I've developed a Multi-timeframe strategy using Tick Replay. Works great.
It only references 1 instrument at a time, but with multi-timeframes and uses these dataseries.
AddDataSeries(Data.BarsPeriodType.Minute, 1);
AddDataSeries(Data.BarsPeriodType.Minute, 3);
AddDataSeries(Data.BarsPeriodType.Minute, 5);
It calculates On.PriceChange and uses GetCurrentBid() & GetCurrentAsk().
I need to test this strategy using Historical Bid/Ask using Strategy Analyzer with Optimization.
I've been reading thru help I can't find "steps or howto's".
Is there a Sample that I can look at in HELP ?
For example, How can I add a dataseries's for Historical Bid & Ask for the "primary" instrument ?
https://ninjatrader.com/support/help..._ask_serie.htm
// Add an AAPL data series using the Ask series
AddDataSeries("AAPL", BarsPeriodType.Minute, 30, MarketDataType.Ask);
ONLY works to add MarketDataType.Ask of another instrument and not the primary.
Please help.
Thanks in advance.
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