Multi-Time Frame & Bar Data Reference

[michaelbb]

I use a multi-time frame strategy on a 1 minute chart. In Initialize() I add a 5 min bar data. CalulcateOnBarClose is true.

From my point of view the reference to bars does not work as documented (http://www.ninjatrader-support.com/H...ameInstruments
in Section "How Bar Data is Referenced"). I understand text and Figure 1 in this way that every yellow 1 min bar should have access to yellow 3 min bar / every 1 min bar in cyan should have access to the cyan 3 min bar.

From my test/observation: During Historical == true the actual 1 minute bar processing at time when a 5 min bar is finished has no access to the actual finished 5 min bar data. Call sequence is
1. OnBarUpdate for 1min bar
2. OnBarUpdate for 5min bar

Because of this it is not possible to plot via StrategyPlot because on the 5 min border the data in 1min bar processing is "delayed" by 1 bar.

My test code to illustrate:

switch (BarsInProgress) {
case BAR1MIN:
// *** call from 1 min bar

// at finished 5 min bar: close value from !!prev!! 5min bar
// all 5min indicator values from !!prev!! bar
DrawDiamond(CurrentBar.ToString()+"5minfrom1min",0 ,
Closes[BAR5MIN][0],Color.Blue);

// close value from actual 1 min bar
//DrawDot(CurrentBar.ToString()+"1minfrom1min",0,
// Closes[BAR1MIN][0],Color.Blue);
break;
case BAR5MIN:
// *** call from 1 min bar

// close value from actual 5min bar
// all 5min indicator values from actual bar
DrawDiamond(CurrentBar.ToString()+"5minfrom5min",0 ,
Closes[BAR5MIN][0],Color.Red);

// close value from actual 1 min bar
//DrawDot(CurrentBar.ToString()+"1minfrom5min",0,
// Closes[BAR1MIN][0],Color.Red);
break;

}

At the finished 5 min bar the diamonds are plotted on different prices.

As a workaround my actual logic in my real strategy is:

case BAR1MIN:
if (!Is5minBar)
processSignals();
case BAR5MIN:
processSignals();

But after a review of code, documentation & forum I think that this does not work as documented?

[NinjaTrader_JoshP]

The order in which your bar series are added is important. Please take a look at the comments inside this reference sample: http://www.ninjatrader-support.com/v...ead.php?t=6652

[michaelbb]

The refernce sample is not what I want:

Reference example: 5 min chart with not visible 1 min bars and no way to plot 1 min bar data

My problem: 1 min chart with not visible 5 min bars (like described in your documentation mentioned above)

I want to see 1 min bars on chart to be able to follow entries/exits of my strategy in detail.

In the reference example the 1 min data is added "just for fun" - there is no access or processing of 1 min data.
You will run into same problem in opposite direction if you want to access actual 1min data/indicators from 5 min processing.

[NinjaTrader_Ray]

What I do is backtest my strategy, then open a 1 minute chart, enable global cross hair in both the Strategy Analyzer chart and the 1 min char and scroll along. The executions will plot on the 5 min chart but you can see the 1 min chart synced on the cross hair. We have on out list visualization multiple series in a backtest on NT7.