Data Initialization and MaximumBarsLookBack

[Serac]

I have a large amount of historical data, and I would like the access this data during a backtest (for a single instument).

Suppose I run a backtest in the Strategy Analyzer, with a starting time of 1 January 2012, and an ending time of 1 February 2012. I enter these dates into the Strategy Analyzer window.

On the first bar of the backtest (first bar of 1 January 2012), I want to look back at prices from the year 2011. I do it this way:

 
DateTime CurrentTime = Time[0]; 
DateTime TargetTime = CurrentTime.Subtract(new TimeSpan (LookbackDays,LookbackHours,0,0)); 
TargBar = Bars.GetBar(TargetTime); 
LookbackBars = CurrentBar - TargBar;

where CurrentTime is 1 January 2012, and I want to know Close[LookbackBars].

The problem is that NT yields LookbackBars = CurrentBar until the backtest has ran for a longer than my lookback window: NT is not loading more bars than it think it needs to.

How can I load more bars, and yet start the backtest on 1 January 2012?

Will MaximumBarsLookBack = Infinity work? Can I Add() more bars?

Thanks!

[koganam]

I have a large amount of historical data, and I would like the access this data during a backtest (for a single instument).

Suppose I run a backtest in the Strategy Analyzer, with a starting time of 1 January 2012, and an ending time of 1 February 2012. I enter these dates into the Strategy Analyzer window.

On the first bar of the backtest (first bar of 1 January 2012), I want to look back at prices from the year 2011. I do it this way:

 
DateTime CurrentTime = Time[0]; 
DateTime TargetTime = CurrentTime.Subtract(new TimeSpan (LookbackDays,LookbackHours,0,0)); 
TargBar = Bars.GetBar(TargetTime); 
LookbackBars = CurrentBar - TargBar;

where CurrentTime is 1 January 2012, and I want to know Close[LookbackBars].

The problem is that NT yields LookbackBars = CurrentBar until the backtest has ran for a longer than my lookback window: NT is not loading more bars than it think it needs to.

How can I load more bars, and yet start the backtest on 1 January 2012?

Will MaximumBarsLookBack = Infinity work? Can I Add() more bars?

Thanks!

NT does not expose a supported programmatic way to specify the number of days to load into any of its tools. If you want to start your data from a specific date, then you have to manually load the data when you start your analysis. IOW, you must specify your data start date using the config GUI.

[NinjaTrader_Matthew]

Hello,

Unfortunately you will not be able to add data from a specific period. It will only use a range of data in which you have specified for the backtest.

As a workaround, you can set the start/end date for the backtest within a range of data you need to use, and then program the strategy to not start until Jan 1 2012.

[Serac]

Thanks for your fast responses.

I was afraid this was the case.

MaximumBarsLookBack is of no help, then?

[NinjaTrader_Matthew]

Not currently - this just controls how many bars are used within the range that is loaded. Infinite starts at the first bar in the series.