BIP on multi time frame

[zachj]

For backtestnig purposes, if I have two time frames(Index 0 is 5min and Index 1 is 1min), and I'm using Index 0 for the SMA conditions for entry and I'm using Index 1 to see that there was a higher swing that formed before an entry can take place.

Should the main time frame Index 0 always be specified for the BIP. BIP==0. Or what controls which Index should designated for BIP and which one should use BarsArray?

[NinjaTrader_CalH]

Hi Zachj,

Thank you for your post.

The BarsInProgress should be used when you want to filter out your logic based on the bar update that comes through, either the 5 min or 1 min in this case.

The BarsArray would be used to access the data from that particular array either the 5 min or 1 min. The primary or main time frame will always have the index of 0.

Let me know if I can be of further assistance.

[zachj]

In my example below using the sma and the swing I really want to filter based on both Indexes, so which one would I use? Or should I possibly have a seperate BIP for each condition?

[NinjaTrader_CalH]

Zachj,

You would want to have a BIP separate for each condition.

[zachj]

Ok how about a condition such as..

if(Closes[1][0] < MIN(Lows[2],3)[0])

[1] is for 1min time frame [2] is daily time frame. My main time frame is 5min but not used in this particular line of script.

Which BIP should I use here?

[NinjaTrader_Brett]

You use the BIP that you want this calculation to trigger on.

For example you want the calculation to occur every 5 minutes you use the 5 minute BIP, if you want every day you use the daily BIP and so on.