Multiple Data Series.

[FXMIKE]

I was hoping that someone could help me as I am trying to learn NinjaScript. Is is possible to code an sma 8 period with a chart on a 15 minute time frame then code a second sma 8 period pulling data from a daily chart or another minute time frame like a 240 minute time frame?

Thanks in advance for you help.

[NinjaTrader_JoshG]

Hello,

Thanks for your post.

This is certainly possible. When you apply your strategy to a chart, the data series in that chart will be the primary data series of the strategy. You would add whatever data series you wanted to State.Configure, in this case your 1 day series and your 240 minute series. Next, you would add your SMA's in OnBarUpdate using Closes[][] as the input. Closes is used whenever you need to access closing prices for multiple instruments or multiple time frames.

I have created an example of doing this is the code snippet below.

protected override void OnStateChange(){
else if (State == State.Configure){

AddDataSeries(Data.BarsPeriodType.Day, 1);

AddDataSeries(Data.BarsPeriodType.Minute, 240);

}

}

protected override void OnBarUpdate(){
double mySMA0 = SMA(Closes[0][0],13);

double mySMA1 = SMA(Closes[1][0],13);

double mySMA2 = SMA(Closes[2][0],13);

}

There is a great strategy reference sample built into NT8 called SampleMACrossover that I recommend checking out as well. You may find this sample in the Strategies folder inside of the NinjaScript editor.

I am also including a link below to our help guide documentation on Multiple Times Frames and Instruments, SMA, and Closes, for your convenience.

SMA
https://ninjatrader.com/support/help...simple_sma.htm

Closes
https://ninjatrader.com/support/help...us/?closes.htm

Multi-Time Frame & Instruments
https://ninjatrader.com/support/help...nstruments.htm

Please let me know if you have any further questions.

[FXMIKE]

Thanks for your help.

[FXMIKE]

I attempted to use the code that you provide but I am unable to get the moving average from the Daily chart or the 240 min chart plot on my 15 minute chart. Does this code work for indicators or just strategies?

[NinjaTrader_JoshG]

Hello,
This code would work for an indicator or a strategy. Have you added the plots that you wanted to your code, using AddPlot() ?
AddPlot()
https://ninjatrader.com/support/help...s/?addplot.htm
You can always open up one of the pre-existing indicators you like as well to see how this is done.
Please let me know if you have any further questions.