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Possible to use "dynamic" BarsRequired?

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    Possible to use "dynamic" BarsRequired?

    I am doing an optimization, but would like to make use of as much data history as possible.

    Say that I have an indicator that is based on a period indicator "myTime"

    If the optimization increments "myTimePeriod" from 2-200 bars, I don't want to set BarsRequired = 200, since that wastes a lot of data for the lower time periods.

    Is it possible to let the optimizer modify the bars required by just putting an entry in the Initialize() block that says something along the lines of
    Code:
    BarsRequired = myTimePeriod + 10
    ...Or am I misunderstanding how the BarsRequired works? What would happen in this case if I set BarsRequired = 2, and the optimizer moved to the periods that were greater than that?

    Thanks

    #2
    kbeary33, I would just suggest doing a check for enough CurrentBars then in your OnBarUpdate(), so you can check against your period / time lookback optimized.



    That's essentially what BarsRequired implements as well, but this solution would be supported dynamically.
    BertrandNinjaTrader Customer Service

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