Multiple Timeframe questions

[paulca]

I am trading using multiple timeframes and am in the process of coding the strategy so I can backtest different ideas more rapidly, currently backtesting is manual & takes a long time!

Q1 - In my coding & debugging it appears that Ninja creates a new instance of my code for each additional timeframe (and/or instrument) and I would like to get confirmation of this so I know the environment that I am dealing with when coding.

Q2 - I have seen in these posts a number of times a recommendation to use the slower timeframe as the primary. Easy enough to do but with my choice of timeframes, vol and minute charts, the minute chart is normally the slower but there are also times of slow volume that the volume chart becomes the slower. I'd like to know any problems or side effects that I may see when the faster chart becomes the primary.

TIA, Paul

[NinjaTrader_Tim]

Hi paulca,

1. Not sure what you mean by a new instance? It will access more data, but not create an entirely new instance of the strategy. Do you mind sharing how you came to that conclusion?

2. Actually, generally you want to have the larger series as the primary and add smaller granularity. In any case, that is only with NinjaTrader 6.5, with NinjaTrader 7 you can do either way. (In 6.5 calls could get out of sync)

[paulca]

By mistake I was initially retrieving indicator data during BarInProgress in both 0 & 1, storing results in variables and plotting results. The same vars that were populated when BarInProgress was 0 returned 0 when BarInProgress was 1. This leads me to believe that there are 2 instances of my class, code & data.

[NinjaTrader_Tim]

Hi paulca,

Without explicitly accessing information from a specifc BIP, that could certainly happen, however, I would not consider that running two instances of the strategy.