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Indicators using multiple instruments/timeframes - cont'd

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    #16
    hi Chelsea,

    Thank you ... but I want it to work with CL 100-vol & ES-1000-vol ... which it still doesn't.

    From what I can see, once indicator A is called, it processes TF-0 (1 bar) then all the bars of TF-1 which are earlier than the next TF-0 bar, then Indicator B does the same, and we end-up with Indicator B using the same "future" value of indicator A for all the TF-1 bars, except the last one before its next TF-0 bar.

    I would suggest you make a feature request for R8 for this.

    Thank you for your efforts in trying to find a solution ... in the current state of affairs, I am giving-up on this, and will do all the calculations directly in my strategy, instead of using Indicators.

    Regards
    Dominique

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      #17
      Hello,

      I want it to work with CL 100-vol & ES-1000-vol
      Does this mean you would like to use a volume interval for these on your chart that are not set to the same interval?

      To clarify your feature request, would you like the OnBarUpdate calls of one indicator to syncronize with the OnBarUpdate calls of an secondary called indicator? This would be true even if the interval for these are not these same.

      Does this sound correct?
      Chelsea B.NinjaTrader Customer Service

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        #18
        hi Chelsea,

        Yes, it means I want to use any instrument /any timeframe for both dataseries, and when Indicator B "uses" Indicator A I want all dataseries to be synchronized between Indicator B and A - not only the 1st timeframe.

        BTW, this also applies to using an Indicator from a Strategy (replace Indicator B by Strategy X, or even closer to what I intended to do, use Indicator B from Strategy X).

        Regards
        Dominique

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          #19
          Hi Dominique,

          I want to thank you for your feedback. I am going to submit your suggestion for consideration for a future NinjaTrader release by our product development team.

          I will let you know when I have a tracking number for this suggestion.

          Thank you for your insight into improving NinjaTrader.
          Chelsea B.NinjaTrader Customer Service

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            #20
            Hello Dominique,

            I have an update about this inquiry.

            Bertrand has pointed me toward an indicator that may accomplish what you are attempting to do.

            http://www.ninjatrader.com/support/f...tid=-1&lpage=1

            Please see the Synched Series - public class SyncedDataSeries : DataSeries
            Chelsea B.NinjaTrader Customer Service

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              #21
              Thank you to both of you.

              This example is doing everything in a single Indicator, which is fine, but what I wanted to do was a little more complex, Indicator A doing a basic calculation & Indicator B doing a more elaborate one based on the values of Indicator A + both timeframes.

              Have a great week-end
              Dominique

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