Strategy start-up initialization

[tradetree]

Where is there information on the startup of a strategy in terms of how much data is used and how it is used prior to the first OnBarUpdate? I need this in particular for the ATR. The ATR is the EMA of True Ranges. But at first it is the SMA over the initial period, then it continues as the EMA from there. I am effectively having to reverse engineer the way NT handles the startup of the ATR, even though the ATR formula is public.

[NinjaTrader_Matthew]

Hello,

There is a page in our Help Guide on the BarsRequired for a strategy:

http://www.ninjatrader.com/support/helpGuides/nt7/barsrequired2.htm

The strategy will wait until BarsRequired have been met (20 by default, user definable) are added before it will call OnBarUpdate.

The is NOT the same as the BarsRequired for indicator, which will process data starting on Bar 0. It just simply waits until the BarsRequired have been met before it plots an indicator:

http://www.ninjatrader.com/support/helpGuides/nt7/barsrequired.htm

You will often find your indicator is in an unstable period between the bar 0 and the BarsRequired in an indicator. The value of the indicator will be available, but will not actually plot it until the bars required have been met to ensure we're working with stable values before it plots.

[tradetree]

I set BarsRequired = 100, and I still get the first CurrentBar = 20. It looks like it is ignoring my setting.

[NinjaTrader_Matthew]

Hi,

If you're referring to the strategy, note that there is both the option to set the BarsRequired from the UI when starting the strategy, and from the Initialize method.

The UI settings will override the Initialize.

The following is taken in the strategy base and works to my expectations

		protected override void Initialize()
		{
			BarsRequired = 100;
		}

		protected override void OnBarUpdate()
		{
			
			Print("BarsRequired: " + BarsRequired);
			Print("CurrentBar: " + CurrentBar);	
		
		}

//first output
CurrentBar: 100
BarsRequired: 100

If you're getting a different CurrentBar and BarsRequired, there there would be something else setting the BarsRequired than what you Initalized.

[tradetree]

It was the one in the UI that was set to 20. I changed it to 100 and it worked!

Thanks.