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Min. bars required

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    Min. bars required

    Hi guys,

    I am trying to trade in real time with a couple of strategies . Until now, they were right in backtest and historical bars but not for real time. Today I set "min.bars required" in strategies tab to zero (it was set to 20) and eveything is fine. Could it be that becase that paramter was set to 20 First.Bar.of.Session fucntion did not work?

    un saludo,

    Fernando

    #2
    Hi Fernando, are those single or multi series strategies you work with here?

    OnBarUpdate() could have not been called in your case if MinBarsRequired would not have been satisfied for all series, so lowering made it easier to allow triggering.
    BertrandNinjaTrader Customer Service

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      #3
      Hello Bertrand,

      Yes, they are multi series strategies. Could that be the problem???

      Regards,

      Comment


        #4
        Which series are you mixing in this case? It could be an issue if you load too less data up to fulfill that BarsRequired setting, I would either increase the data range loaded or lower down the BarsRequired then.
        BertrandNinjaTrader Customer Service

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          #5
          Hello Bertrand,

          I use fesx 1 min., fesx 1440 min and vix daily chart.
          I checked vix last session close value and wma and psar in 1440 fesx chart. Data series are a Couple of weeks long to ensure enough bars.

          Today I just set min. Bars required to zero and strategies trade ok. Days before it was set to 20. Which one of the 3 series do you think was wrong when min.bars was set 20?or how can I check it?.

          Regards

          Fernando

          Comment


            #6
            Fernando, the issue then likely stems from either the 1440 min or daily chart. Just try to load more historical data for your primary series (presumably the 1 min) as this would dictate the loaded amount for your other series as well. What is important is that all series have passed the BarsRequired, then you will see the OnBarUpdate() calls as expected happening.
            BertrandNinjaTrader Customer Service

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