Strategy Analyzer with Datafeed connected

[Jeremytang]

I was wondering if we could get some insight as too what is happening when a datafeed is connected during a strategy analysis.

We are making some assumptions about dataseries' maintaining their values throughout the life of the entire historical backtest that are causing all sorts of crazy behaviour.

When a new batch of data gets loaded from the feed during an analysis as far as we can tell it does this in batches. Am I correct in assuming that we cannot be guaranteed what order the batches of data are coming in on?

Also, we declare some DataSeries in our main indicator attached to our strategy. I have found that the indicator's CurrentBar property will be totally different from the strategy's.

None of this behaviour occurs when we disconnect the datafeed.

Can I get some insight as to what's happening differently when the datafeed is connected?
What assumptions can we not make about the DataSeries objects, the availability of data and previous values from the current bar?

Also sometimes we see the indicator's CurrentBar property set to -1 inside the OnBarUpdate. Under what circumstance does this occur?

[NinjaTrader_PatrickH]

Hello Jeremytang,

Thank you for your post.

When disconnected from the data feed provider the data is used from your database for the tests in the Strategy Analyzer. When connected to the data feed provider the historical data will be downloaded from the data feed provider based on the factors at the following link under 'When does NinjaTrader load historical data?': http://www.ninjatrader.com/support/h...rical_data.htm

The historical data is requested from the data feed provider, and it will request the earliest dates first then work forward. This data should be coming in sequentially.

For the CurrentBar items can you provide how you tested this? Was it simply printing the Time[0] and CurrentBar in the Indicator and Strategy? I would need to look into this further as they should both be on the same bar.

I look forward to your response.