Multi Timeframe

[tblock]

1. Is BarsSinceEntry always with respect to the primary bars object? Currently, 5 min is primary and 1 min is secondary. BarsSinceEntry(1, "", 0) is always in terms of the 5 min object.

2. Is the look back period for CrossAbove/CrossBelow with respect to each data point? e.g. on the previously stated bars object config,

CrossAbove(MACD(Closes[0], 12, 26, 9), MACD(Closes[1], 12, 26, 9).Avg, 10)

would look at 50 min of MACD(Closes[0], 12, 26, 9) and 10 min of MACD(Closes[1], 12, 26, 9).Avg

3. On a multi bars object strat, if the input is not specified (i.e. MACD(12, 26, 9)), will both bars objects' data be run through the indicator?

All the best,
Taylor Block

[NinjaTrader_Bertrand]

Hi Taylor,

1. It would be tied to the specified BIP object - to which series did you submit the referenced entry order?

2. For the Cross Above / Below it would be important in which BIP context this is called - http://www.ninjatrader-support.com/H...BarSeries.html

3. No, if you don't specify the bars array explicitly (or call in BIP context like 2), the primary one is used.