I've built a very simple multi-timeframe indicator. It adds 5 CCI indicators for 1, 5, 10, 15, and 20 minute timeframes. Then it checks if the CCI value for each is under -25 and sets a confirm signal.
For some reason, it seems to be missing signals. If I print out the value for each CCI, you can easily see all the values are under -25, but there is no signal bar. How can I get this to work?
See the attached screenshot of the indicator and CCI values. There should be signals for each minute from 22:22 all the way to the first one that actually shows at 22:45, but they are missing.
Here's the code:
For some reason, it seems to be missing signals. If I print out the value for each CCI, you can easily see all the values are under -25, but there is no signal bar. How can I get this to work?
See the attached screenshot of the indicator and CCI values. There should be signals for each minute from 22:22 all the way to the first one that actually shows at 22:45, but they are missing.
Here's the code:
Code:
namespace NinjaTrader.NinjaScript.Indicators
{
public class aaMultiCCI : Indicator
{
private CCI cci0;
private CCI cci1;
private CCI cci2;
private CCI cci3;
private CCI cci4;
private int shortSignalBar = 0;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"aaMultiCCI";
Name = "aaMultiCCI";
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;
confirmSell = new Series<bool>(this);
period = 60;
cciOverSoldLevel = -25;
AddPlot(new Stroke(Brushes.Red, 3), PlotStyle.Bar, "confirmSellBar");
}
else if (State == State.Configure)
{
AddDataSeries(BarsPeriodType.Minute, 1);
AddDataSeries(BarsPeriodType.Minute, 5);
AddDataSeries(BarsPeriodType.Minute, 10);
AddDataSeries(BarsPeriodType.Minute, 15);
AddDataSeries(BarsPeriodType.Minute, 20);
}
else if (State == State.DataLoaded)
{
cci0 = CCI(BarsArray[1], period);
cci1 = CCI(BarsArray[2], period);
cci2 = CCI(BarsArray[3], period);
cci3 = CCI(BarsArray[4], period);
cci4 = CCI(BarsArray[5], period);
}
}
protected override void OnBarUpdate()
{
if ( CurrentBars[0] < 30
|| CurrentBars[1] < 30
|| CurrentBars[2] < 30
|| CurrentBars[3] < 30
|| CurrentBars[4] < 30
|| CurrentBars[5] < 30)
{
return;
}
if (BarsInProgress != 1)
{
return;
}
// TODO: Adjust timezone. This is Mountain time.
if (Bars.GetTime(CurrentBars[0]) > new DateTime(2017, 11, 08, 22, 20, 00)
&& Bars.GetTime(CurrentBars[0]) < new DateTime(2017, 11, 08, 23, 00, 00)
)
{
Print("time: " + Bars.GetTime(CurrentBars[0]));
Print("cci0: " + cci0[0]);
Print("cci1: " + cci1[0]);
Print("cci2: " + cci2[0]);
Print("cci3: " + cci3[0]);
Print("cci4: " + cci4[0]);
}
if ( cci0[1] < cciOverSoldLevel
&& cci1[1] < cciOverSoldLevel
&& cci2[1] < cciOverSoldLevel
&& cci3[1] < cciOverSoldLevel
&& cci4[1] < cciOverSoldLevel
)
{
Values[0][0] = 1;
confirmSell[0] = true;
shortSignalBar = CurrentBars[0];
}
if (CurrentBars[0] != shortSignalBar)
{
Values[0].Reset();
confirmSell[0] = false;
}
}
#region Properties
[Browsable(false)]
[XmlIgnore()]
public Series<bool> confirmBuy
{ get; set; }
[Browsable(false)]
[XmlIgnore()]
public Series<bool> confirmSell
{ get; set; }
[Range(1, int.MaxValue), NinjaScriptProperty]
[Display(ResourceType = typeof(Custom.Resource), Name = "Period", GroupName = "NinjaScriptParameters", Order = 0)]
public int period
{ get; set; }
[Range(int.MinValue, 0), NinjaScriptProperty]
[Display(ResourceType = typeof(Custom.Resource), Name = "Over Sold Level", GroupName = "NinjaScriptParameters", Order = 1)]
public double cciOverSoldLevel
{ get; set; }
#endregion
}
}
Attached Files
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