Strategy Data Series

[RiversideDude]

Can I reference standard candles and renko bars in the same strategy? If so, how?

Thanks in advance!!

[NinjaTrader_ChelseaB]

Hi RiversideDude,

Yes, you can reference multiple bar types in a strategy including Renko.
AddRenko(string instrumentName, int brickSize, MarketDataType marketDataType)

Please see the help guide on AddRenko() and Add().
AddRenko() - http://ninjatrader.com/support/helpG...7/addrenko.htm
Add() - http://ninjatrader.com/support/helpGuides/nt7/add3.htm

[RiversideDude]

So once I have both data series, I want to add moving averages and MACD based on both of them. Is there an example of how to do that?

Thanks in advance!

[NinjaTrader_ChelseaB]

Hello RiversideDude,

Use the BarsArray with the proper index as the input series for the indicator call.

Below is a link to the help guide on the SMA.
http://ninjatrader.com/support/helpG...simple_sma.htm

And a link to the help guide on BarsInProgress.
http://ninjatrader.com/support/helpG...inprogress.htm

[RiversideDude]

Is there an option to leave the instrument name blank when you use AddRenko()? I want it to default to the instrument of the chart that it's running against.

Thanks!!

[NinjaTrader_ChelseaB]

Hello RiversideDude,

No, you must supply the Instrument name.

Below I am providing a link to the help guide on AddRenko() which lists all overloads that you can use.
http://ninjatrader.com/support/helpG...7/addrenko.htm

To supply the primary instruments name use Instrument.FullName.

[RiversideDude]

Thanks. They should add that to the documentation.

[RiversideDude]

When you add a strategy to a chart is there a way to NOT have it process historical bars and only process bars closed going forward?

Thanks!!

[RiversideDude]

I added the attached strategy to a chart and I expected the output for each data series to be the same but it wasn't. Why not?

Thanks!!

[sledge]

I added the attached strategy to a chart and I expected the output for each data series to be the same but it wasn't. Why not?

Thanks!!

You really need to read this:

http://ninjatrader.com/support/helpGuides/nt7/?multi_time_frame__instruments.htm

[RiversideDude]

Ok, I read through it. It answered one of my questions, but not why the data series aren't showing the same data. I'm creating a 15 minute chart with an additional 15 minute data series just so that I can learn how it loops through the array.

Maybe it doesn't matter, the first 5 to 6 digits to the right of the decimal are the same.

Thanks!!

[sledge]

Maybe it doesn't matter, the first 5 to 6 digits to the right of the decimal are the same.

Thanks!!

Yeah, but you should start finding issues with indexes out of range when using different timeframes....

NT_CB mentioned this, but I saw nothing in your posted code about this:

http://ninjatrader.com/support/helpGuides/nt7/barsinprogress.htm

[RiversideDude]

Please don't reply to anymore of my questions sledge. Your response seems unprofessional and rude. Keep in mind that I'm trying to learn your system so that I can eventually give you my money!

Thanks!!

[NinjaTrader_ChelseaB]

Hi RiversideDude,

I just want to be clear about what you are viewing and your environment.

On the chart, a 15 minute series is selected correct?

In the script there is an Add(PeriodType.Minute, 15); and no other Add calls, is this correct?

Are you printing the values of the Close[0] to the output window with the Time[0] of the bar?

What is the output you are getting in your output window?

Attached is a script I have made to test this as well as the output I have received. I am finding that the prints on the ES 06-16 are the same for both series.
(NinjaTrader will not actually create a new series if the instrument and interval match an existing series. Instead it will re-use the existing series to be more efficient. This means the values should be the same)

Can I have you show me the code you are testing and the output you are getting?


On a small note, sledge is a community member who is attempting to assist you but does not represent NinjaTrader Support.

[RiversideDude]

First let me say, I have lots of programming experience, I'm just new to NT. I have 2k lines in TS II that I want to convert over.

So I created the strategy and I add it to a chart with the same data series (AUD/JPY, 15 minutes bid) I was just testing to see that my understanding of how NT was looping through the array was correct. When I printed the values I expected them to be exactly the same but they weren't, so that's why I asked.

So yes, no other ADD() and it was a 15 minute chart. I only trade currencies.

I attached my code to my earlier post. And the output showed different values for the SMA(20) even though the dataseries was the same.

Is there a way to find out which bar is actually being processed?

Ok, I thought he worked for NT.

Thanks ChelseaB!!