Multi-Timeframe: Drawing on minute using daily data

[puravida]

Hi community,

i like to draw some lines on a 3min chart using calculations made from daily bars.

My problem:
As soon as i am using the 30 daily bars to calculate the values for the lines, the 3 minute chart seems to need the full 30 days on the minute chart loaded (which is not what i want, since it makes working with IB real pain). How can i ensure that the values get calculated from the existing historical data, without making a new request to the minute data?

thanks for reading.

PuraVida

[NinjaTrader_ChelseaB]

Hello puravida,

Thanks for your post.

This would not be possible. DataSeries used for indicators are synced. This means that if you add a secondary series to a script the number of days to load will be the same for both. It is not possible to load 5 days of one series and 30 days of another in the same indicator.

[Harry]

Hi community,

i like to draw some lines on a 3min chart using calculations made from daily bars.

My problem:
As soon as i am using the 30 daily bars to calculate the values for the lines, the 3 minute chart seems to need the full 30 days on the minute chart loaded (which is not what i want, since it makes working with IB real pain). How can i ensure that the values get calculated from the existing historical data, without making a new request to the minute data?

thanks for reading.

PuraVida

You would need to code a multi-timeframe indicator. AFAIK, you cannot achieve this by adding daily data via the Add() method. However, there is workaround, if you load daily bars asynchronously by using the technique that has been chosen for the NinjaTrader pivots indicator. It would even be possible to "preload" daily bars. That technique would allow you to display indicator values calculated from daily bars (let us say the last year) on a 3-min chart with a lookback period of 3 days. Not so easy to implement.

[puravida]

Is there some kind of template for this or could you show how it could be done in an example?

Many thanks in advantage.

[Harry]

Is there some kind of template for this or could you show how it could be done in an example?

Many thanks in advantage.

I have seen an example, but cannot currenty retrieve it.