Daily Data 6E

[igalml]

Hi,
I'm using 2 time frames :

Add(PeriodType.Day,1);
Add(PeriodType.Minute,10);

in the OnBarUpdate i wrote :

if (BarsInProgress != 0)
return;

I'm using 2 indicator :
one with time frame of daily :

ATR(BarsArray[1],2);

second with time frame of minutes :

DonchainChannel(BarsArray[2],20)

My problem is, when i'm runing a backtest from the dates
8/1/2012 till 11/1/2012
I'm getting trades or just printing the values of the indicator from the 8/31/2012.
what happend to the begining of the month????

tnx,
Igal

[NinjaTrader_Bertrand]

Igal, which BarsRequired setting are you using here? 20 bars / days?

Thanks

[igalml]

U mean :
if (CurrentBar < 20)
return;

?

Igal

[NinjaTrader_Bertrand]

No, the BarsRequired setting you have directly in the UI - that's normally 20, so 20 bars would be skipped until OnBarUpdate() called then, that's likely what you see here.

http://www.ninjatrader.com/support/helpGuides/nt7/barsrequired2.htm

[igalml]

ok its the same thing that i wrote.
in the UI its 20

[NinjaTrader_Bertrand]

Ok, then I would expect that outcome. You can change to a lower value as well, if you script would not need that many bars for inits.

[igalml]

those bars are by minute or daily??
i mean if the Min. bars required is 3 so i wait till 3 days of data or 30 minute?

[NinjaTrader_Bertrand]

All your series would need to have it fullfilled before you see an OnBarUpdate() call. So if you have it at 3 > it would be 3 days in your setup.

[igalml]

Ok,
tnx

Igal