Multi Timeframe - Limiting No. of Bars to Process

[Griesha_uk]

For Context: I am new to the C# language but have many years in programming procedural languages and, more recently, some experience in Java Script (relating to the eSignal charting environment).

My Query: I am developing a (somewhat complex) indicator designed to plot in a 1Minute timeframe. I now wish to add some logic to compare the current price to both the 50 & 200day SMAs. However, I don't wish to have to process 200 days worth of 1 minute bars just to get the 200 day SMA. My current understanding is restricted to knowing how to (simply) Add() the .Day series for the instrument.

How would I best achieve my requirement? A few lines of sample code please.

Many thanks. G

[NinjaTrader_PaulH]

Hello Griesha_uk,

Thanks for your post and welcome to the forums.

To get a 200 day and 50 day moving average you need to have more than 200 days of daily data to process. As this would be on a 1 minute chart indeed you would have a lot of minute bars to process (at least 288,000!!).

What might be more efficient would be to capture the 200 period and 50 period values off of a daily chart with an indicator that could write that indicator's current day 200 and 50 moving average values to a text file, then have an another indicator on the 1 minute chart read that file and plot a horizontal line to represent each plot. I suspect you are not expecting these lines to change significantly during the intraday session so you could read them just once on say the session break.

We have a working example of read and write indicators here:
http://ninjatrader.com/support/forum...ead.php?t=3475
http://ninjatrader.com/support/forum...ead.php?t=3476