I can open a new chart with 1 Month bars from 1/1/2015 to today and view that time frame.(All data is available)
I can run the following code in strategy analyzer and the first Monthly bar doesn't become available until 11/30/2016
On 11/30/2016 Month Bars Available first shows a 0 instead of -1 for CurrentBars[1] print output.
This was found across many symbols of the SP500 list and last tested on ABB.
Latest NT version running on Kinetick data.
Is anyone else seeing this as well?
#region Using declarations using System; using System.IO; using System.Collections.Generic; using System.ComponentModel; using System.ComponentModel.DataAnnotations; using System.Linq; using System.Text; using System.Threading.Tasks; using System.Windows; using System.Windows.Input; using System.Windows.Media; using System.Xml.Serialization; using NinjaTrader.Cbi; using NinjaTrader.Gui; using NinjaTrader.Gui.Chart; using NinjaTrader.Gui.SuperDom; using NinjaTrader.Gui.Tools; using NinjaTrader.Data; using NinjaTrader.NinjaScript; using NinjaTrader.Core.FloatingPoint; using NinjaTrader.NinjaScript.Indicators; using NinjaTrader.NinjaScript.DrawingTools; #endregion namespace NinjaTrader.NinjaScript.Strategies { public class RCTest : Strategy { protected override void OnStateChange() { if (State == State.SetDefaults) { Description = @"Missing Data Series Test"; Name = "RCTest"; IsAdoptAccountPositionAware = true; StartBehavior = StartBehavior.AdoptAccountPosition; Calculate = Calculate.OnBarClose; EntriesPerDirection = 3; EntryHandling = EntryHandling.AllEntries; IsExitOnSessionCloseStrategy = false; ExitOnSessionCloseSeconds = 90; IsFillLimitOnTouch = false; MaximumBarsLookBack = MaximumBarsLookBack.Infinite; OrderFillResolution = OrderFillResolution.Standard; Slippage = 0; TimeInForce = TimeInForce.Gtc; TraceOrders = false; RealtimeErrorHandling = RealtimeErrorHandling.IgnoreAllErrors; StopTargetHandling = StopTargetHandling.PerEntryExecution; BarsRequiredToTrade = 0; DaysToLoad = 450; IsInstantiatedOnEachOptimizationIteration = true; } else if (State == State.Configure) { AddDataSeries(BarsPeriodType.Month, 1); } } protected override void OnBarUpdate() { Print(Instrument.MasterInstrument.Name + " ########################"); Print(Instrument.MasterInstrument.Name + " New OnBarUpdate Starting - " + State + " - Bar#: " + CurrentBar + " Date: " + Time[0]); Print("Day Bars Available: " + CurrentBars[0]); Print("Month Bars Available: " + CurrentBars[1]); // Monthly Processing if (CurrentBars[1] >= 11 && BarsInProgress == 1) { Print("************************************"); Print(" Rolling Year of Data "); Print("Month Data Would Have Processed Here"); Print("************************************"); } } } }
ABB ########################
ABB New OnBarUpdate Starting - Historical - Bar#: 12521 Date: 11/30/2016 4:00:00 PM
Day Bars Available: 12521
Month Bars Available: 0
Comment