Need a little help with a multi timeframe strategy I am working on

[vpatanka]

I used the strategy builder to create a new strategy that I have been working on which includes two time frames (4mins and 240 mins) but running the strategy doesn't seem to do the right thing so something is wrong.

The strategy is a simple crossover on an indicator I use but I want to execute the trade when Close[0] i.e closing price on my 4 min chart crosses above/below the indicator (ATRTrailingStop of the 4 min char) but also when Close[0] is > ATRTrailingStop of the 4 hour chart.

Here is what I have in the code
declarations
private ATRTrailingStop ATRTrailingStop1;
private ATRTrailingStop ATRTrailingStop2;

in State == State.Configure
AddDataSeries(Data.BarsPeriodType.Minute, 4);
AddDataSeries(Data.BarsPeriodType.Minute, 240);

in State == State.DataLoaded
ATRTrailingStop1 = ATRTrailingStop(Close, 10, 3.03);
ATRTrailingStop2 = ATRTrailingStop(Closes[2], 10, 3.03);

in OnBarUpdate()

if ((CrossAbove(Close, ATRTrailingStop1, 1))
&& (Times[0][0].TimeOfDay > new TimeSpan(6, 30, 0))
&& (Times[0][0].TimeOfDay < new TimeSpan(13, 40, 0))
&& Close[0] > ATRTrailingStop2[0])
{
EnterLong(Convert.ToInt32(DefaultQuantity), "");
}

// Set 2
if ((CrossBelow(Close, ATRTrailingStop1, 1))
&& (Times[0][0].TimeOfDay > new TimeSpan(6, 30, 0))
&& (Times[0][0].TimeOfDay < new TimeSpan(13, 40, 0))
&& Close[0] < ATRTrailingStop2[0])
{
EnterShort(Convert.ToInt32(DefaultQuantity), "");
}

What am I missing here?

[NinjaTrader_ChelseaB]

Hello vpatanka,

In the Strategy Builder you can select the added series when clicking Series1 -> Input series.

Attached is a screenshot.

To understand the behavior of the script, it is necessary to print all values used in the condition.

Below is a link to a forum post that demonstrates how to use prints to understand behavior and includes a video that debugs a CrossAbove condition in the Strategy Builder.

https://ninjatrader.com/support/forum/forum/ninjatrader-7/strategy-development-aa/99209-date-conditions-not-working?p=791121#post791121

I am happy to assist with analyzing the output from the prints.