Sync a DataSeries with a secondary timeframe

[jriverac]

Hi,
I am trying to add a second timeframe and sync a new DataSeries with it. So far, no luck.
I have added the following code:

protected override void Initialize()
{
//Added a secondary timeframe
Add(PeriodType.Minute, 15);
myDataSeries = new DataSeries(this);
}

protected override void OnBarUpdate()

myDataSeries.Set(Closes[1][0]);

Is this conceptually ok??
because it does not work for me!!
Thanks!!
Juan Rivera

[NinjaTrader_Dierk]

Not sure I follow. Why would you need this code?
myDataSeries = new DataSeries(this);

Please check out the SampleMultiTimeframe strategy and the docs provided: http://www.ninjatrader-support.com/H...struments.html

[jriverac]

Hi,

Actually I do not know why I need the code
myDataSeries = new DataSeries(this);

I added because it said so in the custom indicator examples. I have no idea what it does.

Apart from that, is it ok to write:

¿myDataSeries.Set(Closes[1][0]);?

Thanks!!

Juan Rivera

[NinjaTrader_Dierk]

Please try to compile. If it does, then the code is syntactically correct.

[jriverac]

Hi again,

If i remove that line, it compiles ok but does not print out myDataSeries to the OUTPUT.

However, if I keep that line, myDataSeries takes the same values as the Closes[1][0] which I can see in the Output window. So far so good.

However, if I pass the Closes[1][0] into an indicator like SMA and also pass myDataSeries into the same indicator, the results are totally different!!!!! The output of SMA(myDataSeries, 2)[0] is wrong!!!!

Any ideas what is happening?

Thanks!!

Juan Rivera

[NinjaTrader_Dierk]

Not sure what you are trying to achieve but if you want to run e.g. a 15 period SMA in the 2nd close series then why not try something like:

Print(SMA(Closes[1], 15)[0]);

[jriverac]

I want to achive a DataSeries that has the same closing values as my secondary timeframe. I am that far already simply by writing:

myDataSeries.Set(Closes[1][0]);

Now, myDataSeries and Closes[1][0] have the same values but...
a 15 period SMA in the 2nd close series and a 15 period SMA in the myDataSeries won´t give the same results. In fact, any indicator using those aparently identical inputs will provide different results...

Why?

Aparently, there are both the same array but...

[NinjaTrader_Dierk]

Please make sure you understand the BarsRequired concept: http://www.ninjatrader-support.com/H...Required1.html

In addition you always can print out the values of your dataseries and compare it with Close[1].

[jriverac]

I print out in two columns Closes[1][0] and myDataSeries, the figures are identical. (see picture attached)

However, the calculation of the 5-period EMA using Closes[1][0] and myDataSeries are not...

I do not get why...

[NinjaTrader_Dierk]

Please see my post below on BarsRequired: OnBarUpdate is triggered first time CurrentBar=20.

[jriverac]

I have set the number of bar required to 900...

i do not get why should that affect the EMA calculations...

Both arrays are identical, but the indicator is not...

[NinjaTrader_Dierk]

Just compare the first 900 data points on both series the first time OnBarUpdate is triggered and you'll see.

[jriverac]

Sorry, I do not get it.

The strategy is applied on a 1min bar chart and a 30min bar second timeframe is added.

In order to calculate a 5-period SMA of the secondary timeframe, I need at least 150 1min bars...

Should I set the number of bars required to 150??

[NinjaTrader_Dierk]

>> In order to calculate a 5-period SMA of the secondary timeframe
Try SMA(Closes[1], 5)[0].

[jriverac]

Well,

I give up. I cannot make myself understood.

Thanks anyway for your help.

/Juan Rivera