Multi Series - Same periodicity

[NinjaTrader_JoshP]

Jean-Marc-Molina,

What you can try is when you are adding the strategy, in the strategy selection window, just right click and select "Save default" and set a default with a default period interval for that strategy. Any time you add the strategy, it will default to that.

[KBJ]

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.

Josh: I could not get this to happen on V7B7.

[Jean-Marc-Molina]

Jean-Marc-Molina,

What you can try is when you are adding the strategy, in the strategy selection window, just right click and select "Save default" and set a default with a default period interval for that strategy. Any time you add the strategy, it will default to that.

Thank you Josh.

[dave1992]

Jean-Marc-Molina,

What you can try is when you are adding the strategy, in the strategy selection window, just right click and select "Save default" and set a default with a default period interval for that strategy. Any time you add the strategy, it will default to that.

Yes, you might try and do that, but as far as I can tell, in the odd case where you've never set a default and your strategy adds a 1 min series, it'll never compile properly to give you the strategy window to set the default to fix the problem. You have to set your 1 min in the strategy to something else like 3, compile, set the def to whatever it is, go back, set to 1 in the strat, and recompile.

To be honest, the whole execute every 'initialize' every time you recompile throws up all sorts of things which can be a hassle. Especially if your initializes do a lot like mine. It would be nice if you could switch it off so that the only one executed is the last one in the window, or default.

[NinjaTrader_JoshP]

dave1992,

Not possible. Initialize() is triggered multiple times for internal reasons.

[dave1992]

dave1992,

Not possible. Initialize() is triggered multiple times for internal reasons.

Oh, yeah, I guessed that. It would be nice if there was some way around this though, like supplying a flag to initialize to tell you whether it's internal exec, or 'proper' exec. I guess the internal exec is only to get the strategy parameter window up. It would also be very useful if it didn't execute any intialize on compile. After all, compile is compile, not run ;-)

[NinjaTrader_JoshP]

Compile doesn't trigger any Initialize() methods by itself. You likely have the script up and running somewhere and it got reloaded or some UI that triggered it open.

[dave1992]

Compile doesn't trigger any Initialize() methods by itself. You likely have the script up and running somewhere and it got reloaded or some UI that triggered it open.

Well, yeah, if you're compiling regularly you're almost certain to have the strategy analyzer open...

[KBJ]

It would be nice if there was some way around this though, like supplying a flag to initialize to tell you whether it's internal exec, or 'proper' exec. I guess the internal exec is only to get the strategy parameter window up. It would also be very useful if it didn't execute any intialize on compile. After all, compile is compile, not run ;-)

dave1992: Sounds like a request that I made a couple of weeks ago for a supported interface to be able to tell the difference between the various calls that get made to the Initialize method: http://www.ninjatrader-support2.com/...3&postcount=11

[NinjaTrader_JoshP]

dave1992,

Then for sure you will hit Initialize(). To populate the strategy selection requires it.

[dave1992]

dave1992: Sounds like a request that I made a couple of weeks ago for a supported interface to be able to tell the difference between the various calls that get made to the Initialize method: http://www.ninjatrader-support2.com/...3&postcount=11

Thanks, I replied on that thread. It would indeed be very useful.

[bukkan]

Hi,
The attached indicator draws an arrow at a specified time based on the secondary series.

the chart is set at 2 minute timeframe and a secondary series of one minute is added by the indicator.

now the arrow position is not consistent. see attached pics for more. am I missing something?

any help would be appreciated.

regards

[Elmi]

MACDBBLines (custom Indicator) wrong display on NT7B7

MACDBBLines (custom Indicator) wrong display on NT7B7, close to start of historical bays.

[maxima]

dave1992: Sounds like a request that I made a couple of weeks ago for a supported interface to be able to tell the difference between the various calls that get made to the Initialize method

same here... Initialize triggers even if the indicator is not used anywhere.. I have an indicator which open WPF form on its Initialize and this window pops every time I open the Indicators window on a chart

(NOTE: it pops up even if my indicator is not used and the chart is completely new and has no indicators and there is no other charts nor strategies and there is no other workspaces open).

[Final]

Multi Series - Same periodicity

,

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.

Removing the option to add multiple series with the same periodicity has very series effect on old and new strategy code.

See this use case:
Strategy trade the main time frame but has 2 additional filters usually higher time frames (e.g. Higher time frame SMA slope higher), now the 2 filters time frames are configured by the user using parameters.

If the code need to handle the case that the user (or optimizer) will pick the same time frame for one or two of the additional time frame this become ugly.

It need to figure which additional series to add and which was already added and then in the strategy code in need to reference the correct series in the correct BIP which is now dynamic.

In addition it may pop some problems in execution as execution are now moved from one BIP to another on order of event may changed, I am not sure what effect it may cause in some extreme cases.

It generate so much unnecessary code which is hard to test as it is unique cases where the parameters hit certain values, this is heavy and unnecessary burden on the strategy programmer.

Now I am not sure what is the problem you are facing with duplicate series but if this is resources then this is not a good reason, 1) code should be first correct and then efficient 2) NT can use the same series and call OnBarUpdate() with the same series 3) If the strategy programmer care for the extra efficiency he can add this additional code and avoid the duplication, NT should not force that.

Hope it is clear if not let me know, I have more use cases to explain the problem.

Muly