DOW EMA200 @ YM minute chart

[jr123]

My strategy needs ( amongst other things ) the ema 200 from the DOW Index 1 h data serie at a 1 minute YM Future chart.

So i ad :

AddDataSeries("^DJIA", BarsPeriodType.Minute, 60);

.....

ema60min200dow = EMA(Closes[1],200)[0];

That works, but for 200 hours dow i need about 4 weeks back data for getting the correct ema200 .

This first 4 weeks i can't start the strategy algo so i just wait 200 dow bars...

barsdow = CurrentBars[1];
if (barsdow < 200) return;


But i can`t stop ploting the chart and some other ym 1 min chart indicators.
So the first 4 weeks the strategy Analyser plots Tausends of 1 Minute YM bars and Tausends other YM 1 min indicators values for no reason. This makes the strategy Analyser very slow...

So, how can i get this Dow 60 min EMA 200 without ploting about 400 h of 1 min ym chart in the Strategy ?

[NinjaTrader_ChelseaB]

Hello jr123,

The AddDataSeries() method allows for a barsToLoad overload parameter.

AddDataSeries(string instrumentName, BarsPeriod barsPeriod, int barsToLoad, string tradingHoursName, bool? isResetOnNewTradingDay)

Below is a public link to the help guide.

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

Or you would need to use a BarsRequest and do all calculations custom.

Below is a public link to the help guide.

https://ninjatrader.com/support/helpGuides/nt8/en-us/barsrequest.htm

[jr123]

Hello jr123,

The AddDataSeries() method allows for a barsToLoad overload parameter.

AddDataSeries(string instrumentName, BarsPeriod barsPeriod, int barsToLoad, string tradingHoursName, bool? isResetOnNewTradingDay)

....[/url]

Thank you very much.
This seems working.


But there is a small difference beetween the result.
The DJIA Chart with 60 min (200 Days back ) shows EMA200
on the END of 04/05/2018 : 24502


AddDataSeries("^DJIA", new BarsPeriod {BarsPeriodType = BarsPeriodType.Minute, Value = 60},1400,"US Equities RTH",false);

if (BarsInProgress == 1 )
{
ema60min200dow = EMA(Closes[1],200)[0];
Print(Time[0] + " ema60min200dow " + ema60min200dow );
}

this code shows at the same time :
05.04.2018 22:00:00 ema60min200dow 24508,3080877318

Why this (small) difference ?

[NinjaTrader_ChelseaB]

Hello jr123,

I'm still testing this but on my end I'm not getting correct bar times with AddDataSeries().

In the script, bars are ending on the hour and not the half hour which would not match the trading hours template applied. I should be seeing bar closes every half hour.

Once I have more information I will update this thread.

I appreciate your patience.

[jr123]

Hello jr123,

I'm still testing this but on my end I'm not getting correct bar times with AddDataSeries().

In the script, bars are ending on the hour and not the half hour which would not match the trading hours template applied. I should be seeing bar closes every half hour.

Once I have more information I will update this thread.

I appreciate your patience.

OK, this seems the reason.

With 30 min chart DJIA and ema400 the chart EMA is
identical to the script EMA 400. So for now i will use ema400 / 30 min.
Seems the same as 60min / ema200 .

[NinjaTrader_ChelseaB]

Hello jr123,

The issue is with the IsResetOnNewTradingDay bool.

You have this set to false which means it will not create a new bar on the new session.

You can have your chart match this by disabling Break EOD in the data series section of the chart.

(Or you can set this to true in the AddDataSeries() call)