Strategy.Historical Bug? Using multiple Dataseries

[upshon]

Hi
I think I have found a bug with the Historical Property in Strategy.

If you have a single DataSeries in Strategy it works fine however if you have multiple it then does not seem to work.

Please see the attached Strategy, I have been running it on Currencies with Initial Period set to 1 Minute.

One would expect That every 1 and 5 minutes that the strategy would log a message only from the time the strategy was started, however it loggs a message for every bar loaded.
Thanks

Mike

[NinjaTrader_Bertrand]

Mike, I was unable to reproduce here - you just see a ton of logs / prints as both series produce them for each tick received (COBC false) - is the timestamp you see really before the current bars's one when loading it up?

[upshon]

Sorry, its late at night I sent you the wrong version.

If you can change CalculateOnBarClose = true;

You get the same result.

Cheers

Mike

[NinjaTrader_Bertrand]

Thanks Mike, can't reproduce here still - are you sure you satisfy BarsRequired for all series in the strategy?

[ejzj1]

Hi,
I also have a problem with the Historical flag in my Strategy. I always get the value true, I refer Real Time Data. I call on my strategy functions in a DLL. Currently it is 21:51. a test print but shows me the following:. Historical: 21.06.2011 21:51:00 / True.

In the sample strategy 'SampleBreakoutStrategy' Historical flag works fine.

What could be wrong?

Thanks and regards,
Eddy

[NinjaTrader_Bertrand]

Hi Eddy, since the sample works fine I guess the issue must be in your custom code / setup used - could you please clarify how you would work with the historical property here?

[ejzj1]

Hi Bertrand,

my strategy-code is very simple. I start a Windows form (which is inside a DLL) in the OnStartup-Method . Each event with OnBarUpdate then I send to the form. The Historical flag is always true.

        protected override void OnStartUp()
        {
            startMTIWorkbench();
        }

        protected override void OnBarUpdate()
        {
            Print("Historical: " + Time[0] + " / " + Historical);
            if (!sendTicks)
                return;

            StockPoint pt = new StockPoint(Time[0], Open[0], High[0], Low[0], Close[0], 0);
            workbench.addBar (pt, Historical, ignoreTicklist);
        }

If i use the code in an indicator, it works fine.

Edit
If I comment out 'workbench.addBar (pt, Historical, ignoreTicklist);', Historical works fine.

[NinjaTrader_Bertrand]

Please try the same in a regular NinjaScript strategy and ensure BarsRequired is fulfilled for all series used / added in the script - would you see the same issue then?

[ejzj1]

If I set BarsRequired to 0 or 1 or 20, the result is the same. Historical = true.
It must lie in the DLL call. Because if I comment out the DLL call, the ninja script code work fine.

The script uses only 1 dataseries (FDAX 09-11).

[NinjaTrader_Bertrand]

I saw your edit Eddy, I would unfortunately not have an idea why this DLL call would impact Historical. Calling DLL's from NinjaScript is possible, but we can't really support that scope here.