Multiple time frames - how many bars back

[tickling]

Hello

I have this strategy that I am testing in market replay. When only the primary data series is loaded (no Add() calls in the Initialize() function), and I reload ninjascript, it load several bars as historic data on the chart, shows the strategy's orders on those bars (and in strategy performance) and stands ready to start the replay.

When I Add() another data series in the Initialize() function, it seems to change the number of bars loaded as historic without any code or system changes. What sets the number of bars loaded on secondary series and why does it affect the number of bars loaded for the primary series ?

Thanks

[NinjaTrader_Bertrand]

tickling, this would primarily be set by the range set for the primary series - what loading option do you use? Bars, Days or a Custom Range?

Keep also in mind OnBarUpdate() would only be called then when all series have passed their BarsRequired.

[tickling]

Hello Bertrand,

Thanks for answering.

Dou you mean that OnBarUpdate() FOR EACH series is only called after ALL series have loaded enough bars ?

What sets the range for the primary series ? Is it the default for the bar type on a chart ?

The line I add is

Add(PeriodType.Tick, 225)

The primary series is a 10 range. What might cause the difference ? No code references the secondary series, just this line.

Thanks

[NinjaTrader_Bertrand]

You would set the range as you create your chart in replay or as you setup the strategy in the tab.

Correct, a MultiSeries strategy will start processing if the BarsRequired is fullfilled for all series it needs, so if this is set to 20, 20 bars need to be seen for both your series in the script.