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InLeadBars

Posted By maysec 3 Years Ago
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Posted Tuesday October 14 2014
This ought to be a trivial problem - I hope.

I am 'simulating' with a weekly frequency and have set in System Properties LeadBars to 50, and the Frequency to Weekly (1W),
yet SystemData.InLeadBars turns false after 10 bars (10 weeks ==> 50 days). My stock data was imported as daily data. Do I have to write any code or change other settings to make the system operate purely in 'weekly' mode ?

If SystemData.InLeadBars is counting days, I am concerned that the Indicators may be getting fed daily, not weekly data.

I'm sure I'm doing something stupid !

Thanks
Posted Thursday October 16 2014
I have created a new weekly system that just counts the number of lead in bars. System.NewBar() is being called at the weekly frequency, but the lead in bars are counted at my data's frequency i.e. daily. That is if I set Lead Bars to 25 (thinking it will plough through 25 weeks of data) it actually processes 5 weeks before SystemInLeadBars = false. 

Question: Does Lead Bars always refer to the bars that the data is stored in - or am I missing something.

thanks
Posted Friday October 17 2014
Yes, lead bars is always in the data frequency.

If you specify lead bars and a trade start date, then RightEdge needs to load the specified number of lead bars ending with the start date you specified.  Trying to calculate how far back it would need to go to get the correct number of bars in an arbitrary frequency would be quite tricky.

Thanks,
Daniel




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