I have a strategy that I wanted to run on daily bars, but I never seem to get any bars returned.
To eliminate chance that I introduced a bug, all of the following is based on running the SampleMACrossOver strategy in the strategy analyzer.
I have tried running it with a TD Ameritrade connection live. When requesting 1 min or 390 min bars from Strategy Analyzer, I get results. When I make the same request, except for 1 day bars, I hit a breakpoint in Initialize(), but not in OnBarUpdate() (and in my custom strategy it also does not hit a breakpoint in OnStartUp()).
I thought that Kinetick, Yahoo, and Google provided data as 1 day bars, so I tried each of them. I could not hit the breakpoint in OnBarUpdate() with any of them with 1 min, 390 min, or 1 day bars.
The symbols I used were IBM and AAPL and the date ranges 10-1-11 to 10-24-11.
When I ran with data that I had stored historically on my machine (by running a strategy with 1 min bars), the strategy ran correctly with 1 min bars and appeared to be correct with 390 min bars, but did not hit OnBarUpdate() with 1 day bars.
Is it safe to assume that 390 min bars will begin and end with each trading day? This sounds risky.
Am I making an incorrect assumption about how NinjaTrader and/or the data providers are supposed to work?
Thanks
To eliminate chance that I introduced a bug, all of the following is based on running the SampleMACrossOver strategy in the strategy analyzer.
I have tried running it with a TD Ameritrade connection live. When requesting 1 min or 390 min bars from Strategy Analyzer, I get results. When I make the same request, except for 1 day bars, I hit a breakpoint in Initialize(), but not in OnBarUpdate() (and in my custom strategy it also does not hit a breakpoint in OnStartUp()).
I thought that Kinetick, Yahoo, and Google provided data as 1 day bars, so I tried each of them. I could not hit the breakpoint in OnBarUpdate() with any of them with 1 min, 390 min, or 1 day bars.
The symbols I used were IBM and AAPL and the date ranges 10-1-11 to 10-24-11.
When I ran with data that I had stored historically on my machine (by running a strategy with 1 min bars), the strategy ran correctly with 1 min bars and appeared to be correct with 390 min bars, but did not hit OnBarUpdate() with 1 day bars.
Is it safe to assume that 390 min bars will begin and end with each trading day? This sounds risky.
Am I making an incorrect assumption about how NinjaTrader and/or the data providers are supposed to work?
Thanks
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