I have a multi-timeframe/multi-instrument strategy which I still need to debug, but for now the trade logic is a just a simple 10 and 25 period moving average crossover of the primary dataseries (5m QQQ). No logic is called from the secondary data series or longer timeframes.
I noticed after I increased the primary dataseries "days to load" to 150 days, the backtesting trades then trigger and get marked on the chart.
Why do I need 150 days of 5 minute data loaded just because I added the daily timeseries? How does NT know how much dataseries to load for the other added timeframes/instruments or can I set the loads for these too? What do I need to know?
Here's what my adds look like...
// Add Multi-Timeframes/Multi-Instruments // QQQ Add("QQQ",PeriodType.Minute,5); // BarsArray(1) = QQQ, 5m bars Add("QQQ",PeriodType.Minute,10); // BarsArray(2) = QQQ, 10m bars Add("QQQ",PeriodType.Minute,30); // BarsArray(3) = QQQ, 30m bars Add("QQQ",PeriodType.Minute,60); // BarsArray(4) = QQQ, 60m bars Add("QQQ",PeriodType.Day,1); // BarsArray(5) = QQQ, Daily bars // COMP Add("^COMP",PeriodType.Minute,5); // BarsArray(6) = COMP, 5m bars Add("^COMP",PeriodType.Minute,60);// BarsArray(7) = COMP, 60m bars Add("^COMP",PeriodType.Day,1); // BarsArray(8) = COMP, Daily bars // VXN Add("^VXN",PeriodType.Minute,5); // BarsArray(9) = VXN, 5m bars
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