Maximum Bars Lookback problem

[StevenV]

I have a strategy that uses an indicator that has a lookback value of 500. As a result it does not work. If I change it to a value of 256 or less it works. I have tried to set the strategy general tab Maximum Bars Lookback to 'infinite' but it still does not work. Has anybody else come across this problem and if so how did you fix it.

Thanks, Steven

[NinjaTrader_RyanM1]

Hi Steve,

There is not a general issue with 500 bar lookbacks in a strategy. I checked the provided SampleMACrossOver strategy with a lookback of 500 and have no problem generating orders in the backtest.

As we discussed by email you will need to simplify and debug your strategy. This requires using Print() statements to confirm values and track your code flow, as well as TraceOrders output to monitor for messages related to order submission. The following link can help you use these tools in order to track what your strategy is doing.

http://www.ninjatrader.com/support/forum/showthread.php?t=3418