Indicator on a DataSeries

[michaelbb]

... I do not want to wait 30min only to discover that now the EMA is well above my level.

In order to enter long earlier, I want to check a "temporary" EMA every minute, using the closing of the 10.01, then the closing of 10.02, waiting for my Temporary EMA to cross...

Looks like we are working on similar subject?

I have a 1min chart and create a additional 5min bars object in a strategy. After 2 min (2nd bar of 1min after last 5min bar completed) I want to check/plot an interim value of an indicator based on 5min. This indicator should be calculated based on all finished 5 min bars and the actual 1min value (as a forecast value for the next 5min bar).

My current knowledge / from my tests:
1. Within the 1min based strategy there is no way to create a 5min dataseries / all dataseries are in sync with the primary 1min dataseries
2. Next trial was to create an indicator and call this indicator with the 5min bars object (e.g. MyTest(BarsArray[1])[0]). Also added a public method to access the indicator from my strategy (set interim value / calculate foreacast value). Works fine if complete calculation is done within this indicator.
3. If other indicators are involved / called from this test indicator (e.g. SMA(mySeries,5)[0] ) it does not work (because of indicator caching?).

That is for CalculateOnBarClose = true / dont want to go to tick by tick.

Actual summary for me: best way is to create a self made collection of values and calculate interim values based on this collection (but still trying).

Any suggestions / did I miss something / something wrong in my tests?

[NinjaTrader_Dierk]

Sorry I don't follow, nor am I sure if your issues are the same as for the original poster. To clarify:
- your can not have multiple series in an indicator
- you can have multiple series in a strategy. Please see SampleMultiTimeFrame (and related docs) for how this works
- within an multi series strategy you can have indicators running on any series (see SampleMultiTimeFrame and related docs). However each indicator will only run on one series.

[jriverac]

[quote=michaelbb;42331]Looks like we are working on similar subject?

I have a 1min chart and create a additional 5min bars object in a strategy. After 2 min (2nd bar of 1min after last 5min bar completed) I want to check/plot an interim value of an indicator based on 5min. This indicator should be calculated based on all finished 5 min bars and the actual 1min value (as a forecast value for the next 5min bar).

3.quote]

Hi, MichaelBB,

yes, we are working exactly on the same issue.
Actually, we WERE, because I have given up.

I have been working on this for quite some time now, and have made no progress. I am very limited in programming skills and I cannot grasp some basic concepts.

Good luck! and please come back if you solve it!!

Regards,
Juan Rivera