Building Multiple Bar Intervals with Separate BarGenerators and ArrayManagers

Summary

This brief VeighNa forum exchange addresses how to work with five-minute and thirty-minute bars in one strategy. The suggested approach is to use two BarGenerator instances and two ArrayManager instances, allowing each interval to be aggregated and tracked separately. A second participant confirms that this is the approach they use.

The discussion provides a concise implementation direction, but no code, configuration details, or explanation of how to connect the generated bars to strategy decisions. It also does not compare this setup with alternative designs or discuss synchronization, data availability, or testing. Treat it as a basic pointer for a multi-timeframe workflow rather than a complete implementation guide.

Key ideas

• Use a separate BarGenerator for each bar interval.
• Pair each BarGenerator with an ArrayManager for its interval.
• The forum exchange confirms the approach but does not explain implementation details or alternatives.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.