Referencing secondary data series for a strategy

[daven]

I would like to be able to base a strategy condition on two types of bars running the same instrument, (for instance a trade entry based on one kind of bar, say a candlestick, and a trade filter using a second kind of bar, say a tick bar). Do you have some kind of reference sample that would show me how to create the second entry condition based on the second bar type running in a separate panel on the chart?
Thanks
DaveN

[NinjaTrader_Bertrand]

Hi daven, that's possible with a MultiSeries strategy in NinjaScript - you could review our installed per default SampleMultiTimeFrame strategy for example for a good starting point.

A complete discussion of the basics needed is located here -

http://www.ninjatrader.com/support/helpGuides/nt7/multi_time_frame__instruments.htm

[mpeac]

One thing that's missing from that part of the help guide is how to ensure that the 'PeriodType' and 'Period' for the secondary instrument is the same as the primary instrument.

I attempted to find this out by looking at BarsArray[0], but that is illegal in the 'Initialize' method.

[KBJ]

I attempted to find this out by looking at BarsArray[0], but that is illegal in the 'Initialize' method.

Try checking in OnStartUp instead.

[mpeac]

Finally worked it out:

Add("AAPL", BarsPeriod.BasePeriodType, BarsPeriod.BasePeriodValue);