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What does "days to load" mean?

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    What does "days to load" mean?

    Suppose that I am configuring a chart and under Time Frame I set Load data based on -> Days and put a number under Days to load. What precisely does "days to load" mean? From experimenting I deduce that it means "go back from now N calendar days and then backwards from there to the start of the session". Can you confirm?

    The reason that this is important is that I have been wondering about differences in strategy performance between realtime and backtesting. I finally realized that in realtime the strategy only has the data available in the chart, whereas when backtesting the entire range specified is available. I want to modify my strategy to match the realtime chart/data behavior.

    Thanks!

    #2
    Hello aworldnervelink,

    correct, this would be the number of days to load from the current time which would also incorporate the session as you noted. The backtest and realtime testing will have some general differences in how they operate so it would be difficult to get them to match exactly. The backtest specifically won't be able to select data by Days in the same way as the chart, it instead uses the custom range. If you need to do a comparison where the chart uses the same historical data s the backtest you would need to configure the chart like the backtest instead of the backtest like the chart. You can use the Custom range instead of days in the chart to gather the whole range of data.


    I look forward to being of further assistance.

    JesseNinjaTrader Customer Service

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