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Thread Tools | Display Modes |
08-04-2010, 05:19 PM
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#1 | |
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Member
Join Date: Jun 2008
Location: Chicago
Posts: 32
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Multiple time frame issue
Please help me understand why this is happening.
simple strategy is added to a 33 tick chart. i have an added time frame of 1 tick and a counter for each tick within BarsInProgress == 1. looks like this: Code:
protected override void Initialize()
{
Add(PeriodType.Tick, 1);
CalculateOnBarClose = true;
}
protected override void OnBarUpdate()
{
if (BarsInProgress == 1)
{tickctr++;}
if (BarsInProgress == 0)
{
Print ("Tickctr: "+tickctr);
Print ("date: "+ToDay(Time[0])+" time: "+ToTime(Time[0]));
Print ("---------------------");
tickctr = 0;
}
}
Quote:
thanks |
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08-05-2010, 06:09 AM
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#2 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,410
Thanks: 252
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With your shown code you would only see prints when the primary series (BIP0) updates.
Bertrand
NinjaTrader Customer Service |
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08-05-2010, 08:35 AM
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#3 | ||
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Member
Join Date: Jun 2008
Location: Chicago
Posts: 32
Thanks: 0
Thanked 0 times in 0 posts
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works in real time but not in strategy analyzer
the following code works in real time but not in strategy analyzer:
Code:
protected override void Initialize()
{
Add(PeriodType.Tick, 1);
CalculateOnBarClose = true;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (BarsInProgress == 1)
{
tickctr++;
Print ("Tickctr: "+tickctr+" Time: "+ToTime(Time[0]));
}
else if (BarsInProgress == 0)
{
Print ("---------------------");
Print ("Tickctr: "+tickctr);
Print ("date: "+ToDay(Time[0])+" time: "+ToTime(Time[0]));
Print ("---------------------");
tickctr = 0;
}
}
Quote:
Quote:
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08-05-2010, 09:28 AM
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#4 |
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NinjaTrader Customer Service
Join Date: Sep 2009
Location: Denver, CO
Posts: 8,117
Thanks: 249
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Hello Jcash,
Is it possible here the sequence of ticks is not matching up? Meaning when you start evaluating your 1 tick series-- it's not necessarily the 1st tick in your 33 tick series. It could be the 2nd, third, 33rd etc.
Ryan M
NinjaTrader Customer Service |
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08-05-2010, 09:56 AM
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#5 |
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Member
Join Date: Jun 2008
Location: Chicago
Posts: 32
Thanks: 0
Thanked 0 times in 0 posts
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Ryan,
that could be the problem, but doesn't explain the results of 0 and 97 (2.9x 33 ticks) in my 1st post. how would you ensure synchronization of the 1 tick addition on the 33 tick chart in strategy analyzer? |
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08-05-2010, 11:21 AM
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#6 |
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NinjaTrader Customer Service
Join Date: Sep 2009
Location: Denver, CO
Posts: 8,117
Thanks: 249
Thanked 418 times in 415 posts
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Maybe you could create a data series from this and sync according to this reference sample:
http://www.ninjatrader.com/support/f...ead.php?t=3572 It creates the series on the first OnBarUpdate and then value is set during BIP = 1.
Ryan M
NinjaTrader Customer Service |
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