Multiple Timeframes

[Gumphrie]

I really like this multiple time framework. I would like to use it with a time frame that is a fraction of the original time frame. I can only program in integers. Is it possible to program in say a 1.3 multiplier instead on only 1, 2, 3, 4 etc? Thanks for your hard work

No, its not possible, if you think about it, you can't split up OHLC values across two bars and still get valid data.

The only alternatives are (a) use a lower main timeframe or (b) create a framework that just runs off tick data rather than OHLC data, but that won't work on NT for historical bars.

[jdfagan]

This looks interesting. I was wondering if it can handle mixing different types of chart frequencies like say a volume or range chart as the primary base chart and then say a time based one like a 5 min or 15 min chart that is the supplemental/added chart types. From what I read, it seems that this would not work due to other chart types needing to be a multiple of the base, but figured I'd double check anyways.

If this is not possible with your framework, do you (or Dierk if you're listening) think NT7 will support such concepts of mixing different types of chart types for indicator displaying?

[NinjaTrader_Bertrand]

jdfagan, this is supported with NinjaTrader 7 as we extend the multiseries concept we had in strategies to indicators - http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

New Multi-Series Charting
You can now mix multiple series on a single chart without limitations seen in other platforms. We have introduced a new chart level property "Equidistant bar spacing" which is automatically set to false when mixing more than one series. What this does is creates a time axis that is void of any missing bars so that mixed series of any type can all be accurately aligned to time. When this property is set to true, bars have even space between them and missing time bars are excluded.

[RitaPacheco]

Hi

I like this indicator very much.

Is it possible to do a Text String on CurrentBar using High and Low of the large time frame?

Thanks

[xenayoo]

excelent work!

But please one point: make it possible to sycrnonize mtf to a specific starttime, so that the plot looks correct.

thanks

Jens

[abfc123]

Market data format for MTF construction

Hi,

I have been using Amibroker for charting and backtesting strategies and am trying to achieve similar results in NT backtesting before running auto using NT.

Amibroker uses expandFirst and expandLast:-

TimeFrameSet( inWeekly );
EMA40 = EMA( C, 40 );
TimeFrameRestore();

//Last close is previous Friday of prior whole week
EMA40 = TimeFrameExpand( EMA40, inWeekly, expandLast );

// This gives close at whatever current bars close is within partial current week
EMA40 = TimeFrameExpand( EMA40, inWeekly, expandFirst );

...presumably equivalent to CalculateOnBarClose = false; and CalculateOnBarClose = false; respectively.
Can you advise if this is correct?

Also, I if i pull down the maximum lookback of historical data from Interactive brokers(1yr of 1minute bars?), does the Add(PeriodType.Weekly, 40) construct from minute bars or does it use weekly bars for the same instrument if they have been previously pulled down via a previous request?

Most importantly, as Interactive Brokers regularly gives out incorrect data which is subsequently cleansed overnight for the next request, is the data stored persistently in the users local database after each load(bad ticks and all) or is it possible to update from scratch at regular intervals?


Thank you for any assistance.

[NinjaTrader_Bertrand]

abfc123, unfortunately we could not comment on this code and equivalents - weekly bars are build from daily data in NinjaTrader - http://www.ninjatrader-support.com/H...ChartBars.html

If you reload historical data via a right click on your charts, the local database stored data is overwritten.

[Taddypole]

I was reading about this Multi TImeFrame utility and thought to give it a try. However, after downloading and installing it, I don't see anything happening.

In the attached picture, I've loaded a 1 min chart of the EC and applied the MTFBar indicator to it. I Then applied the MACDMTF indicator but as you can see there is nothing plotted.

I guess it has something to do with the multiplier in each the MTFBar and the MTF indicator but don't really know what to do.

Can anyone help me get started:?

Thanks,
taddypole...

[xenayoo]

MTF works fine with NT 6.5 . With NT7.x it doen't work at the moment....

Jens

[Taddypole]

Thank you Jens...

Does any one know what is not working? I've compiled and applied it with no errors in the Log.

What kind of problems could there be if there are no compile errors or log errors?

taddypole...

[xenayoo]

Well, i am quite new in NT7. You shold know, that NT7 is not only an update. NT7 is mor like a new programm. Some of the solutions in NT6 produces borders for the developers. That's why NT7 was taking so long for launching.
The problem with MTF may be caused by the new memory management. Dataseries store only the values of the last 256 bars. That makes NT faster and take less memory. That may be the problem - but i don't know exactly, because i'm not the develope of MTF.

You can try this:
write following statement as FIRST STATEMENT in the Intiialize()-Method - before Adding the plots, dataseries etc.:

MaximumBarsLookBack = MaximumBarsLookBack.Infinite;

Jens

[Taddypole]

Hi Jens,

Thanks for the suggestion. I tried your recommendations but no joy.
Again no log errors and no compile errors.

taddypole....