I want to use information from many previous days (say SMA(20) on close of day) on a small scale chart (say 1 minute).
Problem1: I need to specify "days to load" > 20 (on primary series) to get 20 day bars to load. For instance if I specify 20 it may only actually load say 12 bars (due to non-trading days). This means the SMA(20) will be inaccurate since it will really be giving figure for say SMA(12).
Problem 2: Even if I specify a large enough "days to load" (say 32) to get 20 day bars loaded, there is still the problem I don't want to fill up memory with 20 trading days worth of minute bars (even worse if I was using seconds or ticks), I only really want no more than the last day's worth of this. So is there some way of forcing the load/processing of an added long-duration period series, without loading the full equivalent calendar length of bars in the base short-duration series?
Possible solution:
NT adds another parameter (say "BarsToLoad") to the Add method. So instead of currently using
to add an unknown number of day bars, I could use
(where the last parameter is suggested "BarsToLoad").
When this new method was used NT would call OnBarUpdate for each of the requested number of BarsToLoad on the long-duration series (even if there was only a day or less of short-duration primary bars loaded).
Problem1: I need to specify "days to load" > 20 (on primary series) to get 20 day bars to load. For instance if I specify 20 it may only actually load say 12 bars (due to non-trading days). This means the SMA(20) will be inaccurate since it will really be giving figure for say SMA(12).
Problem 2: Even if I specify a large enough "days to load" (say 32) to get 20 day bars loaded, there is still the problem I don't want to fill up memory with 20 trading days worth of minute bars (even worse if I was using seconds or ticks), I only really want no more than the last day's worth of this. So is there some way of forcing the load/processing of an added long-duration period series, without loading the full equivalent calendar length of bars in the base short-duration series?
Possible solution:
NT adds another parameter (say "BarsToLoad") to the Add method. So instead of currently using
Code:
Add(PeriodType.Day,1);
Code:
Add(PeriodType.Day,1,20);
When this new method was used NT would call OnBarUpdate for each of the requested number of BarsToLoad on the long-duration series (even if there was only a day or less of short-duration primary bars loaded).
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