Multi timeframe issue

[WalBen]

Hello,

I have an indicator that shows the simple moving average 8 of the chart data and the simple moving average 8 of daily data. To do so, I import in my code the daily close and display my indicator on (for example) a five minuts chart. However, when I compare the SMA 8 daily on a daily chart and my SMA 8 daily on a 5 minuts chart, I don't have the same result (and can't figure out why). Can anyone help ? Thanks a lot !

namespace NinjaTrader.NinjaScript.Indicators
{
	public class XXXIndicator : Indicator
	{
		
		double Moyenne1;
		double Moyenne2;
		private Series<double> CloseJour; 
		
		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				Description									= @"Enter the description for your new custom Indicator here.";
				Name										= "XXXIndicator";
				Calculate									= Calculate.OnBarClose;
				IsOverlay									= false;
				DisplayInDataBox							= true;
				DrawOnPricePanel							= true;
				DrawHorizontalGridLines						= true;
				DrawVerticalGridLines						= true;
				PaintPriceMarkers							= true;
				ScaleJustification							= NinjaTrader.Gui.Chart.ScaleJustification.Right;
				//Disable this property if your indicator requires custom values that cumulate with each new market data event. 
				//See Help Guide for additional information.
				IsSuspendedWhileInactive					= true;
				AddPlot(Brushes.Yellow, "Plot1");
				AddPlot(Brushes.Yellow, "Plot2");
				AddPlot(Brushes.Yellow, "Plot3");
				AddPlot(Brushes.Yellow, "Plot4");
				CloseJour = new Series<double>(this, MaximumBarsLookBack.Infinite);

			}
			else if (State == State.Configure)
			{
				AddDataSeries(BarsPeriodType.Day, 1);
			}
		}

		protected override void OnBarUpdate()
		{
			
			if  (CurrentBar<15 || CurrentBars[1]<15 ) 
				return;

			CloseJour[0] = Closes[1][0];
				
			Moyenne1 = SMA(Closes[0], 8)[0];
			Moyenne2 = SMA(CloseJour, 8)[0];
			
			Values[0][0] = Moyenne1;
			Values[1][0] = Moyenne2;
			
		}
	}
}

[WalBen]

After further tests, it appears that my SMA 8 daily (with daily data imported in the code) is the same as the SMA 8 if I plotted my indicator on a daily chart.

It's only different when I want to display my SMA 8 daily on a lower timeframe, very strange.

[NinjaTrader_AlanP]

Hello WalBen,

Thank you for your note.

Rather than assigning the close of the secondary data series to a new data series, then passing that to the SMA, if you swap,

Moyenne2 = SMA(CloseJour, 8)[0];

With,

Moyenne2 = SMA(Closes[1], 8)[0];

The second plot should correctly reflect the 8 period SMA of the daily time series.

Please let us know if you need further assistance.

[WalBen]

Thanks, it works !