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Using a Real-Time only Indicator in an Automated Strategy

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    Using a Real-Time only Indicator in an Automated Strategy

    I tried using the DeltaBuySellVolume indicator in an automated strategy and when I tried to
    backtest it, NT locked up. Makes sense in retrospect since the strategy was trying to use an indcator that had no values in the backtested data. Is there a simple code I could add to a particular strategy to prevent it from trying to run against back test data and thereby locking up NT? I understand I will not be able to test the strategy in a standard back test environment but I don't want to accidentally do this again. Also, is there any plan to add this "real-time" only data set to the existing data already included in backtesting? The DeltaBuySellVolume data is incredibly useful in trading and automated trading but the fact that it doesn't exist in backtested data greatly limits it's utility in any kind of automated strategy.
    Thanks
    DaveN

    By the way, here is the line of code that blew up NT.

    Code:
    				&& DeltaBuySellVolume("BR").Cumulative[0] > 0)

    #2
    Hello DaveN,

    You may use the "Historical" method that will tell if you are running your Script is running on Historical data or real-time data. Here is a link to our Help Guide below that has an example of this that you may view.



    As for the Level II data being saved, I will forward your suggestion to our development team for consideration on future releases of NinjaTrader.
    JCNinjaTrader Customer Service

    Comment


      #3
      Worked perfectly. Thanks
      DaveN

      Comment

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