AddDataSeries with differing BarsToLoad

[ntbone]

I am curious what the performance overhead is when a data series is added multiple times to an indicator that has the same period and instrument, but a different barsToLoad. Consider the following.

var period = new BarsPeriod() { BarsPeriodType = BarsPeriodType.Minute, Value = 5 };

AddDataSeries(null, period, 100, null, null);
AddDataSeries(null, period, 200, null, null);

This will increase the BarsArray length. OnBarUpdate will get a update for each data series. The only difference between them is that one has more bars to load historically then the other. I am curious what the performance overhead is of doing so.

• Does the 5 minute data need to be generated twice, even though they overlap?
• Does it consume more memory now as well?

[NinjaTrader_Kate]

Hello ntbone,

Thank you for your post.

Per the Warnings section on our help guide page on AddDataSeries():

When adding multiple Data Series of the same instrument and the same Bar Type, the 'barsToLoad' property will only be effective on the first added series. Subsequent series with a different barsToLoad setting will not load a different number of bars than the first series.

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

You'd simply have two identical data series added.

Please let us know if we may be of further assistance to you.

[ntbone]

Thank you.