Multiple Time Frame Startegy

[Erwin]

Hi

I am compiling a strategy based on entering a trade on a short time frame chart and using the Medium and Higher time frames charts as confirmation charts. The conditions for the entry chart (ST) work perfectly (see attached screenshot-first 3 conditions). I can't seem to get any confirmation on a higher time frame condition to work. For example, in addition to the ST chart conditions, for long trades, I would also like to confirm a cross on K with D on the stochastic and an upslope or rising slope of the momentum indicator on the Medium chart (MT). I would also like to confirm K up on the Stochastic on the higher time frame (HT). The indicators are all proprietary.

How do I get this done in strategy builder?

Or does anyone have a strategy build based on Top dog Eagle Eye trading methodology?

Thanks in advance

[NinjaTrader_PaulH]

Hello Erwin,

Thanks for your post.

From the screenshot, it appears you have successfully created the condition to check the .D plot of the proprietary indicator based on a 900 tick input series.

What I would suggest is that you print the value of the indicator from the Strategy builder. This will show you what value is being used in the set.

Here is a link to a short video that walks through constructing a print statement for debugging in a strategy builder. https://paul-ninjatrader.tinytake.co...NV8xMDk5MDc5Nw

[Erwin]

Thanks Paul. A good way to fix errors indeed.

I also realized the trades are very very few because the "Action" to "Enter position long/short" is based on both time frames "on bar close". I use a ratio of 3 between the two-time frames, which means by the time the higher time frame (HT) bar with the right conditions closes the ST chart would have printed 3 bars already and in most cases, the first bar or sometimes second bar would be the only ones to meet the conditions.

Would it be possible to activate the trades on the ST chart after the bar closes and intrabar on the higher time frame? All trades are entered on the ST chart.

[NinjaTrader_PaulH]

Hello Erwin,

Thanks for your reply.

The strategies "Calculate" setting controls, on live data, what data is being pulled. using Calculate.OnPriceChange or Calculate.OnEachTick will bring in the currently forming bar values of both the chart and the added data series. It also means that the "bars ago" reference [0] will be pointing to the currently forming bar instead of the 'just closed" bar. It also means your strategy code is executed far more often than once per bar and this can cause other complications with event driven methods such as placing and updating orders.

Here is a link to a page that may be helpful: https://ninjatrader.com/support/help...taIsReferenced

Please note that on historical data, regardless of the calculate setting, the historical data is processed as if the strategy was using Calculate.OnBarClose.