Multi Series - Same periodicity

[bukkan]

hi,
this is a simple Multi series indicator which prints the close of the last bar. the secondary series is of the same instrument, with a periodicity of 10 minutes.

Now in realtime environment this works fine if charts periodicity is anything other than 10 minutes. But if the charts periodicity is set at 10 minutes a null object is encountered.

am i missing something?

thanks in advance.

Edit: it seems NT cannot show charts with the same data series. thats the only possible explanation for the behavior.

[NinjaTrader_JoshP]

Thanks bukkan. We will look into it.

[maxima]

I think I hit similar problem today when on historical backtesting a bit of code works fine but throws a lot of NulRef exceptions on simple Close object inrealtime connection.

the code based on 2 main time-frames and three tick series.

[NinjaTrader_JoshP]

maxima,

Not sure if your issue is the same as bukkan's. If you have a simple as possible reference that can reproduce the scenario, can you please open a new thread and post the details in there? Thank you.

[maxima]

Thank you. Posted: http://www.ninjatrader-support2.com/...957#post140957

[KBJ]

hi,
this is a simple Multi series indicator which prints the close of the last bar. the secondary series is of the same instrument, with a periodicity of 10 minutes.

Now in realtime environment this works fine if charts periodicity is anything other than 10 minutes. But if the charts periodicity is set at 10 minutes a null object is encountered.

am i missing something?

thanks in advance.

Edit: it seems NT cannot show charts with the same data series. thats the only possible explanation for the behavior.

I had a problem manually a second data series for the same instrument with the same period to a chart, so I'd guess that's why you can't do "Add(PeriodType.Minute,10);" on a 10-Min chart.

[KBJ]

That being said, I decided to try it again, and noticed that it gives me the error message, but leaves the duplicate data series on the chart.

Is this a bug, or is the error message itself in error?

Edit: Note the two data series have different session templates (the top one is "Default 24/5" and the bottom one is "<Use instrument settings>").

[bukkan]

I had a problem manually a second data series for the same instrument with the same period to a chart, so I'd guess that's why you can't do "Add(PeriodType.Minute,10);" on a 10-Min chart.

ya i found out that. but is it a bug, or by default. thats my question. Had it been default, Josh wouldnt have said he is looking into the issue. so i am still keeping finger crossed

[NinjaTrader_JoshP]

KBJ,

Please provide exact steps on how you created the chart like that. That is a bug, but I was unable to reproduce.

bukkan,

Issue you reported is a bug and is fixed in the next version.

[bukkan]

KBJ,

Please provide exact steps on how you created the chart like that. That is a bug, but I was unable to reproduce.

bukkan,

Issue you reported is a bug and is fixed in the next version.

thanks Josh for the clarification.

regards,

[KBJ]

Please provide exact steps on how you created the chart like that. That is a bug, but I was unable to reproduce.

Josh: I was able to easily reproduce with V7B6 (haven't tried B7 yet), even after restarting NinjaTrader.

1. Created new chart
2. Double clicked on instrument ES 03-10
3. Clicked OK.
4. Clicked on Data Series on chart window.
5. Double clicked on instrument ES 03-10
6. Clicked OK. (data series window goes away)

And I ended up with two 1-Minute data series of ES 03-10 on the same chart... no error messages.

The error message only seems to happen if I click on "Apply". For instance:

1. Created new chart
2. Double clicked on instrument ES 03-10
3. Clicked OK.
4. Clicked on Data Series on chart window.
5. Double clicked on instrument ES 03-10
6. Clicked Apply.
7. Clicked OK. (Error message displays.)
8. Clicked OK (to make error message go away.)
9. Clicked Close. (data series window goes away)

And I again ended up with two 1-Minute data series of ES 03-10 on the same chart (with no additional error messages.)

[NinjaTrader_JoshP]

KBJ,

On my end in B6 and B7 on step 6, the Data Series window does not close and tells you you cannot have two of the same series right then and there.

Please install B7 and make sure you delete any chart templates and chart series templates you may have and try again. Thank you.

[Jean-Marc-Molina]

We have an issue with the fact that Ninja Trader 7 New Beta R7 doesn't allow to have 2 data series with the same periodicity in a strategy.

Here is the issue :

We have a multi timeframes strategy and we want to make sure it will execute on 15 min bars with contextual filters based on 30min and 60 min bars. The only way we can (almost) be sure that the strategy will run on these timeframes is to set timeframes with
Add(Period.Type.minutes,15)
Add(Period.Type.minutes,30)
Add(Period.Type.minutes,60)

With the new version, if we keep that approach, we cannot put the dataseries value to 15 in the strategy panel or strategy analyzer panel when we launch them.

There is an error message :

WARNING: Strategy 'AMRET_LONG_V00' may have duplicate Bars objects. Please ensure all Bars objects are unique when using a multi-series script.

We could take care that the dataseries value in the backtest or strategy panel is different, but in this case it is quite difficult to analyse trades in the chart of the strategy analyzer, because the Dataseries Timeframe displayed in the strategy analyzer chart is different than the one on which the main timeframe strategy is executed.

In my opinion, allowing to have different bars (BarInProgress number) representing the same timeframe was useful.

[NinjaTrader_JoshP]

Jean-Marc-Molina,

What was possible before was bugged. If you were able to do it, it had serious adverse effects under the hood. You will not be able to have multiples of the same series. If you wish to analyze 15min, just have 15min as the primary and not have it in the Add() method.

We would recommend user education on how to use your script instead of trying to force bars objects. Forcing bars objects in the manner you were doing is inefficient with resources.

[Jean-Marc-Molina]

Jean-Marc-Molina,

What was possible before was bugged. If you were able to do it, it had serious adverse effects under the hood. You will not be able to have multiples of the same series. If you wish to analyze 15min, just have 15min as the primary and not have it in the Add() method.

We would recommend user education on how to use your script instead of trying to force bars objects. Forcing bars objects in the manner you were doing is inefficient with resources.

Thank you for the fast answer.

I understand. However, that was quite useful to avoid user input mistakes on dataseries value when launching real strategies.