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2nd Timeframe w/ limited lookback

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    2nd Timeframe w/ limited lookback

    Hi there,

    I am developing a strategy which primary timeframe is 1min bars.

    I would like to add a 2nd timeframe (namely, 1sec bars) but I don't need and don't want to keep in memory more than the last 256 bars of that 2nd TF. Is it possible to do that ?

    Thanks
    Dominique

    #2
    Hello dom993,
    Unfortunately you cannot do it using the Add method.

    As an alternative you can build your own bar using unsupported codes. Please refer to this thread for more ideas.
    JoydeepNinjaTrader Customer Service

    Comment


      #3
      Hi Joydeep,

      Thanks for the link - much appreciated. I will have to wait for next week to test if that works for a live strategy.

      Cheers
      Dominique

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