Multi-TimeFrame indicator in a strategy

[dastaan]

Hi NT,

I have developed a indicator which takes 5 min granularity of data series to calculate signals.

My end goal is to take signals from it and develop a strategy on different timeframe.

When I test it on 5 min chart, It is working as expected. However, When I change the TF from 5 min it isn't giving signals.

Side Note : I wish to create a package and have a crypt code so passing 5 min data series from the strategy is a no go for me.

Looking forward to hear from you soon!!

[NinjaTrader_ChrisL]

Hello dastaan, thanks for writing in.

Are you getting any errors in the log tab of the Control Center? If not, did you use the Print method in the strategy to see if your trading conditions are actually being hit? e.g.

if(<condition to trade>)
{
Print("Trade Activated");
EnterLong();
}

I look forward to hearing from you.

[dastaan]

Hi Chris,
I am attaching the indicator script.

A brief about the script:
The logic is simple crossover on 5 min timeframe. When I attach it to a chart with timeframe of 5 min it works perfectly, However when I apply the indicator to other timeframe it doesn't work.

[NinjaTrader_ChrisL]

Hello dastaan, thanks for your reply.

I ran the indicator on many different time frames and it seems to work fine for me:

https://clauber.tinytake.com/tt/NDg0NzI0MV8xNTI5MDcyNA

Could you point out a specific scenario where the indicator is not producing the expected output?

Kind regards,
-ChrisL

[dastaan]

Generally, I tested it on higher timeframe. In case we test it on Hourly we won't get any signals.
Otherwise very few compared to what we are getting on the default TF.

[NinjaTrader_ChrisL]

Hello dastaan, thanks for your reply.

I am able to get signals on a 60 minute chart with an adequate number of days (20 days in this case):

https://clauber.tinytake.com/tt/NDg1NjMzM18xNTMyMDkzNg

Try setting your BarsRequiredToPlot property to a lower number, by default it is set to 20.

Best regards.