Help with a Strategy

[sjmuk1]

Hi, Sorry for the generic title but I just need someone to help me understand why the attached strategy I have written requires 21 days of data loaded when I expect it to require 14. I have three timeframes in the script, 1 Minute, 5 Minute and Daily. The Daily is used to calculate the ATR 14 period and hence I would expect to need 14 days of data loaded but the script won't work with less than 21 days of data. Can you please take a look at the attached .cs file and advise?

[NinjaTrader_ChrisL]

Hello, thanks for writing in. This is coming from the weekends being ignored. E.g. if you load 15 days of 1 minute data until today, you will get 12 bars because the weekends are ignored. You can test it out with this code:

if(BarsInProgress == 0)
            {
                if(Bars.IsFirstBarOfSession)
                {
                    Print("Minute Series " + CurrentBars[0] + " " + Times[0][0]);
                }
            }
            if(BarsInProgress == 1)
            {
                Print("Daily Series " + CurrentBars[1] + " " + Times[1][0]);
                Print(" ");
                if(CurrentBars[1] < 14)
                return;
                Print("CurrentBar " + CurrentBars[1]);
                Print("Daily ATR Value " + ATR(BarsArray[1], 14)[0]);

            }​