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Multiple Timeframes

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    Multiple Timeframes

    Hello All,

    I have been working on a strategy, and I have been adding multiple time frames to it. I currently have 5 time frames being used.

    I was curious, does anyone know if there is a limit to the number of time frames that can be used in Ninja?

    Also, does anyone know if there is a performance hit based on the number of time frames?

    Thank you for your expert knowledge.


    #2
    Hello Adrian1028,

    There is not a specific limit to the number of timeframes used in a strategy.

    If you are using the strategy builder the main performance hit would be that you need to load a series for each timeframe you use which will cause the strategy to initially load slower. When using the builder only the primary is used for processing so the secondary series added wont cause logic to be executed any extra.If you are manually coding you can also have the OnBarUpdate method called for each of the series which could use more resources if you did not need to do calculations for each of those added series.

    JesseNinjaTrader Customer Service

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