Multi Instrument

[TraderSU]

I found this in documentation; very cool.

// Passing in the second Bars object held in a multi-instrument and timeframe strategy
// The default value used for the SMA calculation is the close price
double value = SMA(BarsArray[1], 20)[0];
Print("The current SMA value is " + value.ToString());

But my problem is that I want SMA of HIGH not CLOSE.

If I do following, it will apply to primary instrument but I want SMA of HIGH of secondary instrument.

double value = SMA(High, 20)[0]

How do I do that? Thanks in advance.

[NinjaTrader_Ben]

Hello,

Please go here:

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

In that link you will see Highs[1][0];. Something like that is what you want to do.

Edit: Added "s" for "Highs"...

[TraderSU]

Hello,

Please go here:

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

In that link you will see Highs[1][0];. Something like that is what you want to do.

Edit: Added "s" for "Highs"...

Awesome... You guys rock!

[TraderSU]

Hello,

Please go here:

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

In that link you will see Highs[1][0];. Something like that is what you want to do.

Edit: Added "s" for "Highs"...

I add this indicator to 1m ES chart but that does not load anything. Any idea what is wrong here?

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Gui.Chart;
#endregion

// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
    /// <summary>
    /// Tick is imported as secondary instrument
    /// </summary>
    [Description("Tick is imported as secondary instrument")]
    public class MyTickSlope : Indicator
    {
        #region Variables
        // Wizard generated variables
		private int period = 20;
		private int smooth = 7;
        // User defined variables (add any user defined variables below)
		private string secondInstrument = "^TICK";
		private IDataSeries highMA = null;
		private IDataSeries lowMA = null;
		private IDataSeries smoothMA = null;
		private DataSeries hlMA = null;
        #endregion

        /// <summary>
        /// This method is used to configure the indicator and is called once before any bar data is loaded.
        /// </summary>
        protected override void Initialize()
        {
			Add(secondInstrument, PeriodType.Minute, 1);
            Add(new Plot(Color.FromKnownColor(KnownColor.Green), PlotStyle.Line, "TickUp"));
            Add(new Plot(Color.FromKnownColor(KnownColor.Red), PlotStyle.Line, "TickDown"));
            Overlay				= false;
			hlMA = new DataSeries(this);
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
			TickUp.Set(Highs[1][0]);
			TickDown.Set(Lows[1][0]);
			/*
			highMA = SMA(Highs[1], Period);
			lowMA = SMA(Lows[1], Period);
			hlMA.Set((highMA[0] + lowMA[0]) / 2);
			smoothMA = SMA(hlMA, Smooth);
			if (smoothMA[0] > smoothMA[2]) TickUp.Set(smoothMA[0]);
			if (smoothMA[0] < smoothMA[2]) TickDown.Set(smoothMA[0]);
			*/
        }

        #region Properties
        [Browsable(false)]	// this line prevents the data series from being displayed in the indicator properties dialog, do not remove
        [XmlIgnore()]		// this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
        public DataSeries TickUp
        {
            get { return Values[0]; }
        }

        [Browsable(false)]	// this line prevents the data series from being displayed in the indicator properties dialog, do not remove
        [XmlIgnore()]		// this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
        public DataSeries TickDown
        {
            get { return Values[1]; }
        }

		[Description("Period for MA")]
		[GridCategory("Parameters")]
        [Gui.Design.DisplayName("01 Period")]
		public int Period
		{
			get { return period; }
			set { period = Math.Max(1, value); }
		}

		[Description("Smooth for MA")]
		[GridCategory("Parameters")]
        [Gui.Design.DisplayName("02 Smooth")]
		public int Smooth
		{
			get { return smooth; }
			set { smooth = Math.Max(1, value); }
		}

		#endregion
    }
}

#region NinjaScript generated code. Neither change nor remove.
// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
    public partial class Indicator : IndicatorBase
    {
        private MyTickSlope[] cacheMyTickSlope = null;

        private static MyTickSlope checkMyTickSlope = new MyTickSlope();

        /// <summary>
        /// Tick is imported as secondary instrument
        /// </summary>
        /// <returns></returns>
        public MyTickSlope MyTickSlope(int period, int smooth)
        {
            return MyTickSlope(Input, period, smooth);
        }

        /// <summary>
        /// Tick is imported as secondary instrument
        /// </summary>
        /// <returns></returns>
        public MyTickSlope MyTickSlope(Data.IDataSeries input, int period, int smooth)
        {
            if (cacheMyTickSlope != null)
                for (int idx = 0; idx < cacheMyTickSlope.Length; idx++)
                    if (cacheMyTickSlope[idx].Period == period && cacheMyTickSlope[idx].Smooth == smooth && cacheMyTickSlope[idx].EqualsInput(input))
                        return cacheMyTickSlope[idx];

            lock (checkMyTickSlope)
            {
                checkMyTickSlope.Period = period;
                period = checkMyTickSlope.Period;
                checkMyTickSlope.Smooth = smooth;
                smooth = checkMyTickSlope.Smooth;

                if (cacheMyTickSlope != null)
                    for (int idx = 0; idx < cacheMyTickSlope.Length; idx++)
                        if (cacheMyTickSlope[idx].Period == period && cacheMyTickSlope[idx].Smooth == smooth && cacheMyTickSlope[idx].EqualsInput(input))
                            return cacheMyTickSlope[idx];

                MyTickSlope indicator = new MyTickSlope();
                indicator.BarsRequired = BarsRequired;
                indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
                indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
                indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
                indicator.Input = input;
                indicator.Period = period;
                indicator.Smooth = smooth;
                Indicators.Add(indicator);
                indicator.SetUp();

                MyTickSlope[] tmp = new MyTickSlope[cacheMyTickSlope == null ? 1 : cacheMyTickSlope.Length + 1];
                if (cacheMyTickSlope != null)
                    cacheMyTickSlope.CopyTo(tmp, 0);
                tmp[tmp.Length - 1] = indicator;
                cacheMyTickSlope = tmp;
                return indicator;
            }
        }
    }
}

// This namespace holds all market analyzer column definitions and is required. Do not change it.
namespace NinjaTrader.MarketAnalyzer
{
    public partial class Column : ColumnBase
    {
        /// <summary>
        /// Tick is imported as secondary instrument
        /// </summary>
        /// <returns></returns>
        [Gui.Design.WizardCondition("Indicator")]
        public Indicator.MyTickSlope MyTickSlope(int period, int smooth)
        {
            return _indicator.MyTickSlope(Input, period, smooth);
        }

        /// <summary>
        /// Tick is imported as secondary instrument
        /// </summary>
        /// <returns></returns>
        public Indicator.MyTickSlope MyTickSlope(Data.IDataSeries input, int period, int smooth)
        {
            return _indicator.MyTickSlope(input, period, smooth);
        }
    }
}

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
    public partial class Strategy : StrategyBase
    {
        /// <summary>
        /// Tick is imported as secondary instrument
        /// </summary>
        /// <returns></returns>
        [Gui.Design.WizardCondition("Indicator")]
        public Indicator.MyTickSlope MyTickSlope(int period, int smooth)
        {
            return _indicator.MyTickSlope(Input, period, smooth);
        }

        /// <summary>
        /// Tick is imported as secondary instrument
        /// </summary>
        /// <returns></returns>
        public Indicator.MyTickSlope MyTickSlope(Data.IDataSeries input, int period, int smooth)
        {
            if (InInitialize && input == null)
                throw new ArgumentException("You only can access an indicator with the default input/bar series from within the 'Initialize()' method");

            return _indicator.MyTickSlope(input, period, smooth);
        }
    }
}
#endregion

[NinjaTrader_Bertrand]

Any errors in the log tab as you apply it? You likely would need to add a CurrentBars check for both streams... if (CurrentBars[0] < 0 || CurrentBars[1] < 0) return;

[TraderSU]

Any errors in the log tab as you apply it? You likely would need to add a CurrentBars check for both streams... if (CurrentBars[0] < 0 || CurrentBars[1] < 0) return;

It worked as expected. Thanks :-)

Now when I change ES chart to 2m it blows up. But it works if I change the code to following

if (CurrentBars[0] < 0 || CurrentBars[1] < 1) return;

Is there a smart way to make it work for 5m chart as well - without hard coding?

[NinjaTrader_RyanM1]

Hello TraderSU,

There shouldn't be much of a difference between the code running on a 2 m chart or a 5 m chart. You could make the following change to stop all proccesing for the first Period bars.


if (CurrentBars[0] < Period || CurrentBars[1] < Period) return;

[TraderSU]

When I draw something from inside this indicator... It goes to main chart :-( How can I draw something on this panel?

[NinjaTrader_RyanM1]

TraderSU,

You can set DrawOnPricePanel = false in the initialize() method.

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

[TraderSU]

TraderSU,

You can set DrawOnPricePanel = false in the initialize() method.

http://www.ninjatrader-support.com/H...ceOnPanel.html

Cool :-) Can I mix and match? Like draw few things on Price panel and others on Indicator panel?

[NinjaTrader_JoshP]

Unfortunately mixing and matching is not supported.

[TraderSU]

One more please. How can I make the indicator panel with "Log" scale programatically?

[NinjaTrader_RyanM1]

Unfortunately we don't support programmatic access to this property. Log scales are not available in version 6.5 They were added to our upcoming version 7 and can be set by right clicking in the vertical axis > Properties > Changing type to Logarithmic.