Combine Strategies

[gp18089]

What is wrong? This strategy gives no signals. Thanks for your help.






int Variable0=0;
int Variable1=0;
int Variable2=0;
int Variable3=0;
int Variable4=0;
int Variable5=0;
int Variable6=0;
int Variable7=0;
int Variable8=0;
int Variable9=0;


///<summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
///</summary>
protectedoverridevoid Initialize()
{
CalculateOnBarClose = true;
}

///<summary>
/// Called on each bar update event (incoming tick)
///</summary>
protectedoverridevoid OnBarUpdate()
{
// Add a 30 minute Bars object to the strategy
Add(PeriodType.Minute, 30); // BarsArray[1]

// Add a 45 minute Bars object to the strategy
Add(PeriodType.Minute, 45); // BarsArray[2]

// Add a 60 minute bar object to the strategy
Add(PeriodType.Minute, 60); // BarsArray[3]

// Condition set 1
if (SMA(BarsArray[3],RSI(6, 0).Avg, 3)> SMA(BarsArray[3],RSI(6, 0).Avg, 8))
{
Variable0 = 1;
}

// Condition set 2
if (SMA(BarsArray[3],RSI(6, 0).Avg, 3)< SMA(BarsArray[3],RSI(6, 0).Avg, 8))
{
Variable0 = -1;
}

// Condition set 3
if (SMA(BarsArray[2],RSI(10, 0).Avg, 4)> SMA(BarsArray[2],RSI(10, 0).Avg, 10))
{
Variable1 = 1;
}

// Condition set 4
if (SMA(BarsArray[2],RSI(10, 0).Avg, 4)< SMA(BarsArray[2],RSI(10, 0).Avg, 10))
{
Variable1 = -1;
}


Variable9=(Variable1+Variable2+Variable3+Variable4 );

if(Variable9>1)
{
EnterLong(1, "DO-LONG");
}

if(Variable9<-1)
{
EnterShort(1, "DO-SHORT");
}
}

[NinjaTrader_JC]

Hello gp18089,

Welcome to the NinjaTrader Support Forums!

To start you would want to move the Add() method into the Intialize since it can only be called inside Intialize. You will receive an error in the Log tab when calling Add() in OnBarUpdate(). See the following link to our Help Guide for more information about Multi-Time Frame and Instruments.

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

Another thing that I see as well is that you are passing 3 arguments into the SMA when it will only handle either 1 or 2 arguments. With the two arguments parameters being that first is a Data Series which BarsArray is, but the second has to be a "int" or integer and the RSI().Avg is going to be a Data Series. Although you can use the brackets [] to return a double, you would not be able to directly pass it to the SMA in a double state.

http://www.ninjatrader.com/support/h...simple_sma.htm

If you are trying to check the value of the number of bars ago the value is you would want to use the brackets [] option for example:

if (SMA(BarsArray[3],14)[3] > SMA(BarsArray[3],14)[8])

Here is a link to our forum that goes over how to use brackets that you may read.
http://www.ninjatrader.com/support/f...ad.php?t=19346

Let us know if we can be of further assistance.

[gp18089]

Thank you. I try to use barsinprogress instread bars array but i have another problem. I can see my strategy at edit script but not at strategy analyzer. Any ideas?

[NinjaTrader_JC]

Hello gp18089,

Can you confirm that your code can compile by right clicking inside the NinjaScript editor and select Compile?


Happy to be of further assistance.