Multi Time Frame Data

[Sudonega]

I have a fairly simple question which I can't seem to find a solution to. I am developing a strategy which I plan on trading on the 15m time frame, this strategy also uses data from the daily time frame. I can't seem to retrieve the data from the daily time frame correctly. I have attached a copy of the code below.

namespace NinjaTrader.NinjaScript.Strategies
{
public class TrendTrading : Strategy
{
private double _DailyHigh;

protected override void OnStateChange()
{
if (State == State.Configure)
{
AddDataSeries(BarsPeriodType.Minute, 60);
AddDataSeries(BarsPeriodType.Day, 1);
}
}

protected override void OnBarUpdate()
{
if (BarsInProgress == 2)
{
_DailyHigh = High[0];
}
Print("High: " + _DailyHigh);
}
}
}

When I run this code in market replay mode on the 15m chart, I am getting a value of 0 for the variable _DailyHigh (The high of the most recently closed bar on the daily time frame).

I can't seem to find where I am going wrong.

[NinjaTrader_ChelseaB]

Hello Sudonega,

I am not able to reproduce this behavior.

Below is a link to a video of the test.

https://drive.google.com/file/d/1XiZPlHBQPcbc7qBpz-j-3bShXMoF0iii/view?usp=drivesdk

Do you have more than 1 day of data?

As a tip, to export a NinjaTrader 8 NinjaScript so this can be shared and imported by the recipient do the following:

1. Click Tools -> Export -> NinjaScript...
2. Click the 'add' link -> check the box(es) for the script(s) and reference(s) you want to include
3. Click the 'Export' button
4. Enter a unique name for the file in the value for 'File name:'
5. Choose a save location -> click Save
6. Click OK to clear the export location message

By default your exported file will be in the following location:

• (My) Documents/NinjaTrader 8/bin/Custom/ExportNinjaScript/<export_file_name.zip>

Below is a link to the help guide on Exporting NinjaScripts.
http://ninjatrader.com/support/helpG...-us/export.htm

[Sudonega]

Hi Chelsea, thanks for looking into this. I managed to resolve this issue, for some reason when I enter market replay mode and load up the daily chart, it doesn't instantly load historical bars which is why it was retrieving a null value for High[0] as there were no bars which had previously closed. It's a bit strange because it does load up the historical bars on the lower time frames such as the 60 minute chart.