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MultiTimeFrame - Daily+Tick Strategy

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    MultiTimeFrame - Daily+Tick Strategy

    Guys,

    Have a Daily Strategy that I need to add tick resolution so to enter a trade on a close of the Daily Close Bar ... The primary bars are Daily bars and the secondary bars are tick... as follows;

    protected override void Initialize()
    {
    CalculateOnBarClose = false;
    Add(PeriodType.Tick, 1);
    }


    Then in on bar update I have the wrapped the code with
    if (BarsInProgress == 0)
    {
    //Daily logic
    }

    but the strategy executions on my Daily Chart have dissapeared?

    Here is what is in Daily Logic...

    if (Close[0] > ema50) //LONG
    {
    if (RSI(Close, 2, 1)[0]<35)
    {
    EnterLong(NumContract, "Long Entry ema50 S1");
    //EnterLong(1,NumContract, "Long Entry ema50 S1"); // submit to the second bars index (index = 1)
    Print("Date and Time "+Time[0]+" In we go");
    }
    }
    if (RSI(Close, 2, 1)[0]>65)
    {
    ExitLong("Long Entry ema50 S1");
    //ExitLong(1,NumContract, "Long Exit ema50 S1","Long Entry ema50 S1"); // submit to the second bars index (index = 1)
    }

    If I comment out the "Add(PeriodType.Tick, 1);" in the initialisation section I see the orders but when I add this in the orders dissapear?

    I used to see the orders going in to the market on the open of the next open bar ... What I am trying to do is for the orders to execute on the close of a Daily Bar use tick interval i.e what is underlined

    Any ideas why this is not working for me?

    Thanks

    #2
    Hello mefTrader,

    There may be issues if attempting to access the tick data when it doesn't exist. Providers generally offer more daily data than tick data. Can you please let us know the following:
    Do you receive any error messages in log tab of control center?
    Who is your data provider?
    What is your merge policy set to under tools > Options > Data tab
    How many bars (or days) to load for your strategy?
    Ryan M.NinjaTrader Customer Service

    Comment


      #3
      No errors
      Using Google/Yahoo - I have a Kinetick Data Feed too - will try that one
      MergeBackAdjusted
      5 years of Daily Data.

      Comment


        #4
        Thank you for the reply. It doesn't sound like you're using a provider that offers tick data. Please see this link, then > Understanding the data provided by your connectivity provider


        You will need a provider that offers Historical Tick data, so this would include the subscription Kinetick, but not the free one.
        Ryan M.NinjaTrader Customer Service

        Comment

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