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Multiple Data Series and Charts

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    Multiple Data Series and Charts

    I have strategies that use multiple data series and multiple instruments e.g. 1min EU, 1440min EU, 1 week EU and 1min GBPUSD in one strategy.

    The primary series is the 1min EU. I get values such as weekly close and daily close from the other two, and the GBPUSD 1min is purely for position sizing with my GBP account.

    The question is, do I need all these data series applied to a chart for the strategy to function correctly in real time, or do I only need the primary series, in this case EU 1min?

    #2
    Hello,
    Thanks for your post.

    You are correct. It would not be necessary to have every data series in your strategy applied to your strategies chart. You will only need the intended primary data series on your chart, and that will be the data series that was added to your chart first.

    There are a few things to consider when working with multiple instruments or time frames in a strategy, so I have included a link to our help guide documentation on this topic.

    Multi-Time Frame & Instruments
    https://ninjatrader.com/support/help...nstruments.htm

    Please let me know if you have any further questions.
    Last edited by NinjaTrader_JoshG; 01-23-2018, 08:29 AM.
    Josh G.NinjaTrader Customer Service

    Comment


      #3
      Thanks for the response.

      And when I click 'Reload Historical Data' on the chart with just the primary series loaded, does it refresh all data series on the strategy applied to the chart or just the primary series of the chart itself?

      Comment


        #4
        Hello,
        Thanks for your note.

        Using the right-click menu to select "Reload all historical data" will not effect your strategy. When you select "Reload all historical data" from the right-click menu, all historical data for the base interval unit will be reloaded for all charts of the same instrument.

        Reload Historical Data
        https://ninjatrader.com/support/help...rical_data.htm

        Please let me know if you have any further questions.
        Josh G.NinjaTrader Customer Service

        Comment


          #5
          So if I needed to ensure that these data series have correctly loaded historical data everytime I open up NT and enable the strategies, I would need to have these other data series loaded on the chart in order for them to be effected by 'Reload historical Data'?

          Comment


            #6
            Hello,

            No, right-clicking and selecting "Reload all historical data" will not effect your strategy no matter which data series you have applied to your chart. This will effect your charts only. It would not be expected for a strategy to have issues correctly loading historical data.

            However, if you want to programmatically force your chart to reload historical data for all the data series that are being used in your entire script, you may benefit from reviewing the ReloadAllHistoricalData() method in the help guide.

            ReloadAllHistoricalData()
            https://ninjatrader.com/support/help...oricaldata.htm

            Please let me know if you have any further questions.
            Josh G.NinjaTrader Customer Service

            Comment


              #7
              Okay, so here's the problem I sometimes come across. I have a strategy that uses the 1 minute and 1440 minute data series. I have a chart with the 1 minute and 1440 minutes data series loaded that I apply the strategy too. When I open this chart after a weekend, and I select reload historical data, I often see the 1440 minute candles change. I assume missing historical data is being loaded in.

              But you're saying that even though the 1440 minute chart may be incorrect, the strategy's access to the 1440 minute data series shouldn't see this missing data. i.e. its just a chart display problem?

              Comment


                #8
                Hello,
                Thanks for your note.

                You are correct. Your strategies access to the 1440 minute data series shouldn't see this missing data. When you reload your charts historical data, that is only a chart display issue.

                Please let me know if you have any further questions.
                Josh G.NinjaTrader Customer Service

                Comment

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