Impossible to backtest when using daily pivots?

[shazzmoe]

I'm working on a strategy that uses the pivots indicator. I came across the following in the help section for the indicator

Tips

1. When using HLCCalculationMode.DailyBars it can be expected that a value of 0 is returned when the daily bars have not been loaded yet. Due to the asynchronous nature of this indicator calling daily bars you should only access the pivot values when the indicator has loaded all required Bars objects. To ensure you are accessing accurate values you can use .ContainsValue() as a check:

This seems to work just fine when running the system in real time. However there is no way for me to backtest on historical data since I cannot find a way to force these daily bars to be loaded.

I just want to make sure I'm not missing something before I write my own pivot indicator

[NinjaTrader_AdamP]

shazzmoe,

You could try to use a multi-series indicator here, i.e. add the daily bars as a secondary time frame to your strategy.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?multi_time_frame__instruments.htm

There is a sample that comes with NinjaTrader in Tools > Edit NinjaScript > Indicator > SampleMultiTimeframe.

I am not exactly sure that will work with Pivots here but I have had success when I needed tick data for various calculations and was running on minute-based charts.

[shazzmoe]

Unfortunately I've already tried this and it doesn't make a difference. I appreciate the quick response. It's probably best I design a custom indicator for my task anyways.

[NinjaTrader_AdamP]

shazzmoe,

I had a feeling that may happen as I don't think the indicator inherits all the series. The indicator itself may need to have this series added so making a custom indicator is probably your best bet here.