Add DataSeries() Order

[BrianL]

Hello,

When adding multiple DataSeries to a Strategy, containing different Instruments and Time Frames for each one - What is the order of precedence for how I add the lines of code so that I can achieve granularity?


The Default Data Series (//BarsInProgress = 0) would be a 1-min chart of SPY that the strategy would be running on.


Ex. 1


else if (State == State.Configure)
{
AddDataSeries("SPY", Data.BarsPeriodType.Day, 1, Data.MarketDataType.Last); //BarsInProgress = 1
AddDataSeries("SPY", Data.BarsPeriodType.Minute, 60, Data.MarketDataType.Last); //BarsInProgress = 2
AddDataSeries("SPY", Data.BarsPeriodType.Minute, 5, Data.MarketDataType.Last); //BarsInProgress = 3
AddDataSeries("DIA", Data.BarsPeriodType.Day, 1, Data.MarketDataType.Last); //BarsInProgress = 4
AddDataSeries("DIA", Data.BarsPeriodType.Minute, 60, Data.MarketDataType.Last); //BarsInProgress = 5
AddDataSeries("DIA", Data.BarsPeriodType.Minute, 5, Data.MarketDataType.Last); //BarsInProgress = 6

}

Or is it coded as...

Ex. 2

else if (State == State.Configure)
{
AddDataSeries("SPY", Data.BarsPeriodType.Day, 1, Data.MarketDataType.Last); //BarsInProgress = 1
AddDataSeries("DIA", Data.BarsPeriodType.Day, 1, Data.MarketDataType.Last); //BarsInProgress = 2
AddDataSeries("SPY", Data.BarsPeriodType.Minute, 60, Data.MarketDataType.Last); //BarsInProgress = 3
AddDataSeries("DIA", Data.BarsPeriodType.Minute, 60, Data.MarketDataType.Last); //BarsInProgress = 4
AddDataSeries("SPY", Data.BarsPeriodType.Minute, 5, Data.MarketDataType.Last); //BarsInProgress = 5
AddDataSeries("DIA", Data.BarsPeriodType.Minute, 5, Data.MarketDataType.Last); //BarsInProgress = 6


}



Thanks in Advance.

[NinjaTrader_PatrickH]

Hello BrianL,

Thank you for your post.

You should not have to put these in a specific order. It should be the order you prefer.
Are you running into anything that prevents you from using a certain order?

[BrianL]

I just remember that in NT7 the order had to be specific, as in the larger Data Series, ie Daily, had to be placed before the lower Minute Data Series to get granularity to work right. Every time I put the Minute ones before the Daily/Weekly/Monthly, or the 60min ahead of the 5min, etc. my script wouldn't calculate properly. I was wondering if this were true for NT8 as well.

[NinjaTrader_PatrickH]

Hello BrianL,

Thank you for your response.

This would not be necessary in NinjaTrader 8.

[BrianL]

Thanks for clarifying.

[NinjaTrader_Matthew]

I just remember that in NT7 the order had to be specific, as in the larger Data Series, ie Daily, had to be placed before the lower Minute Data Series to get granularity to work right. Every time I put the Minute ones before the Daily/Weekly/Monthly, or the 60min ahead of the 5min, etc. my script wouldn't calculate properly. I was wondering if this were true for NT8 as well.

I am not 100% why the order would have mattered even in NT7, but to jog your memory: Perhaps you are referring to the order in which BarsArray gets added and the corresponding BarsInProgress?

Unless you are doing specific BarsInProgress filtering in your OnBarUpdate method, the order in which a series is called will depend on the order they are declared - but the usually is not an "issue" per se as long as you are diligent about the BarsArray[idx] or BarsInProgress series before accessing values. This is true for NT7 and NT8.