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Strategy with different time frames

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    Strategy with different time frames

    I developed a strategy that has CalculateOnBarClose = false calculations to update the single tick. I want to use the same strategy basat indicators on the bar at one and five minutes. How do I proceed? Thank

    #2
    Hello,

    I'm not sure what you are trying to do. You can run most indicators on any interval you want. Can you explain more?
    DenNinjaTrader Customer Service

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      #3
      Using OnMarketDepth () to access prices in level II, and then I imposed CalculateOnBarClose = false to be able to update tick by tick. In the meantime would like to use the signals from the two indicators based on time frames of one and five minutes. How do I get the values of two indicators in the same strategy when CalculateOnBarClose = false?

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        #4
        onurbbruno, you could call the indicators in the if (FirstTickOfBar) context and then reference one bar back to make up for calling it on the open tick of the next bar instead of the closing tick of the previous (as you wanted to work with CalculateOnBarClose = false in realtime.

        http://www.ninjatrader.com/support/f...ad.php?t=19387
        BertrandNinjaTrader Customer Service

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          #5
          Strategy with different time frames

          Thanks for the reply.Immediately apply the information you gave me.

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