I have a strategy using all symbols of the Nasdaq 100 by adding them to the strategy in the Initialize section. I also use data from symbols that have been delisted from the stock exchange. This gives the following issue: I have three symbols A, B and C. In NT stock A has data from June 2014-today, Stock B data from Jan 2000-today and stock C data from Jan 2000-Jan 2005 (because it was delisted from the stock exchange in jan 2005). If I run the strategy the Initialize and OnStartup section are executed but not the OnBarUpdate section. If I run the strategy with only stock A and stock included the strategy runs fine, If I run the strategy with only stock B and stock C included the strategy is also running fine. I figured out that is due to the fact that stock A and C have no overlap data. If I now add zero (0) values for stock A from the period Jan 2000 untill May 2014, the strategy s runing fine. Is anyone familiair with this issue and is there a way to overcom this without have to add 0 values?
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Hello Renejm,
Thanks for opening the thread.
There will need to be data for all of the added data series for OnBarUpdate() to iterate properly.
Adding zero values for the data on that instrument is a valid workaround to get the strategy to run when there is missing data. There is not another approach I could recommend for an alternate workaround.
If there is anything else I can do to assist, please let me know.JimNinjaTrader Customer Service
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