Referencing another chart/timeframe to create an if statement

[quicksandatl]

Hi there,

I'm trying to backtest a strategy that includes referencing a chart on a different timeframe. Effectively, I would only like certain positions to be taken long if price is over the daily 100 EMA, and shorts for below the daily 100 EMA. I would like to trigger the strategy on a chart on a different timeframe and even chart type.

Thank you.

[jaybedreamin]

You'll likely need to add a secondary data series to your Strategy using AddDataSeries(BarsPeriodType.Day, 1) (or whatever other timeframe you want to use as your entry filter)

Then, in your onBarUpdate you want to add conditional code to evaluate this timeframe first before entering trades. Using BarsInProgress is where you're going to be able to access your multiple data series.

The documentation has a few very good articles/pages on this, here's one

https://ninjatrader.com/support/help...inprogress.htm


Hope that helps

[NinjaTrader_BrandonH]

Hello quicksandatl,

Thanks for your post.

jaybedreamin is correct. You would need to add a secondary data series to your strategy by calling the AddDataSeries() method in State.Configure. Then, you would submit the orders to that added series by using the Entry() method overload that lets you specify a barsInProgressIndex argument.

EnterLong(int barsInProgressIndex, int quantity, string signalName)

The primary data series the script is running on will have a BarsInProgressIndex of 0. The first added series in the script will have a BarsInProgressIndex value of 1. The second added series will have a BarsInProgressIndex value of 2, and so on.

AddDataSeries(): https://ninjatrader.com/support/help...dataseries.htm
BarsInProgress: https://ninjatrader.com/support/help...inprogress.htm
Working with Multi-Timeframe/Multi-Instrument NinjaScripts: https://ninjatrader.com/support/help...nstruments.htm

Here is a reference sample that demonstrates submitting orders to an added data series which you might find helpful: https://ninjatrader.com/support/help...ipt_strate.htm

[quicksandatl]

Thank you both for these responses! Very helpful, I think can put something together with this.