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Suppress Historical Data

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    Suppress Historical Data

    I run a strategy that loads data by way of AddDataSeries, I have a pretty large set of data series that I load up. About 50. And each one wants to load up a day of historical data. This means that each time I recompile or even just restart this strategy it starts loading data that I do not need. I only want to work on current data. But it load for about 5+ minutes on each compile. So... How can I just have the data series without all the loading?

    #2
    Hello Sparf,

    Thank you for your note.

    If its possible you could break your strategy up into smaller strategies, so rather than 1 pulling 50 data series 10 pull 5. This would reduce start up time.

    You may consider the following syntax, passing a smaller amount of days to load in the call.

    AddDataSeries(string instrumentName, BarsPeriod barsPeriod, int barsToLoad, string tradingHoursName, bool? isResetOnNewTradingDay)

    https://ninjatrader.com/support/help...dataseries.htm

    Other than that it would not be possible to add 50 data series to your strategy and not suffer in terms of start up time as all these data series need to be pulled.

    Please let us know if you need further assistance.
    Alan P.NinjaTrader Customer Service

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      #3
      I have the bars to load at 1, but when you set up a strategy, and there is under Time Frame a Days to Load, and the smallest you can get is 1. This would be the big time fix, that you could pick 0 days to load. I think it defaults to higher.

      Breaking into smaller groups would work, but every time I re-compile I would probably have to reload those strats and then its the same amount of time but with more effort of reloading them all.

      My current thought is to create a Market Analyzer, have that running all the time... Like start it up, it has the 50 instruments and they all come on line over the course of a small amount of time and then I somehow look at those numbers in my strategy. Would this be something that is even doable? I have not started that. But the big benefit would be if I re-compile the strategy the Market Analyzer would not have to be re-compiled and would just be sitting there getting the numbers I want. So I could just ask it for the numbers. Somehow... :-) ????

      Comment


        #4
        Hello Sparf,

        You could set up an indicator column in the Market Analyzer which would run the desired calculations on the instruments loaded, perhaps this approach would work for you.

        There is an example on our forum which demonstrates this concept.
        https://ninjatrader.com/support/foru...d=7&linkid=790

        Please let us know if you need further assistance.
        Alan P.NinjaTrader Customer Service

        Comment

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