Update on MTF, single instrument BIP issues

[MXASJ]

I've been having some problems using multiple time frames in a strategy that trades a single instrument. For example, I want to look at 1 minute bars (and calculate indicators based on 1 minute bars COBC true), but enter and exit based on ticks. Or trail a stop based on ticks.

I think there was a time when Add(PeriodType.Tick) was the solution but searching this forum I see that some things may have changed and/or are in the process of changing.

What is the latest please? Do things such as backtesting with intrabar granularity etc etc still work as in the past or are there some new considerations?

Thanks.

[NinjaTrader_Bertrand]

MXASJ, the sample intrabar backtesting reference sample code is still current - the only limiation would be when using Set() methods you should submit to the primary bars object only, since the Set()'s would be evaluated on those.

[MXASJ]

Just so I'm clear, the best practice is to have a higher time frame for a higher BIP index, right? So:

BIP 0 - 1 Tick
BIP 1 - 1 Min
BIP 2 - 5 Min

Is OK but:

BIP 0 - 5 Min
BIP 1 - 1 Min
BIP 2 - 1 Tick

Is not recommended, right? Doesn't that present a challenge if you apply a strategy to a 5 min chart where you want, say, trail stops to trail on every tick?

[NinjaTrader_Bertrand]

Both would be ok, but if you use Set() methods in your code we recommend submitting to the primary series only.