possibility of different data series with same TimeFrame but delayed some time?

[artson]

Hi,

Is there the possibility of having, for example, 3 Data series in 5 minutes TimeFrame, but delayed each one around 5 seconds?
In this way I could have a better idea of the 5 minute bars, having 3 series of 5 minute bars with the closing time very close to each other.

This is different of having 1 data series of 5 minutes, another one of 4 minutes and 55" and the third one of 5 minutes and 5".

Is it possible?

Thanks!

[NinjaTrader_BrandonH]

Hello artson,

Thanks for your post.

I understand that you would like to add additional data series to your NinjaScript and delay the data of each added data series.

This is not supported or documented and we would not be able to provide further instruction on this.

That said, this forum thread will be open for other NinjaTrader community members to share their insights.

Let me know if I may assist further.

[artson]

Hi, I don't know if I've explained myself properly.

It is not that I want to delay any data.
It is about building the bars.

Example: imagine I want bars of 120 minutes and I want to apply indicators to it
I wish I could have some DataSeries:
DataSerie 1: starting from 00:00 to 02:00, next bar from 02:00 to 04:00....
DataSerie 2: starting from 00:05 to 02:05, next bar from 02:05 to 04:05....
DataSerie 3: starting from 00:10 to 02:10, next bar from 02:10 to 04:10....
DataSerie 4: starting from 00:15 to 02:15, next bar from 02:15 to 04:15....

In this way, when I use my indicator with all these 4 data series, I can filter better anomalous data or spiks or whatever....

It is only building the bars.
The data for all these 4 data series is unique

In fact you do something with this idea with your "break EOD".....

[NinjaTrader_BrandonH]

Hello artson,

Thanks for your note.

To clarify, are you wanting to trigger actions in your script a certain amount of time before the bar closes?

If so, you could consider adding a 1-Second data series to your script with AddDataSeries().

Time conditions could then be used to check when the time of the 1-Second added series is 5 seconds before or after the close time of the other series. You would then trigger the action within that condition.

See the help guide documentation below for more information.
AddDataSeries(): https://ninjatrader.com/support/help...dataseries.htm
Times: https://ninjatrader.com/support/help...ries_times.htm

Please let me know if I may assist further.

[artson]

Hi,

No, I think this is not what I'm asking for.

In my example above, you understand, that a bar building from 02:00 to 04:00 would be different from a bar building from 02:02 to 04:05.
The following bars (4:05 to 06:05, 06:05 to 08:05 will be also different to the 04:00 to 06:00, 06:00 to 08:00 etc

As the bars will be different (slight different or very different, depending on the internal develpement of the bar), all indicators applied will be also different, and thus, the bars with 00 could have different signals as the bars with 05.....

If I have a signal from the indicator on both 00 & 05, probably the signal will be much "clean"......

Is only my idea..

[NinjaTrader_BrandonH]

Hello artson,

Thanks for your note.

This would most likely require that you create your own custom bar type using custom logic to accomplish your goal. Note that this would require the use of very advanced custom logic.

See this help guide page for more information about creating custom bar types: https://ninjatrader.com/support/help.../bars_type.htm

You could try creating multiple trading hours templates that set the start of the session at different times and use the AddDataSeries() overload that lets you specify a trading hours template.

See the help guide documentation below.
AddDataSeries(): https://ninjatrader.com/support/help...dataseries.htm
Working with Trading Hours templates: https://ninjatrader.com/support/help...urs_window.htm

Let me know if I may assist further.

[artson]

Thanks a lot for your help, Brandon

I'll try it!