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MulitTimeframe - Should we ADD longer time frames first?

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    MulitTimeframe - Should we ADD longer time frames first?

    I'd like some clarification on what are the best practises on Multi time frame use.

    BarsInProgress (BIP0) == 0 is what is displayed on the GUI (what chart you are looking at). This is a 20 Brick Range bar - trades are executed on this time frame.

    I have a 40 Brick Range bar on BIP1
    I have a DAILY chart on BIP2

    Lets just do something simple and say I want to go long if my CCI on the daily chart is increasing, and the same for the Range 40 Chart - CCI is increasing.

    QUESTION 1: Is there a recommended order - IE: should I have the LONGER time frames ADDED LAST like I have listed above? Is it better to have the display longer, and the quicker time frames as BIP2?

    Historical vs Real time generates different results when I test this for when the bars are generated. NT Support has stated that I cannot use HISTORICAL data, I can only use MARKET REPLAY (essentially real time), or LIVE data to test this because in Historical data the daily bar (FirstTickOfBar) comes at the END of the day, and Market Replay FirstTickOfBar comes on the first tick. Huge difference.

    QUESTION 2: Will the order of timeframes added affect or fix the historical issue I have?

    Thanks in advance

    #2
    Hello DaFish,

    Thank you for your post.

    You can have either set of data as the primary or added series, it would not affect the calculations. The order added will not change the behavior of the historical daily bar.

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