Multi time frequency system

[stefy]

Hi,
I developed a system on 30min bars and wanted to add some granularity on the execution using 5min bars.
After reading the reference sample, I did the following:

If (my conditions on the 30min bars I use for the back test)
{
if (BarsInProgress == 1)

{
/*
A value of 0=primary bars, 1=secondary bars, 2=tertiary bars */
EnterLong(1, 1, "Long from 5min");

}


}


Running the back test with 30min and using BarsInProgress == 1 for the 5min time frame, results gets much worse.

Could you please confirm is the code above is correct for what I want to do?

Thank you

[NinjaTrader_Ray]

Have you by chance review our reference sample on this?

http://www.ninjatrader-support.com/vb/showthread.php?t=6652

[stefy]

I did now, thank you.
The strategy won't work (in a different way though, now I get very few trades only in 1 year).
Could you please help me?
I'm using 30min as primary bars and 5min as secondary bars.
Thank you.
What I did is the following:

if (My conditions

{
if (BarsInProgress == 0)

{

EnterLong(1, 1, "Long from 5min");

}

else
{
return;
}

}

[NinjaTrader_Ray]

Not sure what you mean by different way. If you use the "way" we specify in the reference sample, then it will work as expected.

[stefy]

Sorry Ray, I mean, the strategy I posted below compiles, but the results are wrong (I can see it watching the charts).
I want my EnterLong to kick off if my conditions are satisfied on the 30min bars and I want to enter the trade in the first 5min bar after.
Is that what I'm coding below?

Thank you

[NinjaTrader_Ray]

You likely should filter for BarsInProgress first, then check for your trade condition.

I highly suggest that you take the reference sampe we provide, copy it and make changes to reflect what you want. That way you start off with a working base of code.