Problem Creating EMA for Multi-Time Frame on Highs

[RoyBoy]

Hi!

I cannot figure out how to calculate an EMA on the High of a Multi-Time Frame (as opposed to the Close)... I am trying to use the code below..

eg:

//Init Func
Add(PeriodType.Minute, 1);
Add(PeriodType.Minute, 5);


//UpdateBars Func
double value = EMA(BarsArray[2], 20)[0] //This works but is based on the close
double value = EMA(Highs[2][0], 20)[0]; //This does not work!


Help!!

[NinjaTrader_JoshP]

Hi RoyBoy,

Try: double value = EMA(Highs[2], 20)[0];

[ij001]

Hi RoyBoy,

Try: double value = EMA(Highs[2], 20)[0];

Hi.

I understand how to compare EMAs on Multi time frames.

Is it possible to plot say a 10 min 5 EMA on a 2 min chart?

I wanted to use the EMA code and paste it into BIP == 1... would that work?

[FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff]
 
[SIZE=2][FONT=Courier New][COLOR=#0000ff]#region[/COLOR][/FONT][/SIZE][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2][COLOR=#000000] BIP1[/COLOR][/SIZE][/FONT]
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[SIZE=2][FONT=Courier New]Value.Set(CurrentBar == [/FONT][/SIZE][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] ? Input[[/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2]] : Input[[/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2]] * ([/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]2.0[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] / ([/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]1[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] + Period)) + ([/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]1[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] - ([/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]2.0[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] / ([/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]1[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] + Period))) * Value[[/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]1[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2]]);[/SIZE][/FONT]
 
[/SIZE][/FONT]
[FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff]if[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] (CurrentBar < [/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]1[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2]) [/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff]return[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2];[/SIZE][/FONT]
 
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[NinjaTrader_Matthew]

Hello,

You can just set the Plot to the EMA which uses the added data series (barsarray)

protected override void Initialize()
        {
			//Adds 10 minute data series
			Add(PeriodType.Minute, 10);
            
			Add(new Plot(Color.FromKnownColor(KnownColor.Orange), PlotStyle.Line, "5 minute EMA"));
            
            Overlay				= true;
        }

        protected override void OnBarUpdate()
        {
			
			
			//checks we have enough bars to calculate
			if(CurrentBars[0] < BarsRequired || CurrentBars[1] < BarsRequired)
				return;
			
			//sets the plot to the 10 minute data series added above
			Value.Set(EMA(BarsArray[1], 5)[0]);
				
		
        }

Please let me know if you have any questions.

[ij001]

Hi Matthew

I have some simple multi time frame questions.

1. If we are only using the primary bar, say 10 min then we can omit the BIP == 0? Obviously we just have to ensure we have enough bars to calculate. Like your example in the last post.

2. In another example if BIP == 3 and we have EMA(5)[0] >= EMA(BarsArray[0], 5)[0]
That translates to: If the 5 period EMA of Index 3 (because BIP == 3) is greater than or equal to the 5 period EMA of index 0 (which is the primary bar)?

I've looked at both for too long that now I am confused! I think both interpretations are right...

IJ

[NinjaTrader_Matthew]

1. If you have not added another data series, OnBarUpdate will only be called for the primary series and you do not need to check BIP

2. Even with BIP = 3, EMA(5)[0] is checking the primary data series. If you want to check the 5 period EMA of Index 3, you would need to use EMA(BarsArray[3], 5)[0] >= EMA(BarsArray[0], 5)[0]

BIP only determines which bar object is calling OnBarUpdate - it does not determine which data series the values are calculated on.

[ij001]

1. If you have not added another data series, OnBarUpdate will only be called for the primary series and you do not need to check BIP

2. Even with BIP = 3, EMA(5)[0] is checking the primary data series. If you want to check the 5 period EMA of Index 3, you would need to use EMA(BarsArray[3], 5)[0] >= EMA(BarsArray[0], 5)[0]

BIP only determines which bar object is calling OnBarUpdate - it does not determine which data series the values are calculated on.

2. In the guide it says

Now, if the BarsInProgress index was equal to 1, the current context is of the MSFT 3 min Bars object so you could just write:

High[0];

As opposed to Highs[1][0];

I do that throughout my code with highs, lows, etc. But your saying since its EMAs and moving averages we must use EMA(BarsArray[3], 5)[0]? I thought it would be the same as above... Thanks I want to be sure.

[NinjaTrader_Matthew]

Actually, you're right - sorry for the confusion.

			if(BarsInProgress == 1)
			{
				Print("------- BIP : " + BarsInProgress + "-------");
				double ema0 = EMA(BarsArray[1], 5)[0];
				double ema1 = EMA(5)[0];
				
				Print("ema0 : " + ema0.ToString());
				Print("ema1 : " + ema1.ToString());
			}

Since this in in BIP =1, using either EMA(5) or specify BarsArray[1], it will return the same value.

------- BIP : 1-------
ema0 : 1430.95315400913
ema1 : 1430.95315400913