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Trying to build a MultTimeFrame SuperTrend

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    Trying to build a MultTimeFrame SuperTrend

    Greetings!

    I have been using the TradingStudies SuperTrend v2.3 (TSST) in my strategy development for some time, and would like to have a MultiTimeFrame version available in the strategy so to eliminate the need for BarsInProgress additions within the strategy.

    Several other indicators I have been able to complete that task, but with TSST I am having difficulties. The indicator I wrote up (the latest attempt attached) I added in the BIP, and changed the 'Input' to BarsArray[1], and other minor changes but the graphing and values are not true to comparison on a the same data series. The indicator is modified to plot dots on BIP==1 which is Range 5.

    I need this modification as a reference to the strategy previously built to assure same backtesting results and development.

    Attached is screen shot of Range 5 charting with the standard TSST and the MTF modified mtfTSSTr5 (dots), and zips the original version I made of the TSST and also the mtfTSSTr5: exported NT7 R1

    Any assist is greatly appreciated,
    Jon
    Attached Files

    #2
    Jon, please start simple and verify functionality before trying to turn a complicated indicator into a MTF indicator inside a strategy.
    AustinNinjaTrader Customer Service

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      #3
      Austin,

      That is exactly what I am trying to do ... the chart is from running the 'standard' version of TSST versus the mtf version. BOTH are based on charting on 5 range.

      If you know of a simpler way to verify functionality please be specific in suggestions.

      TIA!
      Jon

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        #4
        Jon, unfortunately I'm not familiar with these scripts. I would recommend contacting the author of the script for assistance.
        AustinNinjaTrader Customer Service

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          #5
          Originally posted by NinjaTrader_Austin View Post
          Jon, unfortunately I'm not familiar with these scripts. I would recommend contacting the author of the script for assistance.
          Austin,

          Thanks for the suggestion. I will try to do that again. Previous attempts with contacting the author about other matters were non-productive, but I will try again.

          Jon

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