Multi timeframe question

[oclop]

Hello,

when adding a new bars series to a strategy and defining the bar period (for example 30 minutes), the bars in the series are generated at the xx0000 times and xx3000 (e.g. 120000, 123000, 130000, 133000 etc ...).

I would like to know if it there is a way to add a bars series where the bars time stamps are offseted by a userd efined offset for example a 5 minute offset. Reproducing the example above, the bars would be generated with time stamps at 120500, 123500, 130500, 133500 etc ...

Thanks in advance for your help. Regards

[NinjaTrader_Dierk]

Unfortunately this is not supported. However, I would not see the value of this requirement since you always could add e.g. 5 mins to bar timestamp like:

DateTime newTimeStamp = Time[0].AddMinutes(5);

[oclop]

Hello,

Thanks for the answer,

the value of having that is that the OHLCV would be calculated based on a different time start and end period. It is not the same executing a strategy starting at 1300 with 30 mins bars than the same strategy starting at 1310 with 30 mins bars. The first bar for the first strategy (current NT implementation) would use the OHLCV from 12:30 to 12:59:59 and the second strategy would use the OHLCV from 12.40 to 13:09:59. All the indicators woul throw result in different values and consequently different trade decisions. This is the reason why I was asking if it is possible to build a bars object (OHLCV) with an arbitrary offset.

regards

[NinjaTrader_Dierk]

Thanks for clarification.

[oclop]

Is this something that could be supported in future NT releases? Is this a feature that is already in the roadmap?

Thx

[NinjaTrader_Dierk]

I'll add this to the list of future considerations. Unfortunately there is no ETA yet.

[Santi]

Hello,

Thanks for the answer,

the value of having that is that the OHLCV would be calculated based on a different time start and end period. It is not the same executing a strategy starting at 1300 with 30 mins bars than the same strategy starting at 1310 with 30 mins bars. The first bar for the first strategy (current NT implementation) would use the OHLCV from 12:30 to 12:59:59 and the second strategy would use the OHLCV from 12.40 to 13:09:59. All the indicators woul throw result in different values and consequently different trade decisions. This is the reason why I was asking if it is possible to build a bars object (OHLCV) with an arbitrary offset.

regards

Why dont you delay your windows clock the offset you want?