you exactly getting please in the process?