Multi-Time Frame code issue.

[strategy1]

Hello,
I am trying to add a second timeframe to a strategy. I have looked at a sample code for such a strategy on the forum but can't get it to work.


This is what I have:

protectedoverridevoid Initialize()
{
Add(PeriodType.Minute, 60);

]
// Condition set 1
if (Close(BarsArray[1],60)[0] > SMA(BarsArray[1], 100)[0]);

{
EnterLongLimit(1000, Close[0], "");

}


Thank you

[NinjaTrader_Bertrand]

Hi strategy1, you miss one curly bracket to finish your Initialize() and you also you want to put the Condition1 and order entry in the OnBarUpdate() section of your strategy.

Here's a good overview over MultiTime and MultiInstrument strategies - http://www.ninjatrader-support.com/H...struments.html

[strategy1]

Curly bracket is not the problem.

Thanks, but the curly bracket is in my code. I just forgot to copy it when posting.
Also, both condition 1 and order entry are within the OnBarUpdate Section of the strategy.

I believe it is my use of the Close parameter that is causing it not to compile.

This is the error message I get:

'NinjaTrader.Strategy StrategyBase Close' is a 'property' but is used like a 'method'

[NinjaTrader_Bertrand]

Hi strategy1, you want to use Closes then: here is the syntax Closes[int barSeriesIndex][int barsAgo]

[strategy1]

How do I add SMA for the 2nd BarsArray to Chart.

Bertrand, Thanks. Using closes compiled my code. I am now trying to see if the results I get are correct.

One thing I noticed is: under instrument it now displays the symbol twice on the same line (i.e. GLD/GLD), whereas before it used to display it just once (GLD). Is this correct?

Also, to better analyze the results I am trying to add the SMA of the second BarsArray to the chart and caanot seem to do it.

This is my code:
protectedoverridevoid Initialize()
{
Add(PeriodType.Minute, 100);
Add(SMA(BarsArray[1], 100)[0]);
SMA(BarsArray[1], 100)[0].Plots[0].Pen.Color = Color.Orange;
}


I have added a few other SMA's in this way before. What am I missing?


It would of course be better to add this to a subchart and not the main chart along with the prices (for the second BarsArray) is this possible?


Thanks

[NinjaTrader_JoshP]

GLD/GLD is correct. You have two instruments listed because you are using multi-time frames.

You cannot add indicators of a different time series for charting.

[strategy1]

Will this be added to the next version?

Josh, thanks.

Is this on the list of things to be added in the next version?

It appears to be essential for analysis, not to have to pull up another chart, set it for the same date range, position it over the main chart, etc.

[NinjaTrader_JoshP]

You cannot plot a different time frames indicator on the current time frame. It doesn't make sense.

Consider 1min and 100tick. How does the 100 tick fit onto the 1min? Which bars get plotted and where?

Charting is different than accessing values. You can run multi-instrument/time frame strategies no problem for automated trading, charting wise it only really makes sense when you chart the indicator on the appropriate time frame. If you still wish for this functionality please see this reference sample. It is provided as-is: http://www.ninjatrader-support2.com/...ead.php?t=6651

[strategy1]

It is absolutely needed.

"You cannot plot a different time frames indicator on the current time frame. It doesn't make sense."

I am not sure you understood what I requested.

I am not trying to plot an SMA ( or just price bars) of a different time frame on the current time frame - but do so in a subchart. It is very easily done in TradeStation, as you can have a main chart with a number of subcharts, where each one can have a different time frame.

Not only does it make sense to do this, but if your strategy is based on more than one time frame - it is the only efficient way to check your results.

[NinjaTrader_JoshP]

There is no "subchart" in NT6.5. Multi-series charting is on our list. In the meantime, please consider this customer made indicator: http://www.ninjatrader-support2.com/...&highlight=mtf

I do not know if it is still compatible or not and cannot offer you any support on it.

[strategy1]

Showing more than 1 trade per direction

Going to my original post, now that I have added the second time frame to my strategy, I seem to be getting more than one trade per direction.

Here is my code:
Variables

bool HasTradedLong = false;


protectedoverridevoid OnBarUpdate()

{
if (Bars.FirstBarOfSession)
{
HasTradedLong = false;

}

if (Closes[1][0] > SMA(BarsArray[1], 100)[0]
&& !HasTradedLong);
{
HasTradedLong = true;
EnterLongLimit(1000, Close[0], "");

}

This code used to work prior to me adding the second time frame.
The only other thing I changed was commenting out the short side processing.

Thanks

[NinjaTrader_JoshP]

strategy1,

When you add a second time frame it fundamentally changes every aspect of your code. Please review this article: http://www.ninjatrader-support.com/H...struments.html

[strategy1]

I've read it and added code, but still can't get it to work.

I've read it and they way I understood it is that I should check for the BarsInProgress, so that my condition is only executed when OnBarUpdate is called against the primary Bars Object.

I've added the following code in the OnBarUpdate() method, but still get more than 1 trade per direction.

if (BarsInProgress != 0)
return;

There must be something else that I am missing.

Thanks

[strategy1]

I still can't get it to work.

I tried putting

if (BarsInProgress != 0)
return;

in the beginning of OnBarUpdate() as well as right before OrderEntry and still can't get it to work.

I get more than 1 trade per direction.

I hope someone can help.

Thanks.

[NinjaTrader_Bertrand]

Hi strategy1, please post the code you use and also check your EntriesPerDirection setting in the Entryhandling options when starting your strategy. Thanks!