Multiple time frames and UserDefinedMethod

[ScottB]

Hi,

I have the following code

int barOffset = barOffset = (Historical || CalculateOnBarClose) ? 0 : 1;
Print(barsBack + " " + open[barOffset] + " " + high[barOffset] + " " + low[barOffset] + " " + close[barOffset] + " " + close[0] + " " + time[barOffset] + " " + Time[0]);

I am passing in several IDataSeries and an ITimeSeries and all the values are as expected except Time[0].

I thought that would give me the current time of the primary bar whereas it is giving me the time the current secondary bar will end.

I put the test indicator, which calls a UserDefinedMethod on a 5 tick range bar chart (6E). Because the times of the data series won't be even multiples of each other (3 minutes and 5 tick range), I want to make 100% certain I understand the nuances of how the data is handled.

So if it is 1344 and the last 3 minute bar is 1342, as expected, I get the OHLC of that bar along with the time 1342.

But as I mentioned above, I expected to get the time of the current bar in the range chart where the indicator is.

Any idea where I have the misunderstanding? Alternatively, if I wanted the time from a given bar on the primary chart, how would I code that?

[NinjaTrader_RyanM1]

Hi Scott,

Unless you have that within a BarsInProgress check, it will return Time[0] for all series whenever there is a bar update there.

If you only want to check within context of first series, add:

if (BarsInProgress == 0)
Print(barsBack + " " + open[barOffset] + " " + high[barOffset] + " " + low[barOffset] + " " + close[barOffset] + " " + close[0] + " " + time[barOffset] + " " + Time[0]);

Series relate to other series differently, depending on whether accessed from historical or real time context. This statement can help you see this for the first two series:

if (BarsInProgress == 0)
Print("Primary Series: " + Time[0] + " Secondary Series: " + Times[1][0]);

There are a couple diagrams that break this down in more detail here:
How Bar Data is Referenced

[ScottB]

Ryan, I suspect that is the issue since I called the method (which is defined in UserDefinedMethods) from the test indicator within a BarsInProgressCheck equal to the second data series.

If I understand this correctly, this is very good architecture in my opinion because it gives me a consistency within the method based on the context from which it is called.

Because I called it from within a BarsInProgressCheck, that is the context; perfect.

Thanks as always.

Scott