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Complex strategy calculation time delay, background calculation help
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Hello Sonyari,
Welcome to the NinjaTrader forums!
In NinjaScript Strategy you can do calculations after any number of bars have past by adding a condition that checks for CurrentBar to be greater than a value.
Below is a link to the help guide.
Having a strategy delay processing would not be supported. But doing your own custom calculations after a specific time or amount of bars can be accomplished with a condition in OnBarUpdate.
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Complex strategy calculation time delay, background calculation help
Hello everyone,
I have developed a complex machine learning strategy that takes a long time to calculate and load. Was wondering if there is any way that I can delay the calculations on strategy side so on trading side when next bar loads it would trade on previous strategy results then the machine learning strategy would start its calculations?
Structure of the program is such that each node is a strategy, then best results from each node would go to one main strategy, and then the main strategy would get linked to the trading program side.
From my calculations if I just link everything the normal way calculations would take about 20+ minutes. If I’m trading a 1 minute chart that would not work but if there was a delay mechanism then the machine has already learned so I can trade on what machine has already learned and new calculations would get done in the background and new changes takes affect after the calculations are done.
Any help or suggestion would be appreciated.
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