Multi-timeframe for intrabar trade execution

[RandyT]

Am I able to run a strategy in a 5 minute interval and include a PeriodType.Second to accomplish quicker intrabar trade execution? I'm not clear from the docs if I must stick to the same PeriodType within the strategy.

tks

[NinjaTrader_Ben]

Hello,


Yes, you can use another timeframe within a strategy. This link provides how to do this:

http://www.ninjatrader-support.com/HelpGuideV6/helpguide.html?MultiTimeFrameInstruments

Please also take a look at this reference sample regarding interbar granularity:

http://www.ninjatrader-support.com/vb/showthread.php?t=6652

[RandyT]

Yes, I have seen both of those references.

To be clear, I should have no problem running a strategy that is running with primary period of 8 minutes and a secondary period to execute trades against of 30 seconds?

Just making sure I am not trying to do something dumb... :-)

[NinjaTrader_Ben]

Hello,

That is correct. Strategies can take entry signals from any time frame and any instrument and orders can be placed against any BarsInProgress series.