second data serios does't play on historic bars

[orenytz]

Hello

My major data serios is renko bars.
i have added a second data serios - 1 hour bar

// Add a 1 hours Bars object: BarsInProgress index = 1
AddDataSeries(Data.BarsPeriodType.Minute, 60);

when i just turning on the strategy on existing bars (historic bars) i see only the main bars entry to OnBarUpdate() main function.

when i run the bars on playback i see both BarsInProgress index 0 and 1 .
What can i do inorder to make the second data serios to play also on historic bars ?

Thanks
Oren

[cincai]

It should be work.
I have tested it in my computer.

Please download the file and see

[cincai]

It must be something you have defined wrong in your program there.

[orenytz]

Thanks cincai
Problem still exist even at yours indicator.

Main DataSeries 0 - 15Min
second DataSeries 1 - 60Min

I tested your indicator and here are the results when working with historical bars:

First Series3/18/2021 12:15:00 AM
First Series3/18/2021 12:30:00 AM
First Series3/18/2021 12:45:00 AM
First Series3/18/2021 1:00:00 AM
First Series3/18/2021 1:15:00 AM
First Series3/18/2021 1:30:00 AM
First Series3/18/2021 1:45:00 AM
First Series3/18/2021 2:00:00 AM
First Series3/18/2021 2:15:00 AM
First Series3/18/2021 2:30:00 AM
First Series3/18/2021 2:45:00 AM
First Series3/18/2021 3:00:00 AM

and this is the output when i run the playback:

First Series3/18/2021 12:15:00 AM
First Series3/18/2021 12:30:00 AM
First Series3/18/2021 12:45:00 AM
First Series3/18/2021 1:00:00 AM
Second SERIES3/18/2021 1:00:00 AM
First Series3/18/2021 1:15:00 AM
First Series3/18/2021 1:30:00 AM
First Series3/18/2021 1:45:00 AM
First Series3/18/2021 2:00:00 AM
Second SERIES3/18/2021 2:00:00 AM
First Series3/18/2021 2:15:00 AM
First Series3/18/2021 2:30:00 AM
First Series3/18/2021 2:45:00 AM
First Series3/18/2021 3:00:00 AM
Second SERIES3/18/2021 3:00:00 AM

So looks that somting wrong with my ninjatrader platform settings which are on default setting....

[NinjaTrader_PaulH]

Hello orenytz,

Thanks for your post.

It sounds like you may not have the minute based historical data. Please create a chart of the same instrument and set the data series to show 60 minute bars, to verify that you have the Minute historical bars needed to develop the 60 minute bars.

Plyaback data is not the same data that your charts would show when not connected to playback.

[bltdavid]

Are you connected to your data provider while testing?
Have you any Minute data for that instrument?

How to check that:
Do you see the instrument folder in "<My Documents>\NinjaTrader 8\db\Minute" folder?

How to fix that:
(connect to data provider)
CC -> Tools -> Historical Data > Load tab

NT Support please verify:

1. Does NT8 automatically download all needed historical data for all series referenced
in AddDataSeries when that script is executed in Strategy Analyzer? If yes, obviously
this is only possible if you're connected to your data provider, right?

2. What is behavior when adding strategy to a chart when already connected to a
real-time data provider? Does the historical data for needed AddDataSeries data get
automatically downloaded when the strategy is added to the chart??

3. Does State.DataLoaded reflect #1 and #2 above? Or, is State.DataLoaded only
for use with the primary data series?

I think understanding the answers to these questions might be relevant to OP's
current situation.

[bltdavid]

It sounds like you may not have the minute based historical data. Please create a chart of the same instrument and set the data series to show 60 minute bars, to verify that you have the Minute historical bars needed to develop the 60 minute bars.

Playback data is not the same data that your charts would show when not connected to playback.

Hi Paul,

With reference to CC -> Tools -> Options -> Market data ...

In context of your answer, could you expand upon how the setting,

"Record live data as historical"

affects OP's situation when checked or unchecked?

[NinjaTrader_PaulH]

Hello bltdavid,

Thanks for your post(s).

1. Does NT8 automatically download all needed historical data for all series referenced
in AddDataSeries when that script is executed in Strategy Analyzer? If yes, obviously
this is only possible if you're connected to your data provider, right?

Yes and yes, must be connected to the historical data provider.

2. What is behavior when adding strategy to a chart when already connected to a
real-time data provider? Does the historical data for needed AddDataSeries data get
automatically downloaded when the strategy is added to the chart??

The script would first pull any data locally and if not found then pull from the Historical data provider. Yes, any needed data not found locally (on the PC) would then be pulled from the historical data provider.

3. Does State.DataLoaded reflect #1 and #2 above? Or, is State.DataLoaded only
for use with the primary data series?

From the help guide, "DataLoaded is called only once after all data series have been loaded." https://ninjatrader.com/support/help...tatechange.htm

"With reference to CC -> Tools -> Options -> Market data ...
In context of your answer, could you expand upon how the setting,
"Record live data as historical"
affects OP's situation when checked or unchecked?"

From the help guide, "Enables or disables the storage of incoming real-time Chart data to your local PC for future historical data requests. If you are connected to a provider that supports historical data, disable this feature." Reference: https://ninjatrader.com/support/help...marketdata.htm If checked the strategy would only pull the data from his PC. If he did not have a minute based chart active or a Market analyzer running with that instrument, there would be no minute-based historical data.

[orenytz]

Hello all
my \NinjaTrader 8\db\minute folder was empty. i downloaded 1Min historical data and now it works well !!!
Thank you all !