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Dont want to load data

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    Dont want to load data

    I have a strategy that does not take any historical data into consideration ( I know right? ). And it has to run kinda quick, so is there any way to not have the strategy load up all the data for what is now about ten dataseries that I have there? It can take several minutes per test to load all of this data and I never use any of it.

    Thanks, glad to be here!

    #2
    Just had a thought, is it possible to change the interval on the dataseries after it starts, so it could start for one day at like hour intervals and then go to ticks after the initial load?

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      #3
      I am loading a main instrument at tick spacing... since I want to do things pretty quick. but I dont need all of the data before current. Its kinda a weird strategy I am sure, but I am looking at relations between instruments - and I comparing about 10 now but would like to to do about 100.

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        #4
        Hello Sparf,
        Thanks for your post and welcome to the NinjaTrader forum.

        How are you testing this strategy?Is it running only when State==State.Historical ?

        To answer your second question, it would not be possible to change a data series on the fly. As for loading a lesser amount of historical data you may use the BarsToLoad overload in AddDataSeries() and limit the amount of historical data in each.

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

        I look forward to your reply.
        Last edited by NinjaTrader_JoshG; 02-16-2018, 11:20 AM.
        Josh G.NinjaTrader Customer Service

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          #5
          I set the dataseries to bars to load to zero - seems a bit faster for sure. But the notice bar on the bottom of the main screen where you can pick Strategies, has a flash of loading everything for at least 24 hours. So its still not quite what I was hoping for, the main instrument must be the problem, is there a way to load that up without all the data being loaded?

          Comment


            #6
            You may wish to vote for FEATURE REQUEST - Strategy Properties in the Control Center Strategy Grid (ticket ID SFT-2875).

            As an interim solution, where your Strategy is applied to a Chart where the DataSeries is based on, for example, 2 Bars, BarsArray[1] (and all subsequent BarsArrays) will also be based on 2 Bars. Where your Strategy is applied via the Control Centre Strategy Grid, I believe your only recourse is to limit DaysToLoad. This distinction becomes critical with a Multi-Timeframe Strategy where BarsArrays Periods differ significantly (e.g. periods including 1tick and 1month).
            Last edited by Shansen; 02-18-2018, 06:26 PM.

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              #7
              Hello Sparf,

              Shansen is correct in DaysToLoad being your option for limiting the amount of historical data on your chart. That being said, are you trying to prevent too much historical data from being loaded on the chart, or are you trying to prevent your strategy from processing any of your logic on historical data?

              Are you limiting your strategy to run only when State==State.Realtime ?

              Are you testing this strategy in the Strategy Analyzer, with the Replay connection, on live data?

              I look forward to your reply.
              Josh G.NinjaTrader Customer Service

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