Error Backtesting in strategy analyzer multi time series strategy

[RedDuke]

Hello,

I got an error (please see attached screen) about using milti data series strategy in Strategy Analyzer Backtest. I picked Historical fill option as High and 1 min as order fill. What exactly do I need to code, fill related, so that Strategy Analyzer would allow it? The reason why I want to use 1 min data for fills because I have it going 10 years back.

Thanks,
redduke

[NinjaTrader_Jesse]

Hello RedDuke,

You can find a sample of adding intrabar granularity for backtesting in the following link. The analyzer does something similar when you toggle this setting, however if you already have additional series in your script it cannot be used. You would instead just add the series yourself in code in that situation similar to the sample.

https://ninjatrader.com/support/helpGuides/nt8/en-us/backtesting_ninjascript_strate.htm

The key in the sample is the BarsInProgress overload for the entries:

EnterLong[B](1,[/B] 1, "Long: 1min");

I look forward to being of further assistance.

[RedDuke]

Hi Jesse,

Thanks for your answer. I am very much aware how to custom code backtest manually. My question is can I use multi data series strategy in Strategy Analyser Optimization with using High for Historical Data along with using option of 1 min for fills (please see attachment)?

Thanks,
redduke

[NinjaTrader_Jesse]

Hello RedDuke,

No as the error states you need to use a single series script to use that feature. You would need to use the suggestion the error mentions and manually code the series you wanted into your script to achieve that. If you wanted to use 1 minute for fills in a multi series script, you have to add 1 minute series and modify your logic to use that series for your orders.


I look forward to being of further assistance.

[RedDuke]

Thanks a lot for clarifying this.