Insert daily time frame

[Dragan]

Hallo,
i would like to calculate daily ATR in the strategy. I'm using the strategy for 60 min chart and I would like to calculate daily ATR.
Any help would be appreciated.

Thanks

{
#region Variables
// Wizard generated variables
private int fast = 20; // Default setting for Fast
private int slow = 55; // Default setting for Slow
private int indicator = 70; // Default setting for Indicator
private int stop = 150; // Default setting for Stop
private int atr = 20; // Default setting for Atr
// User defined variables (add any user defined variables below)
#endregion

/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
SetStopLoss("LONG", CalculationMode.Ticks, Stop, false);

CalculateOnBarClose = true;
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Condition set 1
if (CrossAbove(SMA(Fast), SMA(Slow), 1)
&& ATR(14)[0] < Atr)
{
EnterLong(DefaultQuantity, "LONG");
}

// Condition set 2
if (RSI(14, 3).Avg[0] > Indicator)
{
ExitLong("ExitLong", "LONG");
}
}

[NinjaTrader_CalH]

Hello Dragan,

Thank you for your note.

You would need to add a Daily data series to the script to use for the ATR calculations -

protected override void Initialize()
{
    SetStopLoss("LONG", CalculationMode.Ticks, Stop, false);

    CalculateOnBarClose = true;
    [B]Add(PeriodType.Day, 1);[/B]
}

protected override void OnBarUpdate()
{
    // Condition set 1
    if (CrossAbove(SMA(Fast), SMA(Slow), 1)
      && [B]ATR(BarsArray[1], 14)[0][/B] < Atr)
    {
        EnterLong(DefaultQuantity, "LONG");
    }

    // Condition set 2
    if (RSI(14, 3).Avg[0] > Indicator)
    {
        ExitLong("ExitLong", "LONG");
    }
}

http://www.ninjatrader.com/support/h....html?add3.htm

Let me know if I can be of further assistance.

[Dragan]

Thanks for the quick reply. It works now but I have a problem with the entries now.
i want to have one entry per direction, and before adding barsarrey I had only one entry per direction. It doesn't work even though I have tried with Unique entry and also with All entries. Entries per direction is set to 1. Attached is a screenshot.

[NinjaTrader_CalH]

Dragan,

You will need to filter out the BarsInProgress in this case.

Try adding -

if(BarsInProgress == 1) return;

to the beginning of OnBarUpdate()

http://www.ninjatrader.com/support/h...inprogress.htm