Data from different timeframes

[danerius]

Hi

Im looking for a way to combine data from different timeframes into one indicator. Namely ATR from monthly, weekly etc... Is there a set of instructions to do that?

Also. Is there a way to know the total number of ticks for a given time period? Say... Total number of ticks for the past 14 days?

Thanks and best regards /Bo

[NinjaTrader_Jim]

Hello danerius,

Thanks for your post.

It is possible to add multiple data series in a NinjaScript and it is also possible to add indicators within that NinjaScript to run off of those data series that are added. Our Multi Time Frame and Instruments page of the Help Guide provides a complete walkthrough for creating and using Multi Series NinjaScripts.

Multi Time Frame and Instruments (Important Read!) - https://ninjatrader.com/support/help...nstruments.htm

You could also use a Multi Time Frame approach to count ticks as well. For example, you could add a single tick data series and increment a counter whenever you see a tick on that data series' BarsInProgress. You can use other logic to reset this counter at a certain point so tick counting begins at that time. Taking this a step further, you could have additional logic to subtract the number of ticks counted for a day whenever you see a new session. IsFirstBarOfSession can be used to identify a new session.

IsFirstBarOfSession - https://ninjatrader.com/support/help...rofsession.htm

Please let us know if you have any additional questions.

[danerius]

Hello danerius,

Thanks for your post.

It is possible to add multiple data series in a NinjaScript and it is also possible to add indicators within that NinjaScript to run off of those data series that are added. Our Multi Time Frame and Instruments page of the Help Guide provides a complete walkthrough for creating and using Multi Series NinjaScripts.

Multi Time Frame and Instruments (Important Read!) - https://ninjatrader.com/support/help...nstruments.htm

You could also use a Multi Time Frame approach to count ticks as well. For example, you could add a single tick data series and increment a counter whenever you see a tick on that data series' BarsInProgress. You can use other logic to reset this counter at a certain point so tick counting begins at that time. Taking this a step further, you could have additional logic to subtract the number of ticks counted for a day whenever you see a new session. IsFirstBarOfSession can be used to identify a new session.

IsFirstBarOfSession - https://ninjatrader.com/support/help...rofsession.htm

Please let us know if you have any additional questions.

Hi and thanks for your very speedy yet thorough response

This looks just like the info I was looking for. Im gonna delve deeper into it asap. Coding isnt my forte so it might be a while

Many thanks and best regards /Bo