Multi Time Frame PSAR question

[kgillis23]

When I run the following code segment in the Strategy Analizer:

protectedoverridevoid Initialize()
{
Add(ParabolicSAR(0.02, 0.2, 0.02));
Add(PeriodType.Day,1);
TraceOrders = true;
CalculateOnBarClose = false;
}
///<summary>
/// Called on each bar update event (incoming tick)
///</summary>
protectedoverridevoid OnBarUpdate()
{
if (BarsInProgress == 0)
{
DrawDot("D"+CurrentBar.ToString(), 0, ParabolicSAR(BarsArray[1],0.02,0.02,0.2)[0], Color.Blue);
}
}

It draws the PSAR values for my backtest time frame - as expected - and draws a blue dot at what I would expect to be the PSAR value for the Daily time frame.

However, when I run this in the Analizer at a Day=1 time frame the blue dot and the normal PSAR do not match up. Shouldn't they - I mean they are both indicating a PSAR value for a the same single day.

Does that make sense?

[Evinrude]

cht time

Yes, i am running 6.5.0.10,

[kgillis23]

So I tried this again... under the assumption I was doing something wrong the first time.

This time I did the same strategy except I used an EMA(10) instead of the PSAR.

The result... just as I would have expected. When run in a Day=1 time frame the value of the EMA(BarsArray[1],10)[0], as show by a blue dot, was drawn at the exact same value as the EMA(10) for the prior day.

Can anyone help explain why this does not work with PSAR?

[NinjaTrader_JoshP]

Hi kgillis23,

The reason is probably because you are passing in different parameters.

Add(ParabolicSAR(0.02, 0.2, 0.02));
ParabolicSAR(BarsArray[1],0.02,0.02,0.2)[0]

[kgillis23]

So I noticed that I recently went from a "Junior Member" to a certified "Member" on this forum. If ask to many stupid questions do I get demoted back to "Junior"?

Yup, you hit it right on the money, my PSAR paramters were wrong. Can I blame my failing eye sight and get away with it?

Thanks again... but I'm afraid I can't make any promises... I am sure I can come up with more stupid questions

[NinjaTrader_JoshP]

Hah. No worries. Those small things get us all.