Multi time frame scripts

[crimsonite]

Bit of a newbie question...

I have a basic system with a moving average and an indicator. I'd like the MA to be on 5 minutes, and the indicator on 10 minutes.

I tried the help menu, but it's still not clicking with me...

[NinjaTrader_Bertrand]

crimsonite, you would need to look into adding another bars object in the Initialize() method of your strategy / indicator and then you could access it in the OnBarUpdate() section for calculations - the complete MultiSeries framework we offer in NinjaScript is detailed here in our helpguide -

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

A fully working strategy example is installed per default with the "SampleMultiTimeFrame" strategy.

[crimsonite]

Got it!... I'll go give this a shot... will it be possible (I'm assuming) to do a multi time frame on different types, i.e. 500 bars and 5 minute?

[NinjaTrader_Bertrand]

Got it!... I'll go give this a shot... will it be possible (I'm assuming) to do a multi time frame on different types, i.e. 500 bars and 5 minute?

Great - yes you can mix different types and different symbols with this framework.

[crimsonite]

Alright... I wrote some code for 3 minute and 500 volume charts... I was wondering if you could check it real quick to make sure I'm not screwing this up

[NinjaTrader_Bertrand]

Looks good so far, but you would also need to take care to filter the BarsInProgress calls the OnBarUpdate() calcs should 'listen' to - http://www.ninjatrader.com/support/h...inprogress.htm

[crimsonite]

Looks good so far, but you would also need to take care to filter the BarsInProgress calls the OnBarUpdate() calcs should 'listen' to - http://www.ninjatrader.com/support/h...inprogress.htm

Thanks... I think I might have a somewhat unique situation, I'm trying to get the "If" statement on one set of bars, and the "&& ATR" in it on another set... can I do this? It looks like the examples are for two sets of clauses... I'm looking for two time frames on the same security in the same if bar... no biggie if I can't do this

[NinjaTrader_Bertrand]

That should work crimsonite, please see this simple example attached working from the primary 1 min frame for example. It adds 5 minute bars and check for an MA condition on the two timeframes (1 min close being greater than both MA's).

[crimsonite]

That should work crimsonite, please see this simple example attached working from the primary 1 min frame for example. It adds 5 minute bars and check for an MA condition on the two timeframes (1 min close being greater than both MA's).

Nice! Thanks for the example!