Bars formed in the strategy analyzer

Kostiantyn

Junior Member

Join Date: Mar 2016

Posts: 29
#1

Bars formed in the strategy analyzer

02-23-2023, 02:45 AM

Hey guys. Question: when I run the strategy analyzer and set the chart to 1 minute or 60 seconds, is the bars formed from tick historical data or only OHCL? Connection is NinjaTrader Continuum. Where can I read about this in the manual? Is this a user configurable parameter?
Thank you.
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NinjaTrader_ChelseaB

NinjaTrader Customer Service

Join Date: Dec 2012

Posts: 25076
#2

02-23-2023, 08:10 AM

Hello Kostiantyn,

With TickReplay disabled, 1 minute or 60 minutes bars are made with historical minute data.
Day, Week, Month bars are made with historical Day data.
Renko, Range, Second, Line Break, etc are made with historical tick data.

Below are links to the help guide.

NinjaTrader 8

https://ninjatrader.com/support/helpGuides/nt8/index.html?how_bars_are_built.htm#UnderstandingTheUnderlyingBaseDataTypeRequiredForConstructingVariousChartBars

Operations > Charts > How Bars are Built

https://ninjatrader.com/support/helpGuides/nt8/how_bars_are_built.htm

Operations > Charts > Bar Types

https://ninjatrader.com/support/helpGuides/nt8/bar_types.htm

If you are wanting intra-bar actions and order fills, see the post below about intra-bar granularity and TickReplay.

IsFirstTickOfBar vs OnBarClose for backtest & live - NinjaTrader Support Forum

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/94098-isfirsttickofbar-vs-onbarclose-for-backtest-live?p=773377#post773377

Support for the development of custom automated trading strategies using NinjaScript.

Chelsea B.NinjaTrader Customer Service
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Bars formed in the strategy analyzer

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