Simplest of questions.

[8DTK8]

Just started working my way through NT tutorials. Never programmed before but thought I'd give it a shot. Was doing well until I hit multiple timeframes. Was trying to follow directions in "Multi-Time Frame & Instruments" in NinjaTrader Version 6 Help Guide and decided that it had enough information to simply plot the high of a different time frame (I decided on 3 min instead of making it variable to make things easy) in a 1 min chart.

For some reason I'm stuck on the

Add(PeriodType.Minute, 3);

part. When compiling, it says No overload for method 'Add' takes '2' arguments... not to mention the other errors.

I've included a screen shot. Any help would be much appreciated. & my apologies also, it seems that nobody else has asked such an elementary question in the past that I can see the answer to.

DK

[NinjaTrader_JoshP]

You are in the middle of building a NinjaScript Indicator. Multi-time frame indicators are not currently supported which is why that syntax is not available. That syntax only works in a NinjaScript Strategy.

[8DTK8]

Oops... nevermind those last questions... managed to figure it out... I think.

[8DTK8]

Trying to Optimize

Can someone tell me how I can make a variable a parameter that I can optimize? I can't seem to find any documentation or support board questions that help me.

Specifically, I would like to be able to optimize the offset of a short entry order. It's currently set to 2 tics.

{
EnterShortLimit(DefaultQuantity, Highs[2][0] - 2 * TickSize, "SHORT!");
}

What script do I have to enter (& where... I'm quite new at this) so that I can declare the range that I want it to test in Strategy Analyzer?

Thank you very kindly in advance,

DK

[NinjaTrader_JoshP]

To create an user definable parameter that can be optimized you go about it the same way you create any user definable parameter. To see example of this please check out any of the prebuilt indicators or even SampleMACrossOver strategy. Pay attention to the "Variables" and "Properties" regions of the code. That is where you create the parameters. Just mimic the code technique there with your own variables and you will be golden.

[8DTK8]

Thank You!

Josh,

Sir, you are a prince. It worked! I raise my beer (which may have been the reason I couldn't figure it out on my own, but we'll never know) to you.

I hope the long weekend treats you well.

Regards,

DTK

To create an user definable parameter that can be optimized you go about it the same way you create any user definable parameter. To see example of this please check out any of the prebuilt indicators or even SampleMACrossOver strategy. Pay attention to the "Variables" and "Properties" regions of the code. That is where you create the parameters. Just mimic the code technique there with your own variables and you will be golden.

[8DTK8]

Optimizer

I am happy to say that I have the optimizer up and running.

Unfortunately I've discovered that there is a difference between the results that optimizer comes up with for particular combinations and the results that the backtest function comes up with when the parameters are entered manually.

The attachments are as follows. The first is the top 3 optimized results. The first parameter was held constant at 2 and the last parameter was held constant at 8. The middle variable had a min of 5, max of 15 and increment of 5.

The latter screen shots are of backtested results manually entering the combinations of 2,5,8 in the first case, 2,10,8 in the second and 2,15,8 in the third. The only one that matches up is the first 2,5,8 and although it's on the top, the optimizations were supposed to sort "max profit". According the the separate backtests over the same dates, it's not the one that generates the maximum profit at all.

Any advice would be greatly appreciated.

Thank you kindly,

DK

[NinjaTrader_JoshP]

Please ensure you are backtesting and optimizing with the same algorithms and fill types. Check the Settings tab. They need to be 100% identical.

[8DTK8]

I can't tell if I can't get this to work because my script is wrong or because it's not something that can be done in optimizer. Can the range include zero and/or negative numbers?

Thanks,

DK

[NinjaTrader_Dierk]

Do you mean the parameter range to optimize? I believe it should with 0 and negative numbers too.

[8DTK8]

BarsSinceEntry

Having a little trouble with BarsSinceEntry() on multi-time frame strategy (or maybe it's just a general problem... haven't tried it on single time frame yet).

While trying to debug a bigger problem I noticed that BarsSinceEntry() was always returning "0" when it was clearly supposed to be higher.

The code I used to find this is:

Print("Position is " + Position.MarketPosition +" with BSE "+ BarsSinceEntry(2,"SHORT!",0) +" at " + Time[0].ToString());

The barsInProgressIndex index is 2 which is 15 minutes.

The output window has everything correct except what I think the BarsSinceEntry should be.

Here is a sample output.

Position is Short with BSE 0 at 8/13/2008 8:00:00 AM
Position is Short with BSE 0 at 8/13/2008 8:15:00 AM
Position is Short with BSE 0 at 8/13/2008 8:30:00 AM
Position is Short with BSE 0 at 8/13/2008 8:45:00 AM
Position is Short with BSE 0 at 8/13/2008 9:00:00 AM
Position is Short with BSE 0 at 8/13/2008 9:15:00 AM
Position is Short with BSE 0 at 8/13/2008 9:30:00 AM
Position is Short with BSE 0 at 8/13/2008 9:45:00 AM
Position is Short with BSE 0 at 8/13/2008 10:00:00 AM
Position is Short with BSE 0 at 8/13/2008 10:15:00 AM

What should be the BarsSinceEntry variable is always "0".

I'm not sure what I'm doing wrong, but I would very much appreciate the help.

Thanks many in advance.

[NinjaTrader_JoshP]

In a multi-instrument/time strategy BarsSinceEntry() returns the bars on the FIRST series of the instrument. This is to be contrasted against the return of the number of bars in the secondary series for the instrument.

[8DTK8]

I'm not sure if I fully understand.
Would you be so kind as to suggest a way for me to keep track of the number of bars that have gone by in a multi-time strategy?

This is what I currently have just to see if it's returning the value that I want.

if (BarsInProgress == 2 && Position.MarketPosition == MarketPosition.Short)
{
Print("Position is " + Position.MarketPosition +" with BSE "+BarsSinceEntry(2,"SHORT!",0) +" at " + Time[0].ToString());
}

Both the first series and the 3rd series of data are 15 min. I am assuming that this being the case whether the int barsInProgressIndex is "0" or "2" should return the same value since they are both 15 min bar series.

Thank you again for your prompt replies and excellent assistance.

In a multi-instrument/time strategy BarsSinceEntry() returns the bars on the FIRST series of the instrument. This is to be contrasted against the return of the number of bars in the secondary series for the instrument.

[NinjaTrader_JoshP]

Are you saying the first series is exactly the same as the 3rd series? Same instrument same time frame?

BarsSinceEntry() will return on the first series of the particular instrument, not the first series in general.

Consider this:
BarsInProgress 0 = AAPL 5min
BarsInProgress 1 = MSFT 5min
BarsInProgress 2 = MSFT 15min

You run BarsSinceEntry() in BarsInProgress 2 you will get the bars since entry in relation to BarsInProgress 1 not 0.

To know it in terms of BarsInProgress 2, you will need to run math calculations and derive that from the BarsInProgress 1 value returned.

[8DTK8]

Gotcha

I understand this now (sorry, it's been a long night of wanting to figure this out).

I now have BarsSinceEntry(1,"SHORT!",0) in BarsInProgress 1 and the "SHORT!" trade was also executed in BarsInProgress 1.

It seems that in a multi time frame strategy, there has to be the " 1,"SHORT!",0 " in the brackets because just "()" seems to crash although it compiles. Just to be sure, I matched the series that I wanted to the 1 spot like you showed me below. This all seems to conform to what the help page on BarsSinceEntry() tells me to do.

Unfortunately I still get all zeros for this value just the way it looked in my earlier output window that I cut and paste.

If there's anything else you can think of as to why all I get is 0s when there are trades that last as long as days and the first series is a 15 min period, I would love to hear it.

Thanks again.

Are you saying the first series is exactly the same as the 3rd series? Same instrument same time frame?

BarsSinceEntry() will return on the first series of the particular instrument, not the first series in general.

Consider this:
BarsInProgress 0 = AAPL 5min
BarsInProgress 1 = MSFT 5min
BarsInProgress 2 = MSFT 15min

You run BarsSinceEntry() in BarsInProgress 2 you will get the bars since entry in relation to BarsInProgress 1 not 0.

To know it in terms of BarsInProgress 2, you will need to run math calculations and derive that from the BarsInProgress 1 value returned.