Discretionary adding of a secondary time frame

[rperez]

Hi,

I want to add a second time frame to my strategy. Say my primary time frame is 9 Range bars. I would like to backtest my entries on a shorter "time frame". For example 1 minute bars, or 2 Range bars.

How can I tell send parameters to my strategy program from the input window to add a Range period type with a 2 value, or a Minute period type and a 1 Minute value so it generates the correct Add() intruction?

In the case of the 1 Minute period type:
Add(PeriodType.Minute, 1);

Or in the case of the 2 Range period type:
Add(PeriodType.Range, 2);

I want the Minute, or Range to be a parameter such as: myPeriodType, and the value as myPeriodValue: Add(myPeriodType, myPeriodValue);

I haven`t been able to do it via variables or conditional statements because the Add() line goes in the Initialize() method and it's giving me a hard time.

Thank you.

[NinjaTrader_Bertrand]

rperez, have you already tried setting this period value up as a user defined input parameter for the strategy?

[rperez]

rperez, have you already tried setting this period value up as a user defined input parameter for the strategy?

Thanks Bernard,

I tried to enter the parameters in order to fill the instruction: Add(PeriodType.myPeriodType, myPeriodValue);

But the compiler generates an error message. Perhaps my user defined parameters are incorrectly defined:

[Description("")]
[Category("Data series")]
public int MyPeriodValue
{
get { return myPeriodValue; }
set { myPeriodValue= Math.Max(1, value); }
}
[Description("")]
[Category("Data series")]
public string MyPeriodType
{
get { return myPeriodType; }
set { myPeriodType = value; }
}

[NinjaTrader_Bertrand]

rperez, the second is not a string but of type PeriodType, just check what Intellisense expects for the Add() method as parameters.

[rperez]

Bertrand,

I changed the parameter settings to:

Variables:
private PeriodType myPeriodType = "PeriodType.Range";

Parameters:
[Description("")]
[Category("Data series")]
public PeriodType MyPeriodType
{
get { return myPeriodType; }
set { myPeriodType = value; }
}

Stilll get a compiler error.

[rperez]

Bertrand,

I changed the parameter settings to:

Variables:
private PeriodType myPeriodType = "PeriodType.Range";

Parameters:
[Description("")]
[Category("Data series")]
public PeriodType MyPeriodType
{
get { return myPeriodType; }
set { myPeriodType = value; }
}

Stilll get a compiler error.

I fixed it by changing the variable from:
private PeriodType myPeriodType = "PeriodType.Range";


to:
private PeriodType myPeriodType = PeriodType.Range;

Everything is working fine now.

Thank you.

[rperez]

Bernard,

Another related question:

How can I conditionally add the line: "Add(myPeriodType, myPeriodValue);" to my strategy program depending on wether I wish to include a secondary TimeFrame or not.

The Initialize method does not allow conditional statements such as:

if (conditionToAddTimeFrame ==true)
{
Add(myPeriodType, myPeriodValue);
}

[NinjaTrader_Bertrand]

rperez, correct for this reason I would suggest you create two strategies, one with intrabar fill simulation and one without. Thanks

[rperez]

Thanks Bertrand..... I shall do that.