muti time frame strategy

[light7801]

Hi how can i build a muti time frame strategy using strategy builder? or is there any other ways to build a muti time frame strategy for auto trading? (for example when price is above 20 day moving average and cross above 15 min moving average, enter long) thanks!

[NinjaTrader_Ben]

Hello,

This is only possible if you manually code it:

http://www.ninjatrader-support.com/HelpGuideV6/MultiTimeFrameInstruments.html

[light7801]

Hi Ben, i tried to follow the instructions but it failed to work. Would you be kind enough to provide a code sample for two stochastic oscillators working for 1 minute and 1 day time frame? thank you in advance!!

[NinjaTrader_JoshP]

light7801,

Unfortunately we do not have a reference sample of this exact case for you. If you need help please post what you currently have and we can give you pointers. Unfortunately we cannot custom program it for you though.

[light7801]

Hi, the following is my coding to reflect the idea of my multi-time frame strategy. i bold the added codes. i want to have a second Stochastic with the same index but different time frame(day). However this code doesn't work. I am a newbie for this but please kindly advise what's wrong. Thanks a lot!!!

protectedoverridevoid Initialize()

{

Add(PeriodType.day, 1);

CalculateOnBarClose = false;

}

protectedoverridevoid OnBarUpdate()

{

// Condition set 1

if (CrossAbove(Stochastics(7, 14, 3).D, 20, 1)

&& Stochastics((BarsArray[1],7)[0], (BarsArray[1],14)[0],(BarsArray[1], 3)[0]).D[0] >= 20)

{

EnterLong(DefaultQuantity, "");

}

}

[NinjaTrader_Austin]

light7801, you just need to make sure the Stochastics arguments line up correctly. Please try this code:

if (CrossAbove(Stochastics(7, 14, 3).D, 20, 1) &&
    Stochastics(BarsArray[1], 7, 14, 3).D[0] >= 20)