Introducing Daily filter (Multitimeframe) to an existing strategy

[stefy]

Hi

I developed a strategy (intraday bars), and I simply need to add a filter based on the SMA(ATR) on a DAILY basis.
I thought it was easy
In Initialize() I added:

Add(PeriodType.Day, 1);
ATRDaily = new DataSeries(this);
SMAATRDaily = new DataSeries(this);

In OnBarUpdate():
ATRDaily.Set(ATR(BarsArray[1], 14)[0]);
SMAATRDaily.Set(SMA(ATRDaily, 200)[0]);

Then, in my trading conditions:
if(my conditions
&& ATRDaily[0] > SMAATRDaily[0])
EnterLong

The system doesn't trade at all! Without my DailyATR condition it traded daily, and I can see many occasions when also my last condition was verified.
I guess something is wrong in the code, but what?

Thank you

Stefy

[NinjaTrader_JoshP]

Try printing out values for your ATRDaily and your SMAATRDaily. Might as well add a print inside your if-statement too. If the print inside your if-statement never prints then your condition is never evaluating to true. That would be a show stopper. See if that is the case.

If it is not the case then try using TraceOrders = true to see what the deal is with the orders and why they are either being ignored/cancelled/etc.

[stefy]

The issue is apparently much simpler - I'm using Gain as data provider, which doesn't offer daily data.
If I switch to equivalent minute data, it works fine.

[NinjaTrader_JoshP]

Great. Glad you got it resolved.