Backtesting With a Secondary Series

[koganam]

But a 1 minute bar is not time synchronized to a weekly or daily bar type?

I would expect that it would be. Those are time-delimited bar types, which always close and open on a minute marker.

[aventeren]

I would expect that it would be. Those are time-delimited bar types, which always close and open on a minute marker.

I now understand that the secondary series isn't called until the end of the primary bar, so the earliest the secondary series bar would be called would be at the open of the next bar--so that's my programming problem I will need to work through.

I thought this was going to be easy, but given that I cannot get a historical backtest to fill on a signal bar, I will need to figure out a different solution.

@Chelsea, did I miss anything or do you have anything you can add that might be helpful?

[aventeren]

Bump for Chelsea's input...

[NinjaTrader_ChelseaB]

Hi aventeren,

Is this thread below the same issue or a completely different issue?

http://www.ninjatrader.com/support/f...ad.php?t=53428

It sound similar in that you are trying to find the swing in a backtest as the swing occurs with intra-bar granularity.

[aventeren]

Hi aventeren,

Is this thread below the same issue or a completely different issue?

http://www.ninjatrader.com/support/f...ad.php?t=53428

It sound similar in that you are trying to find the swing in a backtest as the swing occurs with intra-bar granularity.

It's the same issue. I was attempting to see if the NT Forum member(s) in that thread could shed any light.