Convert Multi-TF Strategy using Tick Replay To test with SA Historical Bid/Ask ?

[rayko]

Hello Support

I've developed a Multi-timeframe strategy using Tick Replay. Works great.

It only references 1 instrument at a time, but with multi-timeframes and uses these dataseries.
AddDataSeries(Data.BarsPeriodType.Minute, 1);
AddDataSeries(Data.BarsPeriodType.Minute, 3);
AddDataSeries(Data.BarsPeriodType.Minute, 5);

It calculates On.PriceChange and uses GetCurrentBid() & GetCurrentAsk().

I need to test this strategy using Historical Bid/Ask using Strategy Analyzer with Optimization.

I've been reading thru help I can't find "steps or howto's".

Is there a Sample that I can look at in HELP ?

For example, How can I add a dataseries's for Historical Bid & Ask for the "primary" instrument ?

https://ninjatrader.com/support/help..._ask_serie.htm
// Add an AAPL data series using the Ask series
AddDataSeries("AAPL", BarsPeriodType.Minute, 30, MarketDataType.Ask);

ONLY works to add MarketDataType.Ask of another instrument and not the primary.

Please help.

Thanks in advance.

[NinjaTrader_ChrisL]

Hello rayko, thanks for writing in.

Depending on the data feed you are using, some data providers do not give historical minute bid/ask data. e.g. Kinetick will not let you load a minute based ask or bid series but NinjaTrader Continuum does. You can check if your data feed supports this from this page:

https://ninjatrader.com/support/help...y_provider.htm

You can do this to add a data series of the same type as the primary series:

AddDataSeries(Instrument.FullName, Bars.BarsPeriod.BarsPeriodType, Bars.BarsPeriod.Value, MarketDataType.Ask);
AddDataSeries(Instrument.FullName, Bars.BarsPeriod.BarsPeriodType, Bars.BarsPeriod.Value, MarketDataType.Bid);

Please let me know if I can assist any further.