I am not sure this is the right forum, but it seems the closest one. This question concerns running a strategy, either from a chart, from the NT Strategies tab, or the Strategy Analyzer, and how to specify the amount of data to load.
I have a multi-timeframe indicator that looks at a range of timeframes up to say 240min bars. Suppose I want to use that indicator within a strategy that runs on 1 second or 1 tick bars. In order for the indicator to get enough (say 200) of the 240min bars, it will need about 34 days of data. Does this mean my strategy has to work its way through 34 days worth of 1 second bars or 1 tick bars, just so it can run for an hour ?
On a chart, I can choose whether to load data by days or bars. If I choose days, then a 1 second chart gets a lot of bars. OTOH, if I choose bars, a multi-timeframe indicator gets the same number of bars for each timeframe (e.g. 400 240min bars and 400 1 second bars), but I am not sure that this does any harm, other than seeming odd. At least, it does not need 34 days of 1 second bars.
When starting a strategy from the Strategies tab, I cannot see an option for loading data by number of bars, only "Days to load".
The Strategy Analyser is different again (if I want to back-test on 1 second bars, then probably I have to accept that it will take a while).
Please advise how best to specify the quantity of data to load when a strategy runs on very fast bars, and uses an indicator that needs much longer bars.
I have a multi-timeframe indicator that looks at a range of timeframes up to say 240min bars. Suppose I want to use that indicator within a strategy that runs on 1 second or 1 tick bars. In order for the indicator to get enough (say 200) of the 240min bars, it will need about 34 days of data. Does this mean my strategy has to work its way through 34 days worth of 1 second bars or 1 tick bars, just so it can run for an hour ?
On a chart, I can choose whether to load data by days or bars. If I choose days, then a 1 second chart gets a lot of bars. OTOH, if I choose bars, a multi-timeframe indicator gets the same number of bars for each timeframe (e.g. 400 240min bars and 400 1 second bars), but I am not sure that this does any harm, other than seeming odd. At least, it does not need 34 days of 1 second bars.
When starting a strategy from the Strategies tab, I cannot see an option for loading data by number of bars, only "Days to load".
The Strategy Analyser is different again (if I want to back-test on 1 second bars, then probably I have to accept that it will take a while).
Please advise how best to specify the quantity of data to load when a strategy runs on very fast bars, and uses an indicator that needs much longer bars.
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