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backtesting a multi-timeframe strategy

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    backtesting a multi-timeframe strategy

    Hi


    I use IB as dataprovider.
    I have 2 simple strategies, both with CalculateOnBarClose=true.
    Strategy 1 has 1 timeframe.
    I have run a backtest on a 1 min timeframe without any difficulty.

    Strategy 2 has 2 timeframes of the same instrument. The secondary timeframe is 5 min.
    I have run a backtest on a 1 min primary timeframe using exactly the same period as the backtest of strategy 1.

    I got the followwing error

    NinjaTrader has reached an IB limitation for historical data requests.
    IB may reject al historical data requests etc

    I really do not understand this error. Why is Ninjatrader trying to load historical data from IB, as the backtest of strategy 1 runs without any difficulty. It should have all the necessary data

    #2
    There are many different situations where there may be a need to load/reload data from IB's servers. Unfortunately, I would not be able to tell you why its loading in your particular case since there are multiple variables involved.
    RayNinjaTrader Customer Service

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