multi-time frame optimisation

[eddi0505]

Hello! Optimising a multi time frame strategy with enabled optimisation of data series where:

Add(PeriodType.Custom4,500);
Add(PeriodType.Custom4,2500);
Add(PeriodType.Custom4,5000);

were added. Is my understanding correct that

1) custom4 should be betterrenko bars
2) only the first data series will be optimised, although I have 500 in there?

Many thanks!

[NinjaTrader_CodyB]

Hello,
If you have the BetterRenko Bars in the Custom4 slot then yes those would be BetterRenko Bars. You can check this by right clicking in the DataSeries settings with the BetterRenko bar selected and you can see in the set default which slot it would be. It would look like the example photo I have attached.

Only optimizing the base time series is supported. An unsupported option might be possible. You could look into adding a couple of different frames and then adaptively switching the BarsInProgress used in your code. Please see the following link on BarsInProgress: https://ninjatrader.com/support/help...inprogress.htm

[eddi0505]

Hi Cody, many thanks for your reply. Unfortunately I have discovered following discrepancy. When optimising (incl optimising data series) I see on the chart wrong entries where conditions are not met, Also, when doing backtesting I see the same. However, when going into the script and changing the first added series (from 500 to the backtesting value) and then backtest, chart and results are valid and consistent.

Therefore, I conclude that although you chose optimise the data series, the chart will probably look optimised, but not the entries and exits as they do not refer to the chart picture. I think the 500 is still used somehow as it is in the script and not replaced... and therefore entries are refered to the 500 chart, although different chart is show using optimising values...

Has anybody already come across the same problem?

[NinjaTrader_PatrickH]

Hello eddi0505,

Thank you for your response.

Do you have a strategy we could recreate this with?
Can you provide a screenshot of the discrepancy in the trades?