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Strategy Development Support for the development of custom automated trading strategies using NinjaScript.

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Old 10-02-2008, 03:21 PM   #1
Tomas
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Default Slow strategy starts

Hi,

it might have been posted already: when a strategy is started on seconds/ticks, NT will process a couple of previous days. It may cause significant delays - except Mondays, rather obviously :) I have heard that the number of pre-processed days could be changed in Options. Unfortunately, i did not find anything like that (running NT 6.5).

I would appreciate any help - these slow starts are rather annoying.

Cheers,

Tomas
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Old 10-02-2008, 03:43 PM   #2
NinjaTrader_Jessica
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Have you tried adjusting the default look back period?

Tools--> Options--> Data
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Old 10-03-2008, 02:57 AM   #3
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Hi Jessica,

thank you! I have completely misinterpreted that column, thought it is for _plotting_ charts only and not for running strategies.

Cheers,

Tomas
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Old 10-03-2008, 03:03 AM   #4
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...and hi again: unfortunately the default look back period for ticks can not be smaller than 1 - i.e. i have to run on the previous day ticks - if i understand this correctly. Could this be changed?

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Old 10-03-2008, 08:31 AM   #5
NinjaTrader_Josh
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Tomas,

You will not be able to load less. One day's worth of tick data should not slow you down significantly. If your strategy is calculation intensive you can add this condition in the OnBarUpdate() to eliminate calculations on historical bars and improve load time considerably.

Code:
if (Historical)
     return;
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Old 10-03-2008, 08:40 AM   #6
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Thank you Josh. Indeed, it does a lot of calculations on ticks and a whole one (historical) day of ticks slows down the strategy startup incredibly.

Best,
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