Question about DataSeries and Multiple Time Frames

[omermirza]

I have the following question - Let's say I have a strategy that uses data from multiple time frames, (5min, 15min, 30min, 60min). The main time frame is 5min. Am I able to use data from a Time Frame smaller than the main time? (i.e, 2min) ? Thanks, -Omer

[NinjaTrader_Jesse]

Hello omermirza,

Yes you can, when you access data from a different series you get the last closed bar price from the series you are requesting. With a smaller series you will have more frequent closes than the larger timeframe so depending when the larger timeframe calls OnBarUpdate you would get the most recent closed bar from the smaller series.