I realize that there is a difference in trading live vs. backtesting for multi-timeframe strategies and I have read the NT docs. But I have a simple question(s) in this regard. Here is an example....
1) I open a 1 minute bar chart with 30 days of historical data and also it is running in realtime (Instrument 0). US Equities RTH
2) I build an IndicatorA that adds a 1 Day bar (Instrument 1)
3) IndicatorA also plots Closes[1][0], Closes[1][1] and PriorDayOHLC.PriorClose[0]
4) IndicatorA sets CalculateOnBarClose = true; I would like to use this so that my backtesting and live strategies behave similarly. I am not using ticks, only 1 Minute so using close data is fine.
Historical Plotting:
Closes[1][0] : Plots the Close from the session day before the current 1 minute bar
Closes[1][1]: Plots the Close from two session days before the current 1 minute bar
PriorDayOHLC.PriorClose[0]: Plots the synthetic Close from the session day before the current 1 minute bar
Realtime Plotting:
Closes[1][0] : Plots the Close from two session days before the current 1 minute bar. My guess is that this is because the current day has not closed yet and so it is behaving as though it is still living within the last complete session which makes the Last session Close 2 days ago.
Closes[1][1]: Plots the Close from three session days before the current 1 minute bar. Same reason as above
PriorDayOHLC.PriorClose[0]: Plots the synthetic Close from the session day before the current 1 minute bar
This is very important since I use day SMAs in my 1 Minute Bar strategies. For instance, I would like the 10 Day SMA to be calculated to include the prior session's day Close. But it appears from the above that if I am running in realtime that it will only include the Close starting from 2 days ago.
If my description of the plots above and SMA calcs is true (I built the simple indicator to do these plots and it is true), then how do I included yesterdays Close in a realtime SMA calc?
Secondarily, if I disable my strategies (e.g. for backup or housecleaning or NT/feed probs) with open positions and I want to restart them with historical data, I need them to come up in the same position state as when I disabled them. But according to the above that can never truly happen.
Help.....
Thanks
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