Multiple data series for Range Bars

[jriverac]

Hallo,

I have a strategy that runs on a 5min chart. I coded a secondary timeframe of 1 min for exits, and it works just fine.

Then I apply the strategy to a 10 rangebars chart, and change the code for the secondary timeframe to be 5 rangebar (Add(PeriodType.Range,5). The rest remains the same.

That does not work. No executions whatsoever.

Any idea why?

Thanks
Juan

[NinjaTrader_Brett]

Hello,

Thanks for the note.

Can you please check in the log tab in the control center to make sure the strategy is being enabled?

I look forward to assisting you further.

[jriverac]

There is nothing unusual in the logs, the strategy is enabled.

As soon as I remove the 5 rangebar, I see all executions, as soon as I add it, nothing...

Could it because the chart is 10 range and the second timeframe is smaller?

Thanks

[NinjaTrader_Brett]

Hello,

Really not sure at this point. Have you tried adding in some Print() statements and checking output to make sure that everything is running as you suspect? Other then that I would need to see the code to get a better idea of whats going on. If you are open to do this let me know I will send instructions on how to send this to me.

I look forward to assisting you further.

[jriverac]

I did a test on a simpler strategy and get the same behaviour. This is the code for the test strategy:

protectedoverridevoid Initialize()
{
CalculateOnBarClose = true;
Add(EMA(1));
Add(EMA(10));
Add(PeriodType.Range,5);
}

protectedoverridevoid OnBarUpdate()
{

if (BarsInProgress==0)
{

if (CrossAbove(EMA(1), EMA(10), 1))
{
EnterLong(1, "");
}

if (CrossBelow(EMA(1), EMA(10), 1))
{
EnterShort(1, "");
}

}
}

When applied to a 10 range chart, it shows no executions. As soon as I remove the Add(PeriodType.Range,5); line, it shows them all.

Any ideas?

Thanks for the help

Juan

[NinjaTrader_Bertrand]

Juan, I see no reason why this would not work and can't reproduce it here on a ES 10 Range chart - are you 100% sure the plot executions are enabled in each of your tests? Which NT7 build are you working with here (Help > About to check)?

Thanks,

[jriverac]

Hallo Bertrand,

It is quite weird why it does not work. But if I remove the
Add (PeriodType.Range,5); it works.
If I add it, it doesn´t.

I am using the last build.

I am quite lost and confused and you cannot reproduce.

Juan

[sledge]

Print statements!

Try 2 instead of 10

I did a test on a simpler strategy and get the same behaviour. This is the code for the test strategy:

protectedoverridevoid Initialize()
{
CalculateOnBarClose = true;
Add(EMA(1));
Add(EMA(10));
Add(PeriodType.Range,5);
}

protectedoverridevoid OnBarUpdate()
{

if (BarsInProgress==0)
{

if (CrossAbove(EMA(1), EMA(10), 1))
{
EnterLong(1, "");
}

if (CrossBelow(EMA(1), EMA(10), 1))
{
EnterShort(1, "");
}

}
}

When applied to a 10 range chart, it shows no executions. As soon as I remove the Add(PeriodType.Range,5); line, it shows them all.

Any ideas?

Thanks for the help

Juan

[NinjaTrader_Brett]

Hello,

Still works on my side with your test code. Really not sure whats going on at this point. Might be worth while if you email me to support at ninjatrader dot com and reference this forum post and I can setup a remote session where I remote in to your PC.

I look forward to assisting you further.