Validate other temporalities

[carguzpa]

I want to know how I can validate the volume on a 5 minute time frame if I am working on a 1597 tick time frame? Code. Thanks

[ninZa]

Hi carguzpa,

You can use the AddDataSeries() function and the Volumes object to obtain the volume for a 5-minute time frame.

Please refer to the code below:

protected override void OnStateChange(){
  if (State == State.Configure) {
    // Adds a 5-minute Bars object to the strategy and is automatically assigned
    // a Bars object index of 1 since the primary data the strategy is run against
    // set by the UI takes the index of 0.
    AddDataSeries("AAPL", BarsPeriodType.Minute, 5);
  }
}

protected override void OnBarUpdate() {
  // Compares the primary bar's volume to the 5-minute bar's volume
  if (Volumes[0][0] > Volumes[1][0]) {
      Print("The primary bar's volume is greater");
  }
}

For more information about the AddDataSeries() function and the Volumes objects, you can access the following links to learn more:

https://ninjatrader.com/support/helpguides/nt8/NT%20HelpGuide%20English.html?iseries_volumes.htm

Regards,
William