Getting more history to test with in Playback/Simulation mode

[GregX999]

So, I have a strategy that runs on a 3 minute chart, but adds multiple data series up to the 1 day series. For each data series I print BarsArray[i].Count in the State.DataLoaded section of my code to see how much data I have available.

For testing I'm using Playback mode with Market Reply data.
If I load a single day of Market Reply data in the Historical Data window, when I enable the strategy the print statements mentioned above show the following:
762 bars in the 3m series
153 bars in the 15m series
77 bars in the 30m series
39 bars in the 60m series
2 bars in the 1 day series

(That's an example. Sometimes I see 3 bars in the 1 day series, and the other series might be slightly different as well.)

So, what I'd like to know is...
- Why do I see 2 (or sometimes 3) bars in the 1 day series when I only loaded 1 day's worth of data?
and
- How can I load more daily data (in a way that would work in both Playback and the Strategy Analyzer)

I don't need more data from the other series, just the 1 day. Like 10-20 days.
I don't need intraday data from the 1 day series - just highs and lows of each day.
I DO need the detailed intraday data for the other series (which I do currently have, so all good there, but wouldn't want to lose it)

Thanks for any help!

[NinjaTrader_Jesse]

Hello GregX999,

The print that you are doing would print the total historical data loaded on the chart when you apply the script. That may vary depending on where the playback slider is in time and what sessions are loaded, you can add a daily bar series to the chart to see what days are loaded or also use a Print with Time to see which bars were loaded.

If you needed more daily bars you could load more days to load which will request more historical data. Playing forward in time would require playback data which you can download using the historical data manager.

[GregX999]

Hi Jesse,
Thanks for the response. But I'm still confused...

you can add a daily bar series to the chart to see what days are loaded or also use a Print with Time to see which bars were loaded.

I'm already loading a daily bar series, as I mentioned. (Or am I not understanding you here?)

If you needed more daily bars you could load more days to load which will request more historical data.

Can you explain this further? I'm not sure what you mean.

Playing forward in time would require playback data which you can download using the historical data manager.

So is it just a matter of loading more days of data in the Historical Data Manager? Then all those days would become available as "history" when running the strategy?

Does running in the Strategy Analyzer just automatically load the required number of days? How does it know how many to load?

Thanks again!

[NinjaTrader_Jesse]

Hello GregX999,

The purpose of adding a daily bar series to the chart would be to see what bars were loaded, alternatively you can use a Print in OnBarUpdate to print out the bar times to see which bars are loaded.

To load more historical data you would need to change the charts days to load to include more days.

To load more historical data you can increase the charts days to load setting which will request more historical data. When you press play in playback that uses playback data if you have Playback selected. For playback data you need to use the historical data manager to download playback data. Playback data is not historical data, that is recorded live data.

The strategy analyzer has a date selection where you would choose what date range to load, that tool only uses historical data. The strategy analyzer is not intended to be used while connected to the playback connection, playback is a seperate feature.