Multi Timeframe support

[Edgar V.]

When trying to test the below script it doesn't perform as expected. Orders are getting executed below the Lower Channel or the Middle Channel instead of the Upper Channel as I expect. In plain English, I want an order to be executed if the closing of the 1 minute bar and the 1 day bar is > than the Keltner Upper Channel.

[NinjaTrader_JoshP]

The AND operator is && not &.

[Edgar V.]

Question: When pressing the Start button for the Strategy it indicates in the "Avg Price" column a price "x". Is this the price when the strategy will execute?

[NinjaTrader_Dierk]

This is the avg price of the position managed by the strategy

[Edgar V.]

But the position wasn't executed yet. It is still pending to be executed. Will it execute when the Avg Price reaches 0?

[NinjaTrader_Dierk]

Not sure I follow: This is the avg price of the position managed by the strategy and has nothing to do with any potentially pending signals/orders etc...

[Edgar V.]

Exactly. When I press the start button, I want a condition to be met so an Entry order can be placed. Problem is that as soon as I hit the Start button I immediately see the Avg Price running, but no position open yet, even though conditions were not met yet.

The reason I present this is also because the Entry of the order is way far from where I want it to be. Example, I want the order to enter as soon as the close of the 1 minute bar > Keltner Upper Channel (1 day chart), but the order is entering closer to the middle or Lower Channel. Sometimes way up the Upper Channel of the 1 day chart.

The minute chart is used as a reference to enter an order and the daily chart is used as a reference to use the Keltner Channel.

[NinjaTrader_Dierk]

Sure there is a position which was created on the historical part of your data series. You'd need to add code like

if (Historical)
return;

to avoid that the strategy processes your historical data and creates historical positions.

Read more here to understand the concept of how strategies are synced historical to live: http://www.ninjatrader-support.com/H...tegiesTab.html

[Edgar V.]

Does this applies to Live Trading as well?

[NinjaTrader_Dierk]

>> Does this applies to Live Trading as well?
yes

[Edgar V.]

Thanks for the historical. It is working.

Question: During a Live Test, I'll like to have the following script to work:

protectedoverridevoid OnBarUpdate()

{
//Only run on real-time data
if (Historical)
return;


if (BarsInProgress == 0)
{

if (CrossAbove(SMA(1), Bollinger(BarsArray[1],2, 14).Upper, 0))


{
EnterLong(DefaultQuantity, "EnterLong");
}


What I'm looking for is to have the SMA for a 1min chart CrossAbove the Bollinger bands from another chart time such as the 1 day chart to enter a long position.

What I've noticed during my tests is that the Position won't get entered untill the Bar for the Daily chart is closed. I already had set in the Initialize section the

Add(PeriodType.Minute, 1440);
CalculateOnBarClose = false;

but still won't execute at the tick or at least at the closing of the 1 minute bar chart. What happens is that is waiting for the 1 day Bar to close to then enter long. Any suggestions?

[NinjaTrader_JoshP]

Just to put it out there for people searching the forums. As you have discovered in your other thread, CrossAbove needs to have at least 1 as the last parameter not 0.

[rcsingleton]

Question about multi-time frame

Hello.

I have an indicator that calculates, among other things, whether

(BackColor = "Green") or (BackColor = "Red").

Question.

I want to create a multi time frame strategy which includes the following code:

if (BackColor[primary bar][0] = "Green" && BackColor[secondary bar][0] = "Green")
{
EnterLong;
}

How do I expose the value of BackColor so the strategy can access it ?

[NinjaTrader_JoshP]

You usually set BackColor like this.

BackColor = Color.Green;

In your strategy you should be able to see what the BackColor is when your indicators change it. Do this:

if (BackColor == Color.Green)
     // Do something

If that doesn't work, you can just create a variable in the indicator that tracks the back color values and then expose it for use in the strategy. Please see this reference sample on how to do that: http://www.ninjatrader-support.com/v...ead.php?t=4991

[rcsingleton]

Getting CS0102

Thank you for the reply. I took a look at your example in SampleBoolSeries and I see that BearIndication and BullIndication Boolseries values are 'exposed' in the 'properties' section.

When I try that technique with my indicator, I get the following error message
" The type 'NinjaTrader.Indicator.rcsMACDBBv6' already contains a definition for 'barDotColor' - CS0102

I have this in my #region section :

// Declaration of two StringSeries objects. One for the color of the MACD value. The other for the backColor
private StringSeries barDotColor;
private StringSeries barBackColor;

I have this in my Initialize() :

barDotColor = new StringSeries(this);
barBackColor = new StringSeries(this);

But when I put the following in my 'Properties' section I get the above error :

[Browsable(false)]
[XmlIgnore()]
public StringSeries barDotColor
{
get { return barDotColor; } // Allows our public barDotColor StringSeries to access and expose our interal barDotColor StringSeries
}


What am I missing ?