Checking higher timeframe moving average

[kylie]

Hi,

Can you please help me with the logic for checking a higher timeframe moving average before entry? I have a breakout strategy that I've coded but I'd like to add a filter that you only enter if a high timeframe moving average is moving the same direction (eg. if trading the 15 minute chart, then check the 60 minute 12 bar MA).

I have looked at reference samples 6 (data sync over timeframes) and 10 (entering/exiting on different timeframes) but I am not sure which logic I require. Basically I am looking to say:

if (High[primary data series] > EMA(higher data series, 12))
check other criteria then go long

Can you please advise what logic I use for this and what I need to do to initialise the data correctly?

Thanks in advance for your help.

Regards,
Kylie.

[NinjaTrader_Bertrand]

Kylie, for sample code to get you started down this path I would suggest you look into the SampleMultiTimeFrame strategy we install per default with NT. It contains checks for 2 higher time frame SMA's as entry filter which is very close to what you need.

[kylie]

Hi Bertrand,

Thankyou for the information about this other sample. I have been on holidays and haven't looked at it yet but will get to it soon. Thanks again for the help.

Regards,
Kylie.