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Setting different bar lengths

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    Setting different bar lengths

    When constructing a strategy, how do you set different bar lengths. for example, close of a 1 minute bar compared to the open of the current 30 minute bar, or day bar. Also, is the close of the current bar updarted at every tick?

    #2
    Hello,

    When constructing a strategy, how do you set different bar lengths. for example, close of a 1 minute bar compared to the open of the current 30 minute bar, or day bar.
    >>Please review this link:


    Also, is the close of the current bar updarted at every tick?
    >>Generally speaking yes if you have CalculateOnBarClose set to False:
    http://www.ninjatrader-support.com/H...BarClose1.html
    Note that if you are using multiple bar types this behaves a bit differently so you should review the previous multtimeframe link regarding this as well.
    DenNinjaTrader Customer Service

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      #3
      Thanks - another question

      Sometimes I use PAR SAR as triggers, which can trigger anywhere in the bar, but are relative the the value of the last bar. Is there a way to have the value reported at trade in backtesting be relative the to PAR SAR value of teh previous bar?

      Comment


        #4
        If you want the value of the previous bar use the [1] indexing. [0] is for current bar. [1] is previous bar. [2] is the bar before that. etc.
        Josh P.NinjaTrader Customer Service

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          #5
          Bars with different time frames

          With regards to using bars with different time frames - i.e. 1 minute bar and 5 minute bare in the same strategy, how is this done using the wizard - don't think I could write code at this point.

          Jeff

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            #6
            When you select an indicator you have a parameter called "Bars ago". Type in 1 or 2 etc. 0 is for the current bar.
            Josh P.NinjaTrader Customer Service

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              #7
              Bar times

              Ok - I think I have seen that, as in bars ago - but i did not see how to change the Bar length - for example close of current 1 minute bar greater than open of the current 5 minute bar

              Comment


                #8
                Multi-time frame strategies is not available in the Strategy Wizard. Unfortunately you can only access this through programming.
                Josh P.NinjaTrader Customer Service

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                  #9
                  uh ohhh

                  Looks like i have a steep learning curve - that can be added into a strategy made with the wizard after it is done right?

                  What are the best webinars to learn the rogramming side?

                  Jeff

                  Comment


                    #10
                    Jeff,

                    It can be done after the wizard. Unfortunately there are no webinars for the programming aspect. We have a webinar for how to do things with the Strategy Wizard though. It is held ever other Tuesday. Feel free to join us.
                    Josh P.NinjaTrader Customer Service

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