Load additional history for one instrument

[tmfdouglas]

Hi,

In a multi instrument and multi timeframe strategy is it possible to load additional history for one instrument only? For example I may want to perform calculations on the last 60 days of daily bars but only the last two days on 15 min bars. I.e. Is there a function I can call which explicitly loads a defined range of history for a specified instrument and timeframe and doesn't load this data form other instruments in the strategy.

Aim is to maintain performance of strategy by only processing required data.

This is applicable to both backtesting and live strategies.

Thanks

[tmfdouglas]

Actually I've just seen this

AddDataSeries(string instrumentName, BarsPeriod barsPeriod, int barsToLoad, string tradingHoursName, bool? isResetOnNewTradingDay)

I'm assuming if I set the primary bar series on a strategy to be 15 mins and history to be 20 days when used the above set at 60 days it would meeting the requirements?

http://ninjatrader.com/support/helpGuides/nt8/en-us/?adddataseries.htm

Thanks

[NinjaTrader_AlanP]

Hello tmfdouglas,

You could use the AddDataSeries syntax,

AddDataSeries(string instrumentName, BarsPeriod barsPeriod, int barsToLoad, string tradingHoursName, bool? isResetOnNewTradingDay)

Which allows you to specify how many bars to load of the secondary data series. However you would have to hard code the instrument name which would have to be changed on any roll if you’re trading futures.

A better approach might be to just set maximumbarslookback to 256, which would limit the secondary series to 256 bars. Whether your strategy pulls 2 bars or 256 bars, I think the impact on performance is minimal. See the following section of our helpguide,

http://ninjatrader.com/support/helpGuides/nt8/en-us/?maximumbarslookback.htm

Please let us know if you need further assistance.