Multi time frame Series Output

[Lesclafit]

Hello, we have a strategy that operates in 1 min which needs the daily ATR of 20 periods, the question we have is when we try it in Market Replay, if we have to download at least 20 days before to calculate the daily ATR( of the second series of prices), or how we should do it. Thank you

else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Day, 1);

}

[NinjaTrader_ChrisL]

Hi Lesclafit, thanks for posting. If you are running the Simulation license key then you will need to connect to a real data source and pull up a daily chart of the instrument to get the historical data. You can connect to Kinetick EOD to get Daily data. If you are running a lease or lifetime license key it should use the NinjaTrader historical data server to back fill the needed data.

Kind regards,
-ChrisL