Daily Data Series not getting run in OnBarUpdate while backtesting

[plwieseler]

Hello, I am trying to run a strategy that runs a one minute data series and a one day data series. I have the Calculate property set to OnBarClose. The one minute data series gets run in OnBarUpdate normally, but the one day data series never gets run in OnBarUpdate(I am back testing multiple days).

Currently the one minute data series is the primary data series. I have tried making the one day data series the primary data series and the one minute the secondary data series. I got the same result.

I also ensured that the historical data downloaded was both minute and day, and I ensured that the data type was 'last'.

Here is my OnStateChanged method:

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "T2V1S1V1FU";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 4;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
}
else if (State == State.Configure)
{
BarsRequiredToTrade = 0;
//AddChartIndicator(RSI(RSIPeriod, RSISmooth));
AddDataSeries("MGC 04-22", BarsPeriodType.Day, 1, MarketDataType.Last);
}
else if (State == State.DataLoaded)
{

}
}

Any help would be appreciated!

Thanks,

-Parker

[NinjaTrader_Jesse]

Hello plwieseler,

From the given code I don't see what may be the problem. Have you tried adding a Print to OnBarUpdate like the following:

Print(Time[0] + " BarsInProgress: " + BarsInProgress);

Alternatively are you able to run a script on a daily series for this instrument?

[plwieseler]

Thank you for the response! After looking through the output window I realized I made a stupid mistake...I had created a trading hours filter at the top of OnBarUpdate, and I was running the logic for the daily data series after that filter, so it never got hit because the daily bar closed at the start of the day.

Thanks,

-Parker