Multi-Serie strategy

[malej.gregy]

Hi folks,

I am currently struggling with strategy with two data series. I am sure that it must be an easy thing but I am not a programming expert.

I have a simple strategy which enters long or short when the prise crosses above or below the 30minute opening range. This strategy works fine:

 
protectedoverridevoid Initialize()
{
Add(HiLoOfTimeRange(15, 30, 16, 0));
Add(HiLoOfTimeRange(15, 30, 16, 0));
 
SetTrailStop("", CalculationMode.Ticks, 6, false);
 
CalculateOnBarClose = false;
}
///<summary>
/// Called on each bar update event (incoming tick)
///</summary>
protectedoverridevoid OnBarUpdate()
{
if (CrossAbove(Close, HiLoOfTimeRange(15, 30, 16, 0).TheHigh, 1) && Bars.BarsSinceSession > 30)
{
EnterLong();
}
 
if (CrossBelow(Close, HiLoOfTimeRange(15, 30, 16, 0).TheLow, 1) && Bars.BarsSinceSession > 30)
{
EnterShort();
}
}

But if I want to extend the entering condition to depend on other data serie (e.g. ^TICK) the strategy does not work:

 
protectedoverridevoid Initialize()
{
Add("^TICK",PeriodType.Minute,1);
Add(HiLoOfTimeRange(15, 30, 16, 0));
Add(HiLoOfTimeRange(15, 30, 16, 0));
 
SetTrailStop("", CalculationMode.Ticks, 6, false);
 
CalculateOnBarClose = false;
}
///<summary>
/// Called on each bar update event (incoming tick)
///</summary>
protectedoverridevoid OnBarUpdate()
{
if (CrossAbove(Closes[0][0], HiLoOfTimeRange(15, 30, 16, 0).TheHigh, 1) && Closes[1][0]> 800 && Bars.BarsSinceSession > 30)
{
EnterLong();
}
 
if (CrossBelow(Closes[0][0], HiLoOfTimeRange(15, 30, 16, 0).TheLow, 1) && Closes[1][0]> 800 && Bars.BarsSinceSession > 30)
{
EnterShort();
}
}

Could you please me help me to make it work?
Thanks a lot!
Stepan

[malej.gregy]

I found the answer already. No need to answer

[NinjaTrader_Brett]

Hello,

Glad to hear you found the answer!

Let me know if I can be of further assistance.

[borland]

Multi-Series

Stepan,

Not sure why you have added a duplicate series? But with multi-series, you might consider using the BarsArray[] function in your Boolean logic to identify different time series.

[malej.gregy]

Stepan,

Not sure why you have added a duplicate series? But with multi-series, you might consider using the BarsArray[] function in your Boolean logic to identify different time series.

Actually the problem was that I forgot that the first serie should be refferenced with regular CLOSE command and the second one with Closes[1][0]