Add( PeriodType.Day, 1 ) - NT7 does not work

[stevenev]

I am adding a secondary data series via Add( PeriodType.Day, 1 );

As soon as I add this line, NT7 stops processing my OnBarUpdate() code. BarsInProgress is not the issue as I have a Print right before it that never executes. No errors are reported. I have tried try/catch, and nothing shows. There is nothing in log window.

I have set max bars lookback to infinite in Strategy Analyzer.

My data has daily values.. I can see them in Historical Data Manager.

Please help, and let me know if there is additional debugging I can do.

Thanks!

[NinjaTrader_CodyB]

Hello,
Are you adding the secondary data series in Initialize() or OnBarUpdate()?

[stevenev]

Hi Cody,

Thanks a lot for quick reply.

I add it in Initialize()

[stevenev]

Instead of daily, I did this:

Add( PeriodType.Minute, 5 );


My primary series is 1 minute.

It worked!

So I don't know what is wrong when I switch to daily data. Anyway to debug this?

[NinjaTrader_CodyB]

Hello,
For me to fully assist with debugging your strategy I will need to view it fully.
You can attach your Strategy to your response by going to File > Utilities > Export NinjaScript > Export selected source files > select your Strategy> select the right arrow > Export. The file will be located under (My) Documents\NinjaTrader 7\bin\Custom\ExportNinjaScript.

If you would rather email it you can email it to platformsupport[AT]ninjatrader[DOT]com.

[stevenev]

Hi Cody,

To simplify debugging, instead of sending you my long script, I took the following code from the site and ran it. It works fine. Then I changed the time to Day, 1. It no longer produces any results.

I even changed this:
if (SMA(20)[0] > SMA(BarsArray[1], 20)[0])
to:
if ( true )

and no results show.

Makes me there is a data issue? But there are no errors showing anywhere. And manual checking of the data for the time period shows it to be just fine.



------------------------
protected override void Initialize()
{
// Add a 5 minute Bars object which is added to the BarArray
// which will take index 1 since the primary Bars object of the strategy
// will be index 0
Add(PeriodType.Minute, 5);
}

protected override void OnBarUpdate()
{
// Ignore bar update events for the supplementary Bars object added above
if (BarsInProgress == 1)
return;

// Pass in a Bars object as input for the simple moving average method
// Checks if the 20 SMA of the primary Bars is greater than
// the 20 SMA of the secondary Bars added above
if (SMA(20)[0] > SMA(BarsArray[1], 20)[0])
EnterLong();
}

[NinjaTrader_CodyB]

Hello,
I have tested this and I am unable to reproduce what you are seeing.
How many Days to Load do you have set in the Data Series? To view this from the chart you will right click> Data Series> Days To Load. To view this from the Strategies Tab right click on the Strategy > Edit Strategy> Days To Load.

Do you have any errors appearing in the log tab of the control center?

I look forward to your reply.

[stevenev]

Cody, problem solved

Your point was the correct answer.

Backtest from/to timeframe, I did not have enough days to load to accommodate the second data series (the daily). So it would silently ignore the backtesting. So once I added 20 more back days (to accomodate EMA(20), etc.) then everything worked.

Thanks and sorry for the trouble.

steve