Hi All,
Lets say I am using the 1 minute time frame chart. I now create an indicator in which I want to load 5 years of daily data (I guess using AddDataSeries) to perform some calculations. I can see that there is an API function:

AddDataSeries(string instrumentName, BarsPeriod barsPeriod, int barsToLoad, string tradingHoursName, bool? isResetOnNewTradingDay)

Is this the correct function to use? What do I set barsPeriod to? Would it be the daily value in minutes i.e. 1440 (24X60 minutes)? Also what do the tradingHoursName and isResetOnNewTradingDay parameters get set to?

Thanks,
iq

iq200 

Hi All, Lets say I am using the 1 minute time frame chart. I now create an indicator in which I want to load 5 years of daily data (I guess using AddDataSeries) to perform some calculations. I can see that there is an API function: AddDataSeries(string instrumentName, BarsPeriod barsPeriod, int barsToLoad, string tradingHoursName, bool? isResetOnNewTradingDay) Is this the correct function to use? What do I set barsPeriod to? Would it be the daily value in minutes i.e. 1440 (24X60 minutes)? Also what do the tradingHoursName and isResetOnNewTradingDay parameters get set to? Thanks, iq

Try a simple:
AddDataSeries(Data.BarsPeriodType.Day, 1);

In your case you don't need one of the other AddDataSeries() methods as there are only required if you want to add another dataserie for another instrument.

sam028 

Try a simple: AddDataSeries(Data.BarsPeriodType.Day, 1); In your case you don't need one of the other AddDataSeries() methods as there are only required if you want to add another dataserie for another instrument.

Thanks Sam. One question - how does Ninjatrader know how much data to load? If my primary intraday data series is set to 1 minute and 2 days of data, will Ninjatrader only try to load 2 days of daily data? How can I tell it to load say 5 years rather than 10 years ?

iq200 

Thanks Sam. One question - how does Ninjatrader know how much data to load? If my primary intraday data series is set to 1 minute and 2 days of data, will Ninjatrader only try to load 2 days of daily data? How can I tell it to load say 5 years rather than 10 years ?

I assume it's loading the amount of data related to your primary dataserie.

sam028 

I assume it's loading the amount of data related to your primary dataserie.

But this means that if I want to build support and resistance from 5 years of daily data I need to load 5 years of 1 minute data (primary data series). This is why I was asking my original question in my first post. The point was to be able to use 2-3 days of 1 minute data for the primary series and load more daily data for my indicator.

iq200 

But this means that if I want to build support and resistance from 5 years of daily data I need to load 5 years of 1 minute data (primary data series). This is why I was asking my original question in my first post. The point was to be able to use 2-3 days of 1 minute data for the primary series and load more daily data for my indicator.

In this case you may use another technique, something like this (not tested):

 

Code

BarsPeriod bp = new BarsPeriod(); bp.BaseBarsPeriodType = BarsPeriodType.Day; bp.BaseBarsPeriodValue = 1; AddDataSeries(Instrument.ToString(), bp, 5, "Default 24 x 5", false);

sam028 

In this case you may use another technique, something like this (not tested):   Code BarsPeriod bp = new BarsPeriod(); bp.BaseBarsPeriodType = BarsPeriodType.Day; bp.BaseBarsPeriodValue = 1; AddDataSeries(Instrument.ToString(), bp, 5, "Default 24 x 5", false);

Thanks Sam.

iq200 

Thanks Sam.

You can also check GetDayBar(), this might be a smarter solution.

sam028 

You can also check GetDayBar(), this might be a smarter solution.

I've got the AddDataSeries working now. Thanks.

sam028 

In this case you may use another technique, something like this (not tested):   Code BarsPeriod bp = new BarsPeriod(); bp.BaseBarsPeriodType = BarsPeriodType.Day; bp.BaseBarsPeriodValue = 1; AddDataSeries(Instrument.ToString(), bp, 5, "Default 24 x 5", false);

@sam028, Good approach -- using the full AddDataSeries overload with a BarsPeriod object is the way to go when you need control over how much historical data loads on the secondary series.

A couple things worth noting for anyone implementing this:

1. BarsPeriodType vs BaseBarsPeriodType
For standard Day bars, you'd want to use BarsPeriodType and Value rather than BaseBarsPeriodType/BaseBarsPeriodValue. The Base* properties are meant for specialized bar types (HeikenAshi, Kagi, etc.). So it would be:

 

Code

bp.BarsPeriodType = BarsPeriodType.Day; bp.Value = 1;

2. The barsToLoad parameter
That third parameter (5 in your example) is the number of bars to load, not years. For 5 years of daily data to build support/resistance levels, you'd need roughly 252 trading days x 5 = ~1,260 bars:

 

Code

AddDataSeries(Instrument.ToString(), bp, 1260, "Default 24 x 5", false);

3. Don't forget BarsInProgress
Once you have multiple series, OnBarUpdate fires for each one. Use BarsInProgress to differentiate -- 0 is your primary minute series, 1 is the daily series.

The @NinjaTrader AddDataSeries documentation covers all the overloads and has additional examples worth reviewing.

Have a good weekend!

-- Fi

"The right timeframe isn't always the fastest one -- sometimes the daily chart knows what the tick chart is still guessing at."