How to use Multi time frame indicator in multitime frame strategy

[kujista]

Hello,
I have problem using my custom indicator inside my strategy:

Indicator looks:

            if (State == State.Configure) {
                Calculate            = Calculate.OnEachTick;
                IsAutoScale         = false;
                IsOverlay            = true;
                Name                = indicatorName;

                AddPlot(new Stroke(Brushes.Lime), PlotStyle.Dot, "Potential_Long");
                AddPlot(new Stroke(Brushes.PaleVioletRed), PlotStyle.Dot, "Potential_Short");

                // Add Range Bars Time Frame [timeFrameRB]
                AddDataSeries(BarsPeriodType.Range, iTFrbPeriod);

                // Add Minutes Time Frame [timeFrameMinute]
                AddDataSeries(BarsPeriodType.Minute, iTFminutePeriod);

                // Inicializace objektu s nastavením, buď dle strategie a nebo dle trhu
                initFailed = false;

                longGaps = new List<GapItem>();
                shortGaps = new List<GapItem>();
            }
​

it works on 2 time frames
i have strategy which uses also multi time frames looks:
Strategy

            else if (State == State.Configure)
            {

                // Add Volumetric Time Frame [timeFrameVolumetric]
                AddVolumetric("ES JUN23", BarsPeriodType.Range, iRangeBarSize, VolumetricDeltaType.BidAsk, 1);

                // Add Entry Time Frame [timeFrameEntry]
                AddDataSeries(BarsPeriodType.Range, iRangeBarSize);

                // Add Daily Chart [timeFrameDaily]
                AddVolumetric("ES JUN23", BarsPeriodType.Day, 1, VolumetricDeltaType.BidAsk, 1);

                // Add Entry Ticks [timeFrameTicks]
                AddDataSeries(BarsPeriodType.Tick, 1);
​

these are timeframes it uses
And I want to use GAP indicator inside strategy
using:

           else if (State == State.DataLoaded)
            {
                Print("Strategy updated (State.DataLoaded) Account: " + Account.Name);
                string strategySettings = "";
                strategySettings += "Range bars: " + iRangeBarSize + "\n";
                strategySettings += "Account: " + Account.Name + "\n";
                tradesLogger.Store(tradesLoggerCsvHeader);

                if (Account.Name != "Sim101")
                    SendMail("RB" + this.RangeBarSize + " Starting on Account: " + Account.Name, strategySettings, true);

                // Add EMA indicator to strategy
                emaIndicator = EMA(BarsArray[timeFrameEntry], iEmaPeriod);
                emaIndicator.Plots[0].Brush = bEmaColor;

                // Add LevelsSR indicator
                levelsSRIndicator = Saskuj_LevelsSR(BarsArray[timeFrameEntry]);

                // Add GAP Indicator
                gapIndicatorA = Saskuj_GAP(BarsArray[timeFrameEntry], iFilterGapLookbackDays, iFilterGapMinimumSizeTicks, iTFrbPeriod, iFilterGapTFminutePeriodA, iFilterGapCancelCloseTicks, iFilterGapCancelApproachTicks, iFilterGapCancelDistancedTicks);
​

but I get error message
<b>

'Saskuj_GAP' tried to load additional data. All data must first be loaded by the hosting NinjaScript in its configure state. Attempted to load ES 06-23 Globex: 6 Range

I specify tf in gapIndicatorA = .... as parameter iTFrbPeriod and iFilterGapTFminutePeriodA

How should i solve this?

[NinjaTrader_ChrisL]

Hello, thanks for writing in. If you hard code this in State.Configure to use 6 Range does the error go away?
//AddDataSeries(BarsPeriodType.Range, iRangeBarSize);
AddDataSeries(BarsPeriodType.Range, 6);

Or, if this is not a 6 Range series being loaded, then make sure you are adding the exact same data series in your Strategy that are being used in this Gap indicator.

[kujista]

Thanks a lot, this worked perfectly, I already understand that all timeframes used in indicator have to be added in configure in strategy.. thanks.

[NinjaTrader_ChrisL]

Im happy to help kujista