"Panic" error: Backtest with multiple dataseries

[Derjan]

Hi,

when trying to start a backtest exectued on 5 minute bars (selected in Backtest properties editor) with one additional dataseries (1 week) and order fill reso = high (1 minute) NT gives an error:

(hopefully correctly translated from german)

"Panic: Choice of resolution for order execution is only available for stratgies with one data series. For stratgies with multiple data series please implemnt directly into the strategy, on which data series oder executions should be simulated."


In if(State.Configure) I put AddDataSeries(BarsPeriodType.Week, 1);
In OnBarUpdate I put EnterShort(0, quantity, @"ShortEntry");

What is missing ?

[NinjaTrader_Kate]

Hello Derjan,

Thank you for your reply.

High Order Fill Resolution is intended for use with single data series scripts only and will not function with a multi-series script. Basically, it's for use by people who didn't necessarily code the strategy themselves but need it to run at a more granular resolution.

If it's a multi series script and you wish to calculate or enter based on that shorter 1 minute time frame, you would need to add a 1 minute data series directly to your script, and then submit your orders when that series is processing in OnBarUpdate.

Here's an example that shows how you can enter on one time frame and exit on another: https://ninjatrader.com/support/help..._frame_and.htm

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