Looks for suggestion to record data stream

[pjsmith]

Hello,

I have some computed values. These are calculated for each bar, in real time only. I'm looking to store that data, but would like to be able to restore it on historical charts, of any time frame, from the restored data.

for example. I store data for 100 tick bars. 1 value per bar. I'd like to load another 100 tick chart at some point in the future and have it re-load the data and display it into the indicator. Ideally, I guess this should work just like historical data from an instrument. i.e. I create a custom tick series and write the information to that file. Is there anything NT wise to leverage to accomplish this?

I could just store in the data in a csv/db along with date/time and try to match with corresponding bars, but I thought I would ask in case there is a better solution that exists?

Thanks for any suggestions.

[NinjaTrader_Jesse]

Hello pjsmith,

Thank you for the post.

There is nothing exposed in NinjaScript to save/restore a series or data. For this type of saving you would need to implement your own system. Using csv or serializing the data would be some possibilities, those are likely the easiest. You could additionally look into more advanced options using databases or external libraries, it would really be up to your design and amount of data needed to be stored.


I look forward to being of further assistance.