Multi time frame

[bill2023]

Hello:i add 1minute data on a 4min chart, if i use

Lows[1][0] < Closes[1][1]

to ExitLong everything is ok, if i use

Lows[1][0] < Lows[1][1]

to ExitLong everything is wrong, it will ExitLong after 100bars after enter, see photo.

else if (State == State.Configure)
            {
                AddDataSeries(BarsPeriodType.Minute, 1);
            }
        }

        protected override void OnBarUpdate()
        {
            if (BarsInProgress != 0)
                return;

            if (CurrentBars[0] < 1)
                return;

             // Set 1
            if (
                Low[0] < Close[1]

                                 && (
                             (BarsSinceExitExecution(0, "", 0) > 10)
                          || (BarsSinceExitExecution(0, "", 0) == -1)
                    )

                )
            {


                EnterLong(Convert.ToInt32(DefaultQuantity), "");
            }

             // Set 2


            if (
                 Lows[1][0] < Lows[1][1]
            //    Lows[1][0] < Closes[1][1]
                )
            {
                ExitLong(Convert.ToInt32(DefaultQuantity), "", "");
            }

        }​

[NinjaTrader_Gaby]

Hello bill2023,

Thank you for your inquiry.

Your conditions are checking 2 different things, so it is expected the strategy will not perform the same. Lows[1][0] < Lows[1][1] is checking that the current Low of the secondary data series is less than the Low of the secondary series 1 bar ago. Lows[1][0] < Closes[1][1] is checking that the current Low of the secondary data series is less than the Close of the secondary series 1 bar ago.


In order to better understand how the code is working, it will be necessary to use Print to see how the conditions are evaluating and enable TraceOrders to see if orders are being submitted, ignored, rejected, or cancelled.

Below is a link to a forum post that demonstrates using prints to understand behavior and includes a link to a video recorded using the Strategy Builder to add prints.

https://ninjatrader.com/support/foru...121#post791121

Enable TraceOrders, print the time of the bar and all values used in the conditions that submit entry orders. Include labels for all values and comparison operators.

Let me know if you need any assistance creating a print or enabling TraceOrders.

Save the output from the output window to a text file and provide this with your reply.

I'll be happy to assist with analyzing the output.