strategy execution not loading # bars specified

[zabar]

I have a multi-symbol, single time frame, strategy. I have set 'days to load' to 100. I am running from the strategies tab in the control center.

In my Initialize() function I Add() about 100 symbols with the same bar type/interval as the primary series.

In OnBarUpdate() I log every bar as the bar close event is triggered.

For some reason, the first bar seen by my strategy is on 5/18. The first bar will not be any earlier no matter what value I set for 'days to load'.

I have checked several of the symbols I am loading. Also, I performed a full reload of them from my IQ feed earlier today as well. The symbols I checked all had data for the timeframe and interval in question.

What could be the cause of NT not triggering events for these bars that I have data for?

Thanks!

[zabar]

I just thought of something.

FB is in my list of symbols that I am adding. Its first day was 5/18.

Is it really possible that NT is trimming all the other symbols to the one with the shortest timeframe available?? That seems like a bad approach.

[Radical]

Does the problem go away if you remove FB from the strategy?

[NinjaTrader_Bertrand]

Yes, FB is likely the issue here - as it would not have traded before - a MultiSeries script will be started getting OnBarUpdate() calls when the BarsRequired is satisfied for all involved series only.

Offering more flexibility here is on our feedback list for our next major NT update.

[zabar]

Yes, so the bug is confirmed.

[NinjaTrader_Bertrand]

Hi zabar, this is not confirmed as a bug in our tracking as it's how the framework is operating at this point - we have this running as enhancement suggestion though to offer more flexibility.

[zabar]

I can see how either behavior could be desirable. I would suggest a new input parameter to strategies. For instance, 'truncateTimeFrameToShortest' = T/F.

At a minimum this should be clearly documented. If I hadn't thought of FB, I would have been hunting around for a couple more hours at least.

[NinjaTrader_Bertrand]

Thanks zabar, will suggest to amend our helpguide on this item and have added your vote in as well for this enhancement request.

Have a good weekend,