Strategy doesn't work properly unless AddDataSeries() is added

[jaybedreamin]

Hey all,

I'm working on a 5 minute strategy, that started off as a 1 and 5 minute multi time-series strategy. Anyways, I'm noticing something strange when I remove or comment out the line

AddDataSeries(BarsPeriodType.Minute, 5);

The strategy now only takes about 60-70% of the trades it took when that line was left in. From my understanding, if the strategy is designed to run on a 5 minute chart, AddDataSeries() doesn't need to be called at all. It just needs to be set to a 5 minute data series on a chart or in the Strategy Analyzer.

Can a NinjaTrader expert take a look at my strategy code below, and do the following?

1) Uncomment AddDataSeries(BarsPeriodType.Minute, 5);
2) Change (starts on line 320)

if(BarsInProgress == 1 && CurrentBar >= 3){


if(IsSwingHigh())

listSwingHighs.Add(Draw.Line(this, string.Format("MSS{0}", CurrentBar), false, 2, High[1], -1, High[1], Brushes.Green, DashStyleHelper.Dash, 1));

else if(IsSwingLow())

listSwingLows.Add(Draw.Line(this, string.Format("MSS{0}", CurrentBar), false, 2, Low[1], -1, Low[1], Brushes.Red, DashStyleHelper.Dash, 1));


}

to

if(BarsInProgress == 0 && CurrentBar >= 3){

if(IsSwingHigh())

listSwingHighs.Add(Draw.Line(this, string.Format("MSS{0}", CurrentBar), false, 2, High[1], -1, High[1], Brushes.Green, DashStyleHelper.Dash, 1));

else if(IsSwingLow())

listSwingLows.Add(Draw.Line(this, string.Format("MSS{0}", CurrentBar), false, 2, Low[1], -1, Low[1], Brushes.Red, DashStyleHelper.Dash, 1));


}

3) Run a backtest and note how many trades are taken
4) Then, completely remove the 5 minute data series and change all references to BarsInProgress to 0 (primary series) and BarsArray[0] to just Bars

I am desperately trying to understand why the number of trades are different, when the entry logic is exactly the same code. The only thing is that it changes from a multi time-series strategy to a single.

Any help would be appreciated. Thanks!

[NinjaTrader_Jesse]

Hello jaybedreamin,

If by removing that the results change that means that changed how your logic was executed. Our support can't debug scripts for you so this would be a situation where you would need to add prints to see how commenting that out changes your logic. I see that you have a condition for BarsInProgress 1 so removing AddDataSeries effectively turns off that part of your logic.