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NinjaTrader
Refreshing historical data within ninjascript
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Refreshing historical data within ninjascript
Unfortunately I don't have access to GIG speed internet where I live. Instead I have 40 mbps and less than that if other devices are using it. I've written a strategy that makes it's decisions based on the previous bar. With historical testing it works quite well but when I go to real time data, the latency of the data feed corrupts the data. If I click "Reload all historical data", the data is fine. But I can't do that for every minute, which is the data series I'm accessing. What would be great is if I could have my strategy reload historical data each time I enter into a new bar. Even better would be a function that reloads for a specific time frame, but I doubt you have anything like that. So I figured if you do have a reload all historical data function, I could set my data series to maintain a small number of bars to reduce the overhead of reloading all that data. I get the impression when googling this issue that you don't provide that function. If this is true, can I see the code you use with the button click method? I'm a professional software engineer with over 40 years of experience and could write my own function and make it available to others if you like.Tags: None
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Try looking at ReloadAllHistoricalData.
Btw, why not use a VPS?
I mean, your situation is a perfect use case.
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Unfortunately your link to ReloadAllHistoricalData goes to a Page Not Found. But I found it searching the alphabetical listing. Thanks.
As for VPS, I admit that would be the best. I'm unaware of providers, especially those associated with FOREX data. I'll email forex.com to see if they do.
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This implies that you do not have functioning live data from your provider. The "reload" data comes from NinjaTrader's servers, while obviously your provider's data is not coming through. Check your exchange subscriptions, and check your Control Center Log tab for orange lines with error messages to do with your data subscriptions.
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Is there a way to see an accounting of what data is coming in? I don't see any error messages in the log. I presume from what appears on the charts that I am losing data because the bars change significantly when I reload. Especially different are the OHLC values of which I depend.
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That means that the historical data server's data is much better and more complete than the data coming in from forex.com. That's entirely believable, as I think the historical data server data comes from FXCM. If you want to upgrade, you also could consider getting Kinetick and adding forex data there (they have several options, a basic one and a more premium one). This would most likely be better data for your analysis, although it's always an issue when it comes to execution if your broker won't give you a fill except at the broker's bid/ask even though the data feed says there's a better price available. That's always a problem with non-centralized execution like spot forex.
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