If minute data is available during this point in backtest use it, if not, use daily data? Like Closes[1][0] or Closes[0][0]
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How far back a dataseries goes
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How far back a dataseries goes
Hi guys, I have a question about backtesting a secondary series. I want to write some code that would do this:
If minute data is available during this point in backtest use it, if not, use daily data? Like Closes[1][0] or Closes[0][0]Tags: None
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Hello elitetradernyc,
Not really sure what exactly you are trying to accomplish, but if you have no Minute Data NinjaTrader will not load the second series at all.
Are you trying to see if you are trying to see if you are missing minute data from a certain point?
Happy to be of further assistance.JCNinjaTrader Customer Service
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Hi, for example, I have minute data going back to 2009 so i want the code to use that series if available, if its not available, i want it to use daily data, which goes back to 1993, so daily from 1993-2008 and minute for this particular if statement from 2009-2013.
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Thanks for the clarification.
It would not be possible to dynamically check if the series is available and then use another series. Both bars arrays will be attempted to loaded at the same time. If your bars required are not met in either series, OBU will not be processed.MatthewNinjaTrader Product Management
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