Referencing a Renko Chart in a Multi-Time Frame Strategy

[faccipieri]

I’m currently working on a strategy where I use a 50 Renko chart as a filter within another time frame strategy. One of the filters I’m trying to implement is checking if EMA 20 > EMA 50 on the 50 Renko chart as a condition for buy signals.

Here’s the approach I’ve taken using AddDataSeries():

• In the OnStateChange() method, under (State == State.Configure), I added:
  
  AddDataSeries(Instrument.FullName, new BarsPeriod { BarsPeriodType = BarsPeriodType.Renko, Value = 50 });
• To initialize the EMA indicators for the 50 Renko chart, I added this under (State == State.DataLoaded) of OnStateChange():
  
  ema20_50Renko = EMA(BarsArray[1].Close, 20);
  ema50_50Renko = EMA(BarsArray[1].Close, 50);

However, I encountered the following error message:

'Bars' does not contain a definition for 'Closes' and no accessible extension method 'Closes' accepting a first argument of type 'Bars' could be found (are you missing a using directive or an assembly reference?)

I believe the issue lies in how I’m referencing the data from the Renko chart, but I’m not sure how to proceed.

Could anyone guide me on how to properly reference the Renko chart and retrieve the correct data to make this filter work?

Thanks in advance for your help!

[NinjaTrader_ChelseaB]

Hello faccipieri,

Was this strategy created with the NinjaScript Editor?

May I confirm you have not removed any default using statements?

May I have a screenshot of the NinjaScript Editor showing the error and the code line specified in the error?

[bltdavid]

ema20_50Renko = EMA(BarsArray[1].Close, 20);
ema50_50Renko = EMA(BarsArray[1].Close, 50);

Try this,
ema20_50Renko = EMA(BarsArray[1], 20);
ema50_50Renko = EMA(BarsArray[1], 50);

See file,
bin/Custom/Strategies/@SampleMultiTimeFrame.cs

[bltdavid]

Btw, if you're dealing specifically with AddDataSeries and Renko bars,
why are you not using the AddRenko method instead?

[faccipieri]

Try this,
ema20_50Renko = EMA(BarsArray[1], 20);
ema50_50Renko = EMA(BarsArray[1], 50);

See file,
bin/Custom/Strategies/@SampleMultiTimeFrame.cs

It worked! Thanks