Adding index within a strategy

[adrian]

It auto downloads data based on settings in Tools->Options->Data->Lookback in case data is not in the DB yet.

Dierk,

Is this for strategies when you're running live, running backtests, or loading live charts?

[NinjaTrader_Dierk]

Live strategies on chart or strategy tab

[palinuro]

Ray,

That didn't work either.

It does work after I have opened individual charts for each instrument, forcing a download. (But judging by the time it takes, the Strategy Analyzer seems to be redownloading the data).

It also seems to work when there is already some data present for the instruments and it only needs a day or so to be updated.

Dierk,

the other thread is just about ensuring at least 20 days of data, which is not the problem I'm having.

[NinjaTrader_Dierk]

The issue is
>> OnBarUpdate never executes
... on a multi series strategy which is what all 3 threads are about.

Did you check your logs for strange error messages?

[NinjaTrader_Dierk]

Also: Try what Ray suggested with the NT sample strategy SampleMACrossOver. This must work.

[palinuro]

Did you check your logs for strange error messages?

Ah, there is something - an invalid instrument message for one of the equities. The exchange was configured only as "default."

Would this be the culprit? If so, why does the data download work fine when I open a chart for the instrument (and the strategy work after that)?

[NinjaTrader_Dierk]

- fur future: please always check the logs if you feel something is wrong
- please make sure you configure additional instruments equivalent to the instruments already defined in NT

[palinuro]

- will do.
- that instrument was imported as part of a list via Utilities. Since charts work with the "default" setting, there didn't seem any reason to worry about it in a Strategy, or to check the settings for each instrument individually.

Thanks for the help!

[NinjaTrader_Dierk]

For stocks imported by File->Utilies you'll have to select a non-default exchange -> any stock imported will have this selected exchange plus the default exchange which matches exactly the setup NT requires.