Multi instrument

[NinjaTrader_PatrickH]

Hello alexstox,

Thank you for your response.

You can see this in Output, that I attached earlier.

Correct, but how did you get the daily prints? The code you provided me only provides the weekly bars.

[alexstox]

Hello alexstox,

Thank you for your response.

Correct, but how did you get the daily prints? The code you provided me only provides the weekly bars.

well, I use this indicator in strategy script, where main series is Daily. Print() is in both indicator and strategy. Thats why there are rows from both in Output. Rows with "INDICATOR" word is from indicator script.

[NinjaTrader_PatrickH]

Hello alexstox,

Thank you for your response.

Are you applying the CloseWeekPer to a Daily chart as well? The strategy you provided does not print nor does it add the CloseWeekPer with a Daily interval.

[alexstox]

Hello alexstox,

Thank you for your response.

Are you applying the CloseWeekPer to a Daily chart as well? The strategy you provided does not print nor does it add the CloseWeekPer with a Daily interval.

Patrick, CloseWeekPer is indicator. I add it in strategy, where main instrument series is Daily.

[NinjaTrader_PatrickH]

Hello alexstox,

Thank you for your response.

The strategy named 'ATR' that you provided does not add the ClosePerWeek to it's code nor does it add anything that would print the Daily close information as you have designed.

[alexstox]

Hello alexstox,

Thank you for your response.

The strategy named 'ATR' that you provided does not add the ClosePerWeek to it's code nor does it add anything that would print the Daily close information as you have designed.

I didn't sent you strategy, I only sent indicator =)))

[NinjaTrader_PatrickH]

Hello alexstox,

Thank you for clarifying.

Can you send a test sample so I may investigate this matter further?

[alexstox]

Hello alexstox,
Thank you for clarifying.
Can you send a test sample so I may investigate this matter further?

Hello Patrick, so what you can tell me? I've sent you strategy earlier.

[NinjaTrader_PatrickH]

Hello alexstox,

Thank you for your follow up.

I am still looking into this matter on my end with your strategy.

[NinjaTrader_PatrickH]

Hello alexstox,

Thank you for your patience.

You have two input series, a Week and a Day series. The Day bars are not going to have the same value from the ClosePerWeek() indicator as the Week bars on the close of the of the week bar, as the Day bar is only looking at that day where the Week bar encompasses the entire week of data.

For example, compare the Open, High, Low, and Close of the Day bar on the closing day of the Week bar and you will see the Open, High, Low, Close is not the same as the Week bar.

[alexstox]

Hello alexstox,

Thank you for your patience.

You have two input series, a Week and a Day series. The Day bars are not going to have the same value from the ClosePerWeek() indicator as the Week bars on the close of the of the week bar, as the Day bar is only looking at that day where the Week bar encompasses the entire week of data.

For example, compare the Open, High, Low, and Close of the Day bar on the closing day of the Week bar and you will see the Open, High, Low, Close is not the same as the Week bar.

Patrick, please, advise me what to do.

Maybe I should add
if (BarsInProgress==2) //start BarsInProgress for weekly instrument only
{and here is everything with CloseWeekIndictor...
}

[NinjaTrader_PatrickH]

Hello alexstox,

Thank you for your response.

Well, your indicator works great on it's own using the week bar as it's input. So if this is the only value you need, then don't use the Daily bar as an input for the indicator.

[alexstox]

Hello alexstox,
Thank you for your response.
Well, your indicator works great on it's own using the week bar as it's input. So if this is the only value you need, then don't use the Daily bar as an input for the indicator.

Patrick, but I don't use Daily as input. As you see in indicator script
Add(MyInstrum1, PeriodType.Week, 1);
Than in strategy I only use string symbol as input for indicator. Main instrument data (not for indicator) still in Daily bars. Please comment.

[NinjaTrader_PatrickH]

Hello alexstox,

Thank you for your response.

Patrick, CloseWeekPer is indicator. I add it in strategy, where main instrument series is Daily.

This would then be used as the PeriodType for Add(CloseWeekPer(MyInstrum1));

[alexstox]

Hello alexstox,
Thank you for your response.
This would then be used as the PeriodType for Add(CloseWeekPer(MyInstrum1));

Please clarify. There are Major instrument, MyInstrum1 and MyInstrum2 in strategy ([0], [1], [2] respectively).