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Multi-series help

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    Multi-series help

    Hi, I am new to Ninja Trader however I am a proficient C# developer and certified DBA.

    I've been looking around to see how it would be possible to implement an automated trading strategy which utilizes 2 or 3 series.

    For example, many traders who trade intraday would be looking at 1x series time based chart, for example a 30 second minute chart and comparing the movements or trends with a longer time scale chart, for example, this may be coupled with a 5 minute chart and a 15 minute chart to get a better reading of the market trend.

    Now at the point where I see my trigger patterns on the 30 second chart, for example, I see that I have a particular pattern of bars and the bar that had just closed is above some EMA's, How would I be able to access the exact values of the EMA's let's say in the 5 minute or 15 minute charts at this precise point in time with regards to the exact trading price or XLast?

    I know I would have to select, calculate on barclose for the 30 second chart to True and false for the other series, however I have not found any solid example of how to access the other series values from my 30 second chart.

    I need to do this so that I can confirm a trend or identify a pattern.

    Is this possible? Any help in the right direction would be appreciated. Even if it is a sample script that maybe almost unrelated but shows the ability to access the precise values of the other series at that instant.

    Many thanks in advance.

    David

    #2
    Hi David,

    Welcome to the NinjaTrader forums! Yes this is possible in multiseries framework, available in indicators and strategies. You can see a sample built into all installations with Tools > Edit NinjaScript > Strategy > SampleMultiTimeFrame.

    Documentation on this feature is here:


    You would never dynamically set CalculateOnBarClose setting. The bar referencing model in multiseries scripts changes depending on whether you're using it in historical/cobc = true setting or real time/cobc = false. This is detailed in the link above. See the section: How Bar Data is Referenced
    Ryan M.NinjaTrader Customer Service

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