On SampleMultiTimeFrame

[binwang2]

Hi NT experts,

In your sample code on SampleMultiTimeFrame, the condition is to process event on BarsInProgress =0:
if (BarsInProgress != 0)
return;

However, the following code starts to evalaute values on BarsInProgress 1 and 2:
if (SMA(BarsArray[1], 5)[0] > SMA(BarsArray[1], 50)[0] && SMA(BarsArray[2], 5)[0] > SMA(BarsArray[2], 50)[0])

I would assume SMA(BarsArray[1], 5)[0] would produce an error as it tries to get value from BarsArray[1] instead of 0.

A realted question. What if no such contions as
if (BarsInProgress != 0) return;

Will this sample prouce same results?

Regards,

[NinjaTrader_Bertrand]

With this check we ensure that OnBarUpdate() calls only would have an effect when being issued from the primary series, all other calls would cause a return out.

You can still check the BarsArray 1 and 2, as this is just a 'container' offering access to all the bars objects data points, however the call to check the specific array you need will only come from an OnBarUpdate() from the primary series.

If not ensuring proper BIP calls, the orders for example good get routed to wrong objects, as the call is EnterLong() without including a specific BIP.

[binwang2]

Thanks, Bertrand.

Let me paraphrase to see if my understanging is accurate:

a) The data and calculation of secondary series are accessiable when processing event on primary series.

b) the following should work under the condition (if (BarsInProgress != 0) return:
EnterLongStop(0, true, int quantity, Highs[1][1],string signalName).
The High of previous bar's high on seconary series will be correctly evaluated when submitted this order from primary series.

Let me know if these are correct.

Regards,

[NinjaTrader_Bertrand]

This is correct BinWang2.