Encode the synchronized start of multiple time frames.

[BIOK.NT]

Good afternoon,

I'm trying to program a strategy that, on a 1-second chart, sends a buy order when the 1-second, 1-minute, and up to 300-minute bars start within the same second.
To do this, I used the following code:
else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Second, 1);
AddDataSeries(Data.BarsPeriodType.Minute, 1);
AddDataSeries(Data.BarsPeriodType.Minute, 2);
AddDataSeries(Data.BarsPeriodType.Minute, 3);
AddDataSeries(Data.BarsPeriodType.Minute, 4);
.
.
.
AddDataSeries(Data.BarsPeriodType.Minute, 300);
}
protected override void OnBarUpdate()
{
if(CurrentBars[300] < 2)
{return;}
if(BarsInProgress == 0 && IsFirstTickOfBar)
{
EndBar1sec = true;
}
if(BarsInProgress == 1 && IsFirstTickOfBar)
{
EndBar1min = true;
}
.
.
.

if(BarsInProgress == 300 && IsFirstTickOfBar)
{
EndBar300min = true;
}
if(EndBar1sec && BarEnd1min)
{
if(EndBar1sec && EndBar2min)
{
.
.
.
if(EndBar1sec && EndBar300min)
{
EnterLong();
EndBar1sec = false;
EndBar1min = false;
.
.
.
EndBar300min = false;
}
EndBar2min = false;
}
EndBar1min = false;
EndBar1sec = false;
}

But I find that, when nesting the 300 If conditions, there must be a limit because they aren't being collected correctly and the program is behaving quite erratically.
Is there a limit to nesting If conditions in NinjaTrader?
If so, what alternative do I have to program the simultaneous start condition for 1 second, 1 minute, etc. Up to 300 minutes in minute intervals (1, 2, 3,..., 298, 299, and 300)?
Thanks in advance.

[mw_futures]

Good afternoon,

I'm trying to program a strategy that, on a 1-second chart, sends a buy order when the 1-second, 1-minute, and up to 300-minute bars start within the same second.
To do this, I used the following code:
else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Second, 1);
AddDataSeries(Data.BarsPeriodType.Minute, 1);
AddDataSeries(Data.BarsPeriodType.Minute, 2);
AddDataSeries(Data.BarsPeriodType.Minute, 3);
AddDataSeries(Data.BarsPeriodType.Minute, 4);
.
.
.
AddDataSeries(Data.BarsPeriodType.Minute, 300);
}
protected override void OnBarUpdate()
{
if(CurrentBars[300] < 2)
{return;}
if(BarsInProgress == 0 && IsFirstTickOfBar)
{
EndBar1sec = true;
}
if(BarsInProgress == 1 && IsFirstTickOfBar)
{
EndBar1min = true;
}
.
.
.

if(BarsInProgress == 300 && IsFirstTickOfBar)
{
EndBar300min = true;
}
if(EndBar1sec && BarEnd1min)
{
if(EndBar1sec && EndBar2min)
{
.
.
.
if(EndBar1sec && EndBar300min)
{
EnterLong();
EndBar1sec = false;
EndBar1min = false;
.
.
.
EndBar300min = false;
}
EndBar2min = false;
}
EndBar1min = false;
EndBar1sec = false;
}

But I find that, when nesting the 300 If conditions, there must be a limit because they aren't being collected correctly and the program is behaving quite erratically.
Is there a limit to nesting If conditions in NinjaTrader?
If so, what alternative do I have to program the simultaneous start condition for 1 second, 1 minute, etc. Up to 300 minutes in minute intervals (1, 2, 3,..., 298, 299, and 300)?
Thanks in advance.

sooo when you use the addDateSeries() like this you have to remind that barsInprogress 0 is the default time frame. :

AddDataSeries(Data.BarsPeriodType.Second, 1); //barsInprogress == 1
AddDataSeries(Data.BarsPeriodType.Minute, 1); //barsInprogress == 2
AddDataSeries(Data.BarsPeriodType.Minute, 2); //barsInprogress == 3
AddDataSeries(Data.BarsPeriodType.Minute, 3);//barsInprogress == 4
AddDataSeries(Data.BarsPeriodType.Minute, 4);//barsInprogress == 5

What you could do is to store a date time object for each of these and check in your barsinprogress == 0 if all the 5 date times.seconds are the same. Just store this in an array of datetime. then in the barsinprgoress == 0 loop over the datetimes and see if they are equal for the if condition. Should be very little code.

P.S. Also, just create a forloop for the AddDataSeries.
psudeo code:

for i in range 300
addDataSeries(Data.BarsPeriodType.Minute, i);

[BIOK.NT]

Hello mw_futures!

Thank you very much for your contribution.
Could you write me a code example of how to traverse the arrays for two time frames and how to structure it?

[NinjaTrader_Jesse]

Hello BIOK.NT,

You can just use the built in Times series to access the time of each series from BarsInProgress 0

if(BarsInProgress == 0)
{
Print(Times[1][0] ) ; // the 1 is the bars in progress of the series you wanted the time from
}

Regarding using looping, we do not suggest using any type of logic to variably control AddDataSeries as it may not work in all tools. What you have now with the 5 AddDataSeries statements is the way that would be suggested to add secondary series.

https://developer.ninjatrader.com/docs/desktop/times