Multi-time frame strategy - Longer-term real-time calculations

[Shansen]

All,

Here's a curly one. Where a custom NinjaScript multi-time frame strategy has primary bars of say 5min and secondary bars of say 60mins (generally longer-term), is it possible to have the longer-term secondary bars calculate real-time while the primary bars calculate on bar close?

I've designed indicators that operate separately on the two different time frames, and intended to bring them together with a multi-time frame strategy. The longer term indicator is "CalculateOnBarClose = false;" while the short-term indicator is "CalculateOnBarClose = true;". The strategy script that combines these two indicators and operates with the primary bars as 5min is "CalculateOnBarClose = true;".

At this stage, I've only run this strategy on historical data. Understanding that this strategy would have to be run in real-time to be correctly tested, is it likely to work, or possible?

As always, thanks
Shannon

[NinjaTrader_Bertrand]

Hi Shansen, for backtesting purposes you might want to look at this sample here - http://www.ninjatrader-support2.com/...ead.php?t=6652

In realtime you could work with FirstTickOfBar and CalculateOnBarClose set to false, then you can reference your 5 min calculations in this wrapper and the 60 min ones outside of it. Of couse you would have to reference one bar back more in the first case to compensate for calling the calculations on the open of the next bar.