Multiple Time Frame help

[safetrading]

I'm creating a multiple time frame strategy and am trying to refernece a custom indicator.

I looked up the support page on referencing indicators with multiple time frames here;

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

I reference my indicator on a single time frame strategy like this;
BidAskHistVolumeFiltered(1, BuyFilter.AllVolume, SellFilter.AllVolume, 50, false, false).Buys[0]

How would I reference it on a multiple time frame strategy, as the above link dealing with indicators doesn't seem to apply.

Thanks,

Safetrading

[NinjaTrader_Bertrand]

Safetrading, this would then call your indicator on the primary series - you could also pass in another bars array or call in another BarsInProgress context then, whichever you prefer.

[safetrading]

reply

I'm using this indicator in my primary series. I am using the indicator in an MRO expression like this;

int NoBuyers = MRO(delegate{return BidAskHistVolumeFiltered(1, BuyFilter.AllVolume, SellFilter.AllVolume, 50, false, false).Buys[0] < 11;},1,25);

then in my buy condition, it is referenced like this;

&& NoBuyers > -1

If I comment out the MRO and the condition line, my strategy runs fine. When it is include however, after I enable the strategy on the chart, it automatically disables itself, as when I open up the strategy window again, in the General section, next to Enabled, it says False, when I previously marked it True. Why does it do this?

[NinjaTrader_Bertrand]

Please have a look at your Control Center's log tab for any error messages, do you have a CurrentBars check for all involved series running at the OnBarUpdate() start?

[safetrading]

reply

I only have a CurrentBar check for the primary series, is there a sample piece of code I can look at that would show the proper syntax for a CurrentBar check for multiple series?

Thanks,

Safetrading

[NinjaTrader_Bertrand]

Sure, please see for example this link here for a suitable snippet: http://www.ninjatrader.com/support/h...urrentbars.htm

[safetrading]

reply

I looked at the Log tab and found the error message saying, "MRO can't be run on multi series strategies. Is there a work around for this, or another way to immitate the MRO process?

[NinjaTrader_Bertrand]

Good spot, thanks - in this case you would need to custom code the MRO logic for multiseries use.

[safetrading]

reply

In that case, are there by chance any code snippets on line of this sort of thing?

Thanks again,

Safetrading

[NinjaTrader_Bertrand]

Sorry, I'm at this time not aware of any floating around I could point you to - will keep it mind for sure.