backtesting strategy with multiple bars does not run

[j0dan]

I'm using IQFeed for historical data and am creating a strategy using multiple time frames.

If I add ANY period other than the default bar, the script never runs.

For example, I run the script below with data type set to Tick. It never runs. Remove the add or change it to PeriodType.Tick and it works.

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

protected override void OnBarUpdate()
{
  Print("hello world");
}

[NinjaTrader_Dierk]

We'll follow up shortly.

[NinjaTrader_JoshP]

Hi j0dan,

By default, strategies require a minimum of 20 bars. When you add a daily bar series to your strategy that bar series requires 20 days of data before your strategy will run.

When you open a chart the default is usually 15 days. This is not enough to suffice the 20 days. You will need to bump the "Days Back" value to something higher than 20. Please bear in mind that simply using 20 is not enough here since weekends do not count towards the required days in your bar series. A safe number would be something like 40.

[j0dan]

By default, strategies require a minimum of 20 bars. When you add a daily bar series to your strategy that bar series requires 20 days of data before your strategy will run.

Another strange problem solved. Thank-you!