Ignoring historical data doesnt work on multiinsturment strategy

[Dukecz]

Hello, I have a problem with skipping historical data in my strategy.

In initialize function i have:

Add(PeriodType.Day, 1); // BarsArray[1]
//Add(PeriodType.Week, 1); // BarsArray[2]
//Add(PeriodType.Month, 1); // BarsArray[3]

and in onBarUpdate()

if(Historical) {
return;
}

If the week and month timeframe adds are commented out, historical data are filtered out as expected. But when I uncomment them (not even using their data), then historical data are being processed causing my strategy to act on old data.

Tested with Days to Load: 70 and min bars required 20

Am I missing anything? Thanks.

[NinjaTrader_Bertrand]

Hi Dukecz, which primary series are you using here?

The min bars required would need to be fulfilled for all series - so 20 bars data for monthly as well, which your DaysToLoad (based on calendar days) would not be able to provide - you would need to increase it here significantly.

[Dukecz]

Hi Dukecz, which primary series are you using here?

The min bars required would need to be fulfilled for all series - so 20 bars data for monthly as well, which your DaysToLoad (based on calendar days) would not be able to provide - you would need to increase it here significantly.

Thanks, that fixed the problem. I have been using 1 and 5 min as primary data series.