Multiple Time Frame Reference with stratgey

[fiddy]

I want to use the previous daily high / low as reference values

PreviousHigh (daily)= x value
Previous Low (daily) = y value

Then run a strategy on a the a shorter time frame use those points as references for breakouts.

How would you go about coding the longer time frame?

[NinjaTrader_PatrickH]

Hello fiddy,

Thank you for your post.

You can use the PriorDayOHLC() indicator method to pull the previous day high and low. For information on PriorDayOHLC() please visit the following link: http://www.ninjatrader.com/support/h...r_day_ohlc.htm

Please let me know if I may be of further assistance.

[fiddy]

What can you do if you want something earlier than the day prior.
ie if you want to use the most recent day which meets certain characteristics that you set

[NinjaTrader_PatrickH]

Hello Fiddy,

Thank you for your post.

You could use the CurrentDayOHL() method for the current day's Open, High and Low: http://www.ninjatrader.com/support/h...nt_day_ohl.htm

Please let me know if I may be of further assistance.

[fiddy]

What is you what an the OHLC of something 40days ago

[NinjaTrader_PatrickH]

Hello Fiddy,

Thank you for your response.

You would use the following for PriorDayOHLC() with barsInProgress index of 39:

PriorDayOHLC().PriorOpen[39]
PriorDayOHLC().PriorHigh[39]
PriorDayOHLC().PriorLow[39]
PriorDayOHLC().PriorClose[39]

For information on PriorDayOHLC() please visit the following link: http://www.ninjatrader.com/support/h...r_day_ohlc.htm

Please let me know if I may be of further assistance.

[NinjaTrader_PatrickH]

Hello Fiddy.

Correction to my last post:

You would use the following for PriorDayOHLC() with barsAgo index of 39:

[fiddy]

How would you get the bars ago reference to increase each day you get further away from your reference day on a onbarupdate

[NinjaTrader_PatrickH]

Hello fiddy,

Thank you for your response.

Create a ToDay() check like the following:

if (ToDay(Time[0]) == 20130930) //Check that the date is September 30th, 2013
{
//Print September 29th High and Low
Print("9-29-13 High: " + PriorDayOHLC().PriorHigh[0]);
Print("9-29-13 Low: " + PriorDayOHLC().PriorLow[0]);
}

For information on ToDay() please visit the following link: http://www.ninjatrader.com/support/h.../nt7/today.htm

For information on PriorDayOHL() please visit the following link: http://www.ninjatrader.com/support/h...r_day_ohlc.htm

Please let me know if you have any questions.