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Multi-timeframe Series Break at EOD

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    Multi-timeframe Series Break at EOD

    Hi everyone

    I have a strategy employing a number of different data series. It's important to me that the main data series (BarsArray[0]) has Break at EOD set to false.

    However, I would like to Add a Range series in the Strategy in which I have Break at EOD set to true.

    Is it possible to do this?

    Thanks!

    #2
    Hello janseun,

    Thanks for your post.

    In NinjaTrader8 you can add a data series that has a bool to set isResetOnNewTradingDay to true. Please see: https://ninjatrader.com/support/help...dataseries.htm

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      #3
      Paul

      Thanks for the reply. Do you maybe have an example that I can look at? I did notice this in the Help Guide, but when called with that bool, it also expects to be passed a BarsPeriod object which I don't think I fully grasp.

      Appreciate your help.

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        #4
        Hello janseun,

        Thanks for you reply.

        Here is an example:

        AddDataSeries("CL 02-18", new BarsPeriod(){BarsPeriodType = BarsPeriodType.Range, Value = 4}, "Nymex Metals - Energy ETH", false);

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          #5
          Thanks Paul - that did the trick - appreciate the help!

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