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Multi timeframe strategy charts in strategy analyzer

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    Multi timeframe strategy charts in strategy analyzer

    I have a multi timeframe strategy I am developing.

    The position entries occur at the smallest timeframe (minute level).

    What is making things difficult is that when I look at the trades in the strategy analyzer chart, I can only view them at the one minute interval.
    If I change to 60 minute interval, the trades and indicators are no longer visible on the chart.

    This makes it difficult for anyone to develop a multi timeframe strategy.
    I need to be able to see the trades and the indicators to verify my strategy is doing what I want it to do, and to make improvements. ie develop it.

    #2
    I've also encountered this limitation, and have not found a workaround.

    I would love to see the trade information preserved and plotted on a chart associated with the StrategyAnalyzer when the interval settings for the chart are changed.

    Comment


      #3
      What you can do is open another chart (File > New > Chart) and set the chart in the Strategy Analyzer and the new one to use the Global Crosshair. The new chart will not have trade markers on it but you can at least look at both time frames. With NT 6.5, the global crosshair chart will also scroll forward and back to ensure you are looking at the same data in the window without having to scrolll it.
      RayNinjaTrader Customer Service

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        #4
        I've done that a couple of times, and it's a good workaround.

        But not quite as good as just being able to change interval settings and have it preserve the trades and other indicators.

        Could this please be added to the list of suggested improvements?

        Comment


          #5
          Yes, its on our list.
          RayNinjaTrader Customer Service

          Comment


            #6
            I am looking forward to 6.5 if it auto scrolls the other chart windows with the global cross hair. The current manually scrolling is almost impossibly frustrating. It would be good to be able to copy and past indicator sets between windows. But then none of this would be necessay if the strategy analyzer chart could change time intervals without forgetting the trades and indicators.

            Is there some way to display the date on the time axis on intraday charts? I cant see an option anywhere. I know the data box is available but I am looking at the time axis when I am scrolling around looking for a particular time.

            Also, when I swap to daily time interval, the bars on the chart disappear, and will not come back when I change back to lower interval. The base data for the chart is 1 munute data. Charts lower than daily are successfully derived from the minute data, but the daily and above ones fail.

            I am running 6.0.1000.6

            Comment


              #7
              - the date (e.g. for intraday) charts is displayed on the window caption
              - you likely don't see daily charts, since your data provider (which one are you connected to? Zen?) does not provide daily historical data

              Comment


                #8
                I have about 5 years of ES minute data (future) imported.
                Charts lower than daily are successfully derived from the minute data, but the daily and above ones fail.

                The date in the title bar doesnt change - it is the last date of the data.
                I am talking about the date as you scroll back through the intraday data.
                If for example, I am scrolling back through 10 minute data, the time of day is clearly shown on the horizontal axis, but there is not way of knowing what day month year it is. I currently use the data box to work out this information, but it makes things more difficult than it should be because the mouse has to be on the chart so I cant use scroll bars. Also the data box is somewhere else on the screen, and my eyes are focused on the horizontal chart axis or the horizontal scroll bar.

                Comment


                  #9
                  >> but there is not way of knowing what day month year it is
                  Incorrect. Just take a look the caption of the chart window.

                  Daily bars are not built from intra day data. You would need to import a separate set of daily data.

                  Comment


                    #10
                    Ah, I see what you mean now. Ta. Its a wierd place to put the date.

                    I have already converted my minute data to suit ninjatraders very special import format. And yes I could write another program to do it again for the daily data. But if you guys automated deriving the daily etc from the minute data, it would benefit so many more people than just me

                    Comment


                      #11
                      Thanks for your suggestion. We'll add it to the list.

                      Comment

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