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How can I 'back date' the time stamp of a Custom DataSeries?

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    How can I 'back date' the time stamp of a Custom DataSeries?

    My strategy uses a significant amount of historical analysis summarized in custom data series of one minute bars exactly one day back. I am finding this summary dataset to be timestamped exactly one minute too late, sort of "after the horse has left the barn."

    I could build a more complicated solution but the simplest, cleanest approach within to work well in the NinjaTrader platform is if I could create the custom dataset with a time stamp exactly 1 minute prior, to match the previous 1 min bar.

    How would I create a custom Data Series that uses includes output of the ES 12-20 9/29/2020 9:41:00 AM 1 Minute Bar (a bar 24 hours ago) to create a 1 Minute Custom Data Series bar with the time stamp of 9/29/2020 9:40:00 AM, just one minute prior?

    Thanks!
    Last edited by hedgeplay; 09-30-2020, 01:48 PM.

    #2
    Hello hedgeplay,

    Thank you for your post.

    Timestamps are associated with the close of the bar and custom Series are synchronized to the data series that they are built against. Something you could do would be to create a custom TimeSeries that contains the timestamp you would like to reference. Then, you could reference that custom TimeSeries in order to reference a different timestamp.

    Please see the attached example which demonstrates how you could create a custom TimeSeries for one minute prior to the current time.

    Additionally, please refer to this help guide link about creating series objects - https://ninjatrader.com/support/help...t8/seriest.htm

    Let us know if we may further assist.
    Attached Files
    Brandon H.NinjaTrader Customer Service

    Comment


      #3
      Thanks Brandon!

      Will check it out.

      Comment

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