How to Refresh Historical Data Programatically

[Trader.Jon]

I see differences (in the entries mostly) between my strategy running on RealTime for a whole session and the results if I open a new chart at the end of the day and run the strategy on totally refreshed data. YES, there are better results on the historical data. I dont really put that down to 'slippage': I think there is more involved.

My gut feeling on this is a need to refresh historical data after the completion of each trade ('clean slate theory'), and it would be so nice to do that within the strategy without having to re-enable it. Any ideas on how that can be accomplished ??

I am open to any and all suggestions.

Jon

[NinjaTrader_RyanM1]

Hi Jon,

There's no supported technique for reloading data programatically. You can always manually reload but it's unfortunately not available through code.

[Trader.Jon]

Thanks Ryan ... I was thinking that was the answer, but I had hopes !!! Please ask the development team if they would at it to the 'maybe' column on their to-do-list?!

Jon

[kashmir]

Any news regarding this? I would appreciate this as well.

I've seen recently that Multicharts provides this functionality by mapping an instrument to a .CSV file and it works quite well. Is anything like this available or planned to be done on NT?

[NinjaTrader_RyanM1]

This is on our feedback list, but unfortunately we can't comment on when or if it will be implemented. Thank you for the suggestions and comments.

[Silver Dragon]

This is on our feedback list, but unfortunately we can't comment on when or if it will be implemented. Thank you for the suggestions and comments.

OK, Its been a year... Any word on when or if this will ever be implemented??

Thanks!

SD

[NinjaTrader_RyanM1]

Thanks for posting SD. I do not have an update but will be sure to add your vote to this request.

If you want to look into coding an alternative, check C# references for SendKeys. The keyboard shortcut for reloading historical data is Control + Shift + R.

[infin8loop]

Another vote here.

[NinjaTrader_Bertrand]

Thanks infin8loop, added into our tracking as well.

[infin8loop]

I see that trying the SendKeys.Send function is suggested in several places on the forum, but I couldn't find a working example of it. Here's how I was able to reload historical data from an indicator on a chart:

// Make sure chart window is active.
ChartControl.ParentForm.Activate();
// Ctrl-Shift-R = reload historical data.
SendKeys.SendWait("^+R");

Two important things to note:

1. SendWait() worked while Send() didn't.
2. The chart window needs to be the active window.

[ToMer_K]

Upvote managed reloading