Custom Strategy Script

[stance]

Hi there,

I am trying to write a custom script for strategy.

I am writing custom code in OnBarUpdate event, now I am not sure which date data I will receive on first time this event is occured.

For example, if below options I select:

Lookback = 30
Type = "Day"
From = "3/31/2010"
To = "6/15/2011"
Min. bars required = 30

Then I receive data for date "7/14/2010" first time OnBarUpdate event occurs, Now I want to know why its picking this date and what is the logic behind this all. So I can write my custom logic accordingly.

Thanks
Nitin

[NinjaTrader_RyanM1]

Hi Nitin,

Thanks for the post and welcome to the NinjaTrader forums.

You'll receive updates for the first bar after the minimum bars required setting is satisfied. You should first use a chart to visualize how much data is available for the instrument, interval, and connection you're using. Historical data availability is determined by the data provider, so looking at a chart is first step in seeing what the script has to work with. If you're backtesting this in the strategy analyzer screen, use the Chart tab to see this.

[stance]

Hi Ryan,

I really appreciate the quick response.

I checked in chart and I am having data from 6/3/2010, now could you please let me know why I am getting first updates as 7/14/2010 when I have lookback as 30 days and min. bar required as 30 ?

Thanks
Nitin

[NinjaTrader_RyanM1]

That seems about right. It's minimum bars required, not days. Count the number of bars from 6/ 3 to 7 / 14 and should be 30.