MTF (MultiTimeframe) Indicator example?

[ttodua]

I've seen several topic (searching solution for "Error on calling 'OnStateChange' method: 'AddChartIndicator' cannot be called from this state.).

In all topics (like this: http://ninjatrader.com/support/forum...ad.php?t=83380 ) NT Support describes how to do that. However, that's theorical explanation, and can anyone give show the real example of code, how to do that?

[NinjaTrader_ChelseaB]

Hello selnomeria,

Below I am including some publicly available links to the help guide.

An example would be:

protected override void OnStateChange()
{
    if (State == [B]State.DataLoaded[/B])
    {
        AddChartIndicator(SMA(20));
    }
}

http://ninjatrader.com/support/helpGuides/nt8/en-us/addchartindicator.htm

If you are trying to add additional series, these cannot reference the primary series.

AddDataSeries(BarsPeriodType.Minute, 5);

http://ninjatrader.com/support/helpGuides/nt8/en-us/adddataseries.htm

From the help guide:
"Arguments supplied to AddDataSeries() should be hardcoded and NOT dependent on run-time variables which cannot be reliably obtained during State.Configure (e.g., Instrument, Bars, or user input). Attempting to add a data series dynamically is NOT guaranteed and therefore should be avoided. Trying to load bars dynamically may result in an error similar to: Unable to load bars series. Your NinjaScript may be trying to use an additional data series dynamically in an unsupported manner."

[aligator]

Multi-Timeframe Instances of Same Indicator

Hello selnomeria,

Below I am including some publicly available links to the help guide.

An example would be:

protected override void OnStateChange()
{
    if (State == [B]State.DataLoaded[/B])
    {
        AddChartIndicator(SMA(20));
    }
}

http://ninjatrader.com/support/helpGuides/nt8/en-us/addchartindicator.htm

If you are trying to add additional series, these cannot reference the primary series.

AddDataSeries(BarsPeriodType.Minute, 5);

http://ninjatrader.com/support/helpGuides/nt8/en-us/adddataseries.htm

From the help guide:
"Arguments supplied to AddDataSeries() should be hardcoded and NOT dependent on run-time variables which cannot be reliably obtained during State.Configure (e.g., Instrument, Bars, or user input). Attempting to add a data series dynamically is NOT guaranteed and therefore should be avoided. Trying to load bars dynamically may result in an error similar to: Unable to load bars series. Your NinjaScript may be trying to use an additional data series dynamically in an unsupported manner."

Hi ChlseaB,

Can one use the AddDataSeries to plot a second instance of an indicator for a higher time frame on the same lower time frame chart?

For example, I have a simple 1M chart with ATR(14) plotted in panel 2. How can one plot a 5-minute ATR(14) superimposed on panel 2? Can the AddDataSeries be used here? Is there a sample indicator?

I know this is possible by plotting a supper imposed instance of a transparent 5M chart, then plot the ATR for the 5M chart. But, that is not what I am asking.

Many thanks.

[NinjaTrader_ChelseaB]

Hello aligator,

Yes, you can add a series using a different time frame and use this for the input series of an indciator call and then add this to a chart with AddChartIndicator().

Below is a public link to an example of using an added series to an indicator.

https://ninjatrader.com/support/forum/showthread.php?t=3572

[aligator]

Hello aligator,

Yes, you can add a series using a different time frame and use this for the input series of an indciator call and then add this to a chart with AddChartIndicator().

Below is a public link to an example of using an added series to an indicator.
https://ninjatrader.com/support/foru...ead.php?t=3572

Thank you so much ChelseaB,

The script is for a strategy and I only want indicators, but it got me started with this Multi_SMA indicator. It compiles but it will draw the two SMAs at zero. I am new to AddDatSeries, what is missing here please?

namespace NinjaTrader.NinjaScript.Indicators
{
	public class SMAMulti : Indicator
	{
		private Series<double> sma1;
		private Series<double> sma2;

		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				Description					= @"Indicator will draw a secondarary sma for a different (i.e.5-min) timeframe";
				Name						= "SMAMulti";
				IsOverlay					= true;
				IsSuspendedWhileInactive	= true;
				Period						= 14;
				AddPlot(new Stroke(Brushes.Blue, 2), PlotStyle.Line, "sma1");					
				AddPlot(new Stroke(Brushes.Red, 4), PlotStyle.Line, "sma2");					
			}
			else if (State == State.Configure)
			{
				AddDataSeries(BarsPeriodType.Minute, 5);
			}
			
			else if (State == State.DataLoaded)
			{
				// Syncs a DataSeries object to the primary bar object
				sma1 = new Series<double>(SMA(BarsArray[0], Period));
				sma2 = new Series<double>(SMA(BarsArray[1], Period));
			}			
		}

		protected override void OnBarUpdate()
		{
			if (CurrentBar < Period)
				return;
			
				Value[0] = sma1[0];	
				Value[1] = sma2[0];
		}

		#region Properties
		[Range(1, int.MaxValue), NinjaScriptProperty]
		[Display(ResourceType = typeof(Custom.Resource), Name = "Period", GroupName = "Parameters", Order = 0)]
		public int Period
		{ get; set; }
		#endregion
	}
}

Many thanks.

[NinjaTrader_ChelseaB]

Hello aligator,

I can see where this example may have confused you as it creates its own series.

This example should be better.

https://ninjatrader.com/support/forum/showthread.php?t=109177

You would need to call the SMA and pass the secondary series as the input series and assign the return indicator to a variable. Then call AddChartIndicator using that variable.

[aligator]

Hello aligator,

I can see where this example may have confused you as it creates its own series.

This example should be better.

https://ninjatrader.com/support/forum/showthread.php?t=109177

You would need to call the SMA and pass the secondary series as the input series and assign the return indicator to a variable. Then call AddChartIndicator using that variable.

ChelseaB,

Fantastic, as always great support!

Many thanks.