Multi-timeframe only show last bar

[siroki]

Hello,

I am writing a multi-timeframe strategy. I basically have the strategy running on a minute interval. In the strategy I have added the 5,15,30,60,120,240,480 minute and 1 day timeframes.

When I run the script it loads all data based on the 1 minute interval. So far so good. But I would only like to see the data of the most current 1 minute bar.

Right now I loads 200 days of 1 minute data which is fine because I need to calculate indicator values for the different timeframes up to the daily (200 sma daily).

I would like to write the values into a textfile which also works fine but now it write every single minute data row into the textfile.

I am only interested in the value of the last 1 minute bar for all 9 timeframes.

So I would like to know what the 1,5,15,30,60,120,240,480 minute and daily 20/50/200 simple moving averages are for the most current 1 minute bar.

I figured I would just use something like

 if DateTime.Now.ToString() == Time[0].ToSTring()

but that doesnt work if you run the strategy in the weekend

Anybody got any ideas?

Again, I don't want to know the historical simple moving average values. Just for the current state. But I need to load all days because I use multitimeframes in one script.

Love to hear suggestions.

Thanks!

[siroki]

I might have a solution. What if I put

 if (Historical) { return; }

at the top of my script. Now, when I load up the strategy it should not run for historical data right? And just write values for the next realtime value that comes up?

[NinjaTrader_PatrickH]

Hello siroki,

Thank you for your post.

That is correct, using Historical you can check to make sure the code only processes on real-time data.

For information on Historical please visit the following link: http://www.ninjatrader.com/support/h...historical.htm