indicators in different time-frames

[jossfx]

Hi,

How I can have CCI (14) 1H and CCI (14) M15 in the same strategy?

when I code this

Add(CCI(int period));

I have a CCI in the chart timeframe.

[NinjaTrader_MichaelM]

Hello jossfx,

Thank you for posting. If you want a multi-series plot added to your strategy, you would need to create a custom indicator which contains the muti-series logic for the CCI.

Steps to accomplish:
1) Tools -> Edit NinjaScript -> Indicator -> CCI
2) Right click and Save As.. a new name (Something like "MultiTimeCCI" or similar)
3) Change the #region Variables area to look like the following:

		#region Variables
		private int			period		= 14;
                private string              dataInstrument = "ES 12-15";
                private PeriodType     dataPeriodType = PeriodType.Minute;
                private int                  dataPeriod        = 60;
		#endregion

4) Change the Initialize() method to look like the following:

		protected override void Initialize()
		{
                        Add(dataInstrument, dataPeriodType, dataPeriod);
			Add(new Plot(Color.Orange, "CCI"));
			Add(new Line(Color.DarkGray, 200, "Level 2"));
			Add(new Line(Color.DarkGray, 100, "Level 1"));
			Add(new Line(Color.DarkGray, 0, "Zero line"));
			Add(new Line(Color.DarkGray, -100, "Level -1"));
			Add(new Line(Color.DarkGray, -200, "Level -2"));
		}

5) Change the OnBarUpdate() method to look like the following:

		protected override void OnBarUpdate()
		{
			if (CurrentBar == 0)
				Value.Set(0);
			else if(CurrentBar > 0 && BarsInProgress == 1)
			{
				double mean = 0;
				for (int idx = Math.Min(CurrentBar, Period - 1); idx >= 0; idx--)
					mean += Math.Abs(Typical[idx] - SMA(Typical, Period)[0]);
				Value.Set((Typical[0] - SMA(Typical, Period)[0]) / (mean == 0 ? 1 : (0.015 * (mean / Math.Min(Period, CurrentBar + 1)))));
			}
			else {Value.Set(Value[1]);}
		}

6) Change the #region Properties to look like the following:

		#region Properties
		/// <summary>
		/// </summary>
		[Description("Numbers of bars used for calculations")]
		[GridCategory("Parameters")]
		public int Period
		{
			get { return period; }
			set { period = Math.Max(1, value); }
		}
		[Description("The instrument of the data used for calculations")]
		[GridCategory("Parameters")]
		public string DataInstrument
		{
			get { return dataInstrument; }
			set { dataInstrument = value; }
		}
		[Description("The period type of the data used for calculations")]
		[GridCategory("Parameters")]
		public PeriodType DataPeriodType
		{
			get { return dataPeriodType; }
			set { dataPeriodType = value; }
		}
		[Description("The period value of the data used for calculations")]
		[GridCategory("Parameters")]
		public int DataPeriod
		{
			get { return dataPeriod; }
			set { dataPeriod = Math.Max(1, value); }
		}
		#endregion

7) Hit F5 on your keyboard to recompile
8) In your strategy you would use the following to show the new CCI on the chart:

Add(MultiTimeCCI("CL 11-15", 60, PeriodType.Minute, 14));
//First instrument, then instrument period, then instrument period type, then indicator period

If you are new to multi-time frame scripts, I recommend reading through the following document: http://ninjatrader.com/support/helpG...lightsub=multi
Please let me know if I may be of further assistance.