Chart Data

[bigsurftrader]

Hi NT -

Is there a way in NinjaScript to read only historical data? Or a way to populate the data series with historical data vs. real-time (live) data?

For example, the way bar data is populated in Strategy Analyzer, is there a way to do this on a Chart or within Ninjascript?

[NinjaTrader_PaulH]

Hello bigsurftrader,

Thanks for your post.

You can check the State in the OnBarUpdate(). For example

if (State == State.Historical)
{
// code here only executed when looking at historical bars
}

Reference: https://ninjatrader.com/support/help...-us/?state.htm

[bigsurftrader]

Excellent!! Thank you ;-)

[bigsurftrader]

So, if working with multiple data series, I'm assuming the following would work OnBarsUpdate


if (State == State.Historical && BarsInProgress == 0)
{
// do something
}

if (State == State.Historical && BarsInProgress == 1)
{
// do something
}

[NinjaTrader_PaulH]

Hello bigsurftrader,

Yes, although the correct syntax is:

if (State == State.Historical && BarsInProgress == 0)
{
// do something
}

if (State == State.Historical && BarsInProgress == 1)
{
// do something
}

Edit: Missed the correction BST.

[bigsurftrader]

Paul -- if using a 3M chart, any idea when "historical" data gets processed?

[NinjaTrader_PaulH]

Hello bigsurftrader,

Thanks for your post.

Historical data would be processed when the chart data is first loaded and when for example an indicator (any ninjascript) is added (it will process on the historical bars in order).

I may not have answered the question you were asking so here is a helpguide link to the OnStateChange() that provides definition of the states: https://ninjatrader.com/support/help...tatechange.htm

[bigsurftrader]

Hi Paul,

Here's a code snippet.

protected override void OnBarUpdate()
{
if (BarsInProgress == 0){
Print("1 Minute");
}

if (BarsInProgress == 1){

if (State == State.Historical){

Print("3 Minutes Historical");
Print("Time: " + TimeHelp.formatDate(Time[0]));

}else{

Print("3 Minutes");
Print("Time: " + TimeHelp.formatDate(Time[0]));
}
}


}

I see that when BarsInProgress == 1, the "historical" condition only gets met.

Ideally, I'd want ONLY BarsInProgress == 1 to read historical data. I'd want to model as close to Strategy Analyzer. It appears that SA uses "settled" or historical data that maybe more stable vs. what I see on "live" and "replay".

[NinjaTrader_PaulH]

Hello bigsurftrader,

Thanks for your post.

I'm not entirely sure what you are trying to accomplish. The code you posted would print "1 minute" on every 1 minute bar both historical and live and 3 minute Historical when historical data or 3 minutes when live.

If you only want to process on the 3 minute bars historically then:

if (State == State.Historical)
{
if (BarsInProgress != 1) return; // Do not process unless BarInProgress = 1 && historical
// process the 3 minute data only here
}

[bigsurftrader]

Thanks Paul, i'll test this out ;-)