My strategy contains three Bars objects. The primary is 3 minutes. The remaining are 6 and 15 minutes.
I have code in my primary bars that requires a look back of 60 bars.
3 min. x 60 bars = 180 minutes.
To get the most granular results, both my open and closing code uses the primary bars to get best outcome. I use the following settings in the Strategy Analyzer:
Price based on: Last
Type: Minute
Value: 3
Bars required to trade: 60
Trading Hours: US Equities RTH
The other time periods have code that references them, as well. The part of the strategy that has the longest look back is in the 15 minute time frame.
15 min. x 60 bars = 900 minutes.
Basically, my strategy requires a look back analysis of 3 trading days of data get results for the final fourth day. (390 min./day)
So the questions are:
1) What is referenced by "Bars required to trade" in the Strategy Analyzer settings?
B) The primary bars in the strategy?
c) All of the Bars objects in the strategy?
2) If the setting refers to the "type" and "value" setting, should I make sure that my "Bars required to trade" look back setting exceeds 900 minutes total?
It would be very helpful if there were separate settings under "Time Frame" for days of data needed to load, and the day(s) of trade results that you want to see.
3) Could you add the additional setting for day(s) of trade results that you want to see?
Thanks in advance.
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