Receiving incorrect data from secondary bars array

[fLife]

Hello,

I am getting incorrect ATR data which results in wrong strategy behavior.

I am using following code to add daily instrument while my strategy runs on 1 min:

protected override void Initialize() {
Add(PeriodType.Day, 1);
}

and for example on YM 09-14 I get

protected override void OnBarUpdate() {
Print(Instrument.FullName + " " + Time[0].ToString() + " DAILY MAX: " + CurrentDayOHL().CurrentHigh[0] + " ATR: " + ATR(BarsArray[1],5)[0] + " ORDERSIZE: " + actualOrderAmount);
}

YM 09-14 9.7.2014 16:36:00 DAILY MAX: 16894 ATR: 12 ORDERSIZE: 5

but If I look at the graph on daily I see that ATR(YM 09-14(Daily),5) is 91,51

Any idea where the problem might be?

Thanks.

[NinjaTrader_PatrickH]

Hello fLife,

Thank you for your post.

This could be due to not having enough bars loaded before accessing the data. Meaning the calculations to build the ATR(5) over the daily bars, do not have enough data in the NinjaScript file. Yet on your daily chart, there are more than likely 365 days being loaded, so there is enough data to build the accurate value.

Yet the ATR is only calling a 5 period, so this would only be 5 bars needed to plot the first value. Please add a check for the CurrnetBars[0] and CurrentBars[1] against 5, for example:

if(CurrentBars[0] <= 5 || CurrentBars[1] <= 5)
return;

You can find more information at the following link: http://www.ninjatrader.com/support/f...ead.php?t=3170

[fLife]

Thanks. Is there any way to load additional historical data? Because I cannot wait few days with running strategy to get them.

[NinjaTrader_PatrickH]

Hello fLife,

Thank you for your response.

Please right click in the chart --> select Data Series --> set the DaysToLoad parameter to the desired number of days --> OK.

For information on working with price data please visit the following link: http://www.ninjatrader.com/support/h...price_data.htm

Please let me know if I may be of further assistance.

[fLife]

Thanks for your quick reply. I have set daysToLoad for both chart and strategy to 10 days but it didnt help.

CurrentBars[0].ToString() returns high number as expected but
CurrentBars[1].ToString() returns 0.

[fLife]

Problem fixed by http://www.ninjatrader.com/support/f...ad.php?t=67384