Error Calling Indi from other TF

["CJS"]

Hi,

I have created a Custom ATR.

If I load it in a daily chart gives a certain value.

I need to use this daily value in a multi time frame strategy. However, when I call the indicator from a 60 min time frame:

protectedoverridevoid Initialize()
{
Add(PeriodType.Day, 1);
}
protectedoverridevoid OnBarUpdate()
{
double Atr = MyATR(BarsArray[1],ATRAveragingPeriod)[0];
PrintWithTimeStamp("Atr: "+Atr.ToString());

}

It prints a similar but a diferent value to the value calculated directly by the indi loaded in the daily chart.

Why is this happening?

Thanks in advanced.

[koganam]

Hi,

I have created a Custom ATR.

If I load it in a daily chart gives a certain value.

I need to use this daily value in a multi time frame strategy. However, when I call the indicator from a 60 min time frame:

protectedoverridevoid Initialize()
{
Add(PeriodType.Day, 1);
}
protectedoverridevoid OnBarUpdate()
{
double Atr = MyATR(BarsArray[1],ATRAveragingPeriod)[0];
PrintWithTimeStamp("Atr: "+Atr.ToString());

}

It prints a similar but a diferent value to the value calculated directly by the indi loaded in the daily chart.

Why is this happening?

Thanks in advanced.

Do you have enough days loaded on your chart; more than ATRAveragingPeriod number of days?

["CJS"]

Hi Koganam,

Thanks a lot for your reply.

I am sure that this is not the problem.

I have made the same test with the normal ATR and also exists this issue.


Thankas,

[koganam]

Hi Koganam,

Thanks a lot for your reply.

I am sure that this is not the problem.

I have made the same test with the normal ATR and also exists this issue.


Thankas,

Another thought. Are your different timeframe bars synchronized? (Think of the effect of the COBC value on each BarsArray member). One way to find out would be to use more PrintWithTimeStamp() commands, each using a different hard-coded value for the period of the MyATR. That way you can compare what you expect to see to what is returned. That should probably isolate the disconnect.

["CJS"]

Hi Koganam,

I found out that the reason was causing the issue is that I use bid data. I have test it with Last type data and the problem is solved

Thanks a lot for your help.