Past data are not marked as historical in multiinstrument strategy

[fLife]

I have an issue with historical data when I add another instrument to strategy using:

Add(PeriodType.Day, 1);

Following check for Historical data doesnt work in that case which causes my strategy to try enter market based on historical values.

        protected override void OnBarUpdate()
{
			if(Historical) {
				return;
			}
}

Thanks for any help.

[NinjaTrader_Bertrand]

fLife, how much historical data would you be loading up? Is the BarsRequired fulfilled for both series?

[fLife]

fLife, how much historical data would you be loading up? Is the BarsRequired fulfilled for both series?

I need to load 5 days on daily serie. Minute serie has no limitation.

In strategy properties I have set:
DaysToLoad: 10
Min. Bars. required 10

Minute (first data serie) is filled fine, second added one (daily) reports no BarsInProgress.

[NinjaTrader_Bertrand]

I would still increase the DaysToLoad further here and retest, as you would need to have 10 bars on the daily for it to trigger OnBarUpdate()'s, figuring weekends in, 10 is cutting it too short...

[fLife]

Thanks. 40 days to load fixed my issue.