Multitime frame question

[mjtrader]

What should the value of "Minimum Bars" in the back-test window
when I have 2 indicators from different time-frames?

For example, a daily SMA(13) and a weekly SMA(5).
Or a daily SMA(5) and a weekly SMA(13).

What is the required Minimum Bars value in both these cases? Assuming my primary data series is daily.

[NinjaTrader_RJ]

Hello,

Thank you for your note.

For an accurate calculation, you will want the minimum to be the mimimum SMA, so if you have a daily SMA(13) and Weekly SMA(5), you want to use 13 as the minimum becuase the SMA(13) needs 13 bars to calculate correctly.
So, in your second case, you would use 5 for the daily SMA (5).

[mjtrader]

If I put 5 as the minimum in the second case, there won't be enough bars
for the Weekly SMA(13).
Is that correct or am I not understanding this correctly?

[NinjaTrader_RJ]

Hi mjtrader,

Sorry, you are correct.

You need enough data for the longer time frame, not the shorter.

[mjtrader]

So, in the first case, do i put 5 or 13?
With 5, there won't be enough bars for the daily SMA(13).
With 13, won't the simulator unnecessary wait 13 weeks to start backtesting?

There is one minimum parameter that is being applied to both time-frames.

[NinjaTrader_JoshP]

mjtrader,

To clarify, you have one setting to determine the minimum. By default it is 20. When set to 20, you need at least 20 bars across all instruments and time frames before anything will happen.