Strategy test in real time and backtest – inner working question

[millridge]

Brett,

We are getting close

From your reply, "......SMA(BarsArray[0]) is the value of the SMA from the primary series. I believe this is what you want....."

No, it is not exactly what I want. I want SMA not only on primary series, but also on secondary series before the current primary bar series close.

[NinjaTrader_Brett]

Unfortunately not possible in backtesting. You simply do not have the granularity needed to do that.

-Brett

[millridge]

Sorry to hear that, but somehow I am not convinced that it can't be done in backtest. It's really about how to generate a new data series which combines primary and secondary data series in a way that only current bar (n=0) taken from secondary series, the rest of bars are taken from primary data series. Something like:

primary bar series: P[0],P[1],P[2],.....
secondary bar series: S[0],S[1],S[2],......
new bar series: S[0],P[1],P[2],.....

Maybe someone can come up with a solution.

[NinjaTrader_RyanM1]

Hi millridge,

DataSeries are synced to bar objects. There will always be the same number of elements in your DataSeries as bars. If your idea requires that DataSeries are sometimes synced to primary bars and other times synced to secondary, this would not work. You can sync DataSeries to a secondary series, but it's not possible for one object to be synced to multiple time frames.