Strategy - different time frames

[tonynt]

Hello,

I have a problem to write a condition in a strategy that refers to 2 different timeframes. I´ve seen in the supportpage the information to this matter but as the example there is different I don´t understand how to do it. I would like to say eg: "if RSI in a 5-Range-chart crosses it´s average and in the 15-Range-chart is Rising(EMA(14)) == true then go long."

I don´t understand what is to add in the Initialize-section and what in the conditions.

Thanks in advance for any info how to write this.

Best regards
Tony

[NinjaTrader_RyanM1]

Hello Tonynt,

There will be an underlying series and this is referenced with index [0] or BarsInProgress 0. This is the chart or the instrument selected that you apply the strategy to.

Any further series are added to the Initialize method. You then use BarsInProgress checks to define which series you're working with. Secondary objects are accessed with BarsArray

Let's say that the 5 range chart is your underlying instrument and your 15-range chart is secondary.

You add the statement below to the Initialize() method to add your secondary range series.
Add(PeriodType.Range, 15);

For your first condition you need to specify BarsArray = 0 to refer to the first object.
(CrossAbove(RSI(BarsArray[0], 3,1), SMA(RSI(BarsArray[0], 3,1), 14), 1))


For your second condition, you refer to BarsArray = 1 for the secondary series. Combining them together will look like this:

 
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[tonynt]

Thank you!

Thanks for your help. Have a great day!
Tony