Multiple time frame issue

[_db8r_]

Hi, I'm testing a strategy that uses data from two time frames.

I've added the time frames in the Initialize function

Add(PeriodType.Day, 1);
Add(PeriodType.Week, 1);

In the OnBarUpdate function I have limited the strategy only to update bars only when there's a new daily bar:

if (BarsInProgress != 1)
return;

My question is this. If I run my strategy and select "Day" as the data series type and "1" as the value why don't I get the same result if I change BarsInProgress to "!= 0"?

Like this:

if (BarsInProgress != 0)
return;

What is the difference between the two settings, when the backtest settings and the settings in the initialize function are the same?

[NinjaTrader_JoshP]

db8r,

There are 3 bar objects based on the code you have provided.

BarsInProgress 0 <-- primary bars as determined by the chart
BarsInProgress 1 <-- your daily bars
BarsInProgress 2 <-- your weekly bars

Setting BarsInProgress != 0 means you will process BarsInProgress 1 and 2.

[_db8r_]

Thanks for your swift reply. I'm not quite understanding why BarsInProgress 1 and 2 will be processed. What setting BarsInProgress to 0 is doing is getting all other settings than 0 to return (i.e. not be processed). Why would then BarsInProgress 1 and 2 be processed?

Either way I think I've gotten my head around how I will test on multiple time frames and process only on daily bars. I will define daily bars in the Initialize function, set BarsInProgress to 1 and specify BarsArray[1] as data series in any indicators that I use. That seems to give me accurate results.

[NinjaTrader_JoshP]

Right, I missed the "return" line you placed after the if-statement. Your analysis is correct.