Add(WMA(8)) error

[traderjh]

Hello,

I read NT guide carefully but I got argument value error at Add(WMA(8)) and I couldn't figure out what I am missing. Can you shed light on this? I just want to see the values from WMA in 3 timeframes on the 5 min chart.

Thanks,
-traderjh

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Gui.Chart;
#endregion
namespace NinjaTrader.Indicator
{
    [Description("Show WMA")]
    public class ShowWMA : Indicator
    {
        #region Variables
        #endregion
        protected override void Initialize()
        {
                        Overlay = false;
			Enabled = true;
			CalculateOnBarClose = false;
			Add(PeriodType.Minute, 30);
			Add(PeriodType.Minute, 60);
			Add(WMA(8));
        }
        protected override void OnBarUpdate()
        {
				DrawTextFixed("wma",
				"WMA0: " + WMA(BarsArray[0],8)[0] +
				"\nWMA1: " + WMA(BarsArray[1],8)[1] +
				"\nWMA2: " + WMA(BarsArray[2],8)[2]
				,TextPosition.TopLeft,Color.Yellow,new Font("Arial", 12),Color.Black,Color.Black,10);
        }
        #region Properties
        #endregion
    }
}

[NinjaTrader_Bertrand]

traderjh, adding indicators in for display would unfortunately only for for strategies - here's a tip that would go over the details - http://www.ninjatrader.com/support/f...ead.php?t=3228

You can add the other timeframes though in for your indicator script and calculate the WMA's on each barsarray in the BarsInProgress == 0 for this indicator, so the primary series where you plots would be run in.

[traderjh]

It works in strategy and now...

Thank you for the reply and the link! I put the code in strategy and it worked.

Now, I need clarification on pointing to right timeframe. I tried WMA(4)[1], WMA(4)(0) Plots[1] etc and I still get errors. What is the proper syntax for pointing?

Many thanks.

protected override void Initialize()
        {
                Overlay = false;
		Enabled = true;
		CalculateOnBarClose = false;
                WMA(8).Plots[0].Pen.Color = Color.Yellow; [B]// point to 5 min(primary)[/B]
		WMA(8).Plots[0].Pen.Color = Color.Red;  [B]// point to 30 min[/B]
		WMA(8).Plots[0].Pen.Color = Color.Blue; [B]// point to 60 min[/B]
		WMA(8).Plots[0].Pen.Width = 3;  [B]// How can I point this to all timeframes?[/B]
		Add(PeriodType.Minute, 30);
		Add(PeriodType.Minute, 60);
		Add(WMA(8));
        }
        protected override void OnBarUpdate()
        {
		DrawTextFixed("wma",
		"WMA0: " + WMA(BarsArray[0],8)[0] +
		"\nWMA1: " + WMA(BarsArray[1],8)[1] +
		"\nWMA2: " + WMA(BarsArray[2],8)[2]
		,TextPosition.TopLeft,Color.Yellow,new Font("Arial", 12),Color.Black,Color.Black,10);
        }

[NinjaTrader_Bertrand]

traderjh, plotting from a strategy directly would need another technique, which is detailed here in this sample - http://www.ninjatrader.com/support/f...ead.php?t=6651

I've attached this example customized for your use and timeframes, so it can hopefully serve as a good base for future works.

[traderjh]

Close instead of High

Many thanks!

You mentioned in the code that StrategyPlot(0).Value.Set(WMA(8)[0]); is only set to High value. Is there a way to use Close instead of High? I tried Close[0](WMA(8)[0] and it doesn't work.

Regards,.
-traderjh

[NinjaTrader_Matthew]

Hi,

You can control that using the following:

			StrategyPlot(0).Value.Set(WMA(Close, 8)[0]);
			StrategyPlot(1).Value.Set(WMA(Closes[1], 8)[0]);
			StrategyPlot(2).Value.Set(WMA(Closes[2], 8)[0]);

Alternatively, if you wanted to use the Low for example:

			StrategyPlot(0).Value.Set(WMA(Low, 8)[0]);
			StrategyPlot(1).Value.Set(WMA(Lows[1], 8)[0]);
			StrategyPlot(2).Value.Set(WMA(Lows[2], 8)[0]);

[traderjh]

lines are bit off....

Hi,

The lines aren't aligned as I want. You can see two sets of indicator WMA and strategy WMA on the chart to compare moving average lines. The strategy WMA lines are off and not smooth. How can I set this code(last two plots) to point to 30min and 60min instead of 5min. See attached picture below.

Thanks,
-traderjh

[NinjaTrader_Bertrand]

traderj, so are the values actually incorrect for you? I would not expect them to be smooth but showing a stairstep effect, as you really calculate on the higher timeframe and only have a datapoint then every x bars only when viewed from the lower one.

[traderjh]

all three pointing to one timeframe

traderj, so are the values actually incorrect for you? I would not expect them to be smooth but showing a stairstep effect, as you really calculate on the higher timeframe and only have a datapoint then every x bars only when viewed from the lower one.

See the values of minutes in indicator dialog window in attached picture here. I am using SampleStrategyPlot2 to test and all three strategies are pointing to 5 minute. I want one strategy to point to one 5 minute, next strategy should point to 30 minute and the third strategy should point to 60 minutes. Let me know if I am not clear enough.

Thanks.

[NinjaTrader_Bertrand]

That's unfortunately not correct in understanding - the strategy script uses 3 indicators it adds to the primary series - that's your 5 min here for all 3. It would then populate those indicator plots with values from your added series / timesframes in the strategy - those would not come through in indicator plot series from the UI. So the indicator itself is just a placeholder to allow the strategy to plot.

[traderjh]

Thanks for your reply. Ok. I understand.

Are there any other techniques to retrieve data from 2nd and 3rd timeframes's indicators?

[NinjaTrader_Bertrand]

You're welcome, those would be the techniques available - however if you don't need the strategy for execution the same would be done easier as well directly from an indicator, which also could add in series and then directly plot, so in essence the same multi series concept could be used.

Further script examples would be preinstalled with NT under the SampleMultTimeFrame and SampleMultiInstrument strategy scripts. The complete framework available would be documented here -

http://www.ninjatrader.com/support/helpGuides/nt7/multi_time_frame__instruments.htm

[traderjh]

Will this work?

Ok...

Based on my understanding from NT's guide under multi-time frame and instruments, is this workable to get WMA prices from each 5, 30 and 60 minute timeframe instead of using Add(StrategyPlot)?

// in 5 min chart
Add(PeriodType.Minute, 30);
Add(Instrument.FullName,PeriodType.Minute,30,Marke tDataType.Ask);
Add(WMA(8)); <<< (Need something to indicate connection to above)

Add(PeriodType.Minute, 60);
Add(Instrument.FullName,PeriodType.Minute,60,Marke tDataType.Ask);
Add(WMA(8)); <<< (Need something to indicate connection to above)

Thanks again.

[NinjaTrader_JC]

Hello traderjh,

You would not be able to as you would not have access the the BarsArray object that you would need to reference the different time frames. So you would only be able to add the Indicator to the Primary Series.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?barsarray.htm

You may add another Strategy Plot and then inside of OnBarUpdate() use the WMA(BarsArray[1], 8)[0] to set the value of the Strategy Plot to the value of the Indicator so you can still see the plot of the chart.

Let us know if you have any further questions.

[traderjh]

Chart compared

Hello all,

Please bear with me.

I attached a picture of two charts for your review. In the picture:
Left chart has regular indicator of WMA 8 in each 5, 30 and 60 minutes timeframe, It is good.
Right chart has SampleStrategyPlot2 with WMA 8 and it only points to 5 minutes. Not pointing to 5, 30 and 60. Even it uses BarsArray[0], [1] and [2]. See below part of code.

StrategyPlot(0).Value.Set(WMA(8)[0]); // this points to 5 minutes and is good
StrategyPlot(1).Value.Set(WMA(BarsArray[1], 8)[0]); // this should point to 30 minutes
StrategyPlot(2).Value.Set(WMA(BarsArray[2], 8)[0]); // this should point to 60 minutes

Let me know if I am not clear enough. Can you show the correct code to get each timeframe WMA price?

Many thanks!
-traderjh