adding a bar with different time interval

[coffeedan]

in my Strategy subclass 's Initialize() , I called
Add(PeriodType.Minute, 5);

What is the bar index for the bar I have added inside Initialize() method ?

Once I know the index value, can I access it using

this.BarsArray[index][0] // inside OnBarUpdate

[NinjaTrader_Ray]

Not sure I follow 100% your question but I can provide the following...

The primary series your strategy runs on as determined when applying your strategy to a chart is index 0. Each subsequent call to the Add() method to add a series will be incremented by one.

Add(PeriodType.Minute, 5); // Would have index 1
Add(PeriodType.Minute, 6); // Would have index 2

[coffeedan]

if there are indicators already on the chart

if there are indicators already on the chart , what will be the index number for the my added bar ?

[NinjaTrader_Ray]

Adding indicators does not impact the indexing of bars, thus my original response is still accurate.

[coffeedan]

Add PeriodType.Minute 1 minute on a 10 minute Chart

I have opened up a 10 minute Chart , and in my custom Strategy I added a minute series in the Initialize() method as follow:

protected override void Initialize()
{
this.Add(PeriodType.Minute, 1);
}

Then I do some checking in the OnBarUpdate() .

protected override void OnBarUpdate()
{
Period checkPeriod = this.BarsArray[this.BarsInProgress].Period;
if (checkPeriod.Id != PeriodType.Minute
|| checkPeriod.Value != 1)
{
return;
}
// do my other stuff
}

It check to ensure it is a one minute bar. To my surprise , there is no 1 minute bar , so the check step above will always reject the bar update event.

I am using NT 6.5 .

Is it possible to get 1 minute data even if the Chart is 10 minutes ?

[NinjaTrader_Ray]

To confirm that there really is one minute bars, do this:

if (BarsInProgress == 1) Print(Time[0].ToString());

This will confirm that when OnBarUpdate() is called for the second series (your one minute bar) it will print the bar time stamp to the output window.

[coffeedan]

I have imported minutes by minutes historical data into NT 6.5 for 12/1/2008 to 12/31/2008 .
I printed the active bar on every OnBarUpdate() as follow:

this.Print(this.Times[this.BarsInProgress][0].ToString() + " BarsInProgress="+this.BarsInProgress+ " Period " + this.BarsArray[this.BarsInProgress].Period.ToString());

If I create 20 minutes chart and load my strategy. The first time it load (by clicking NEW , then OK ) .. The Output windows shows no 1 minutes bar activity. It starts at 12/1/2008 which is strange :

12/3/2008 8:00:00 AM BarsInProgress=0 Period 20 Min
12/3/2008 8:20:00 AM BarsInProgress=0 Period 20 Min
12/3/2008 8:40:00 AM BarsInProgress=0 Period 20 Min
12/3/2008 9:00:00 AM BarsInProgress=0 Period 20 Min
12/3/2008 9:20:00 AM BarsInProgress=0 Period 20 Min
12/3/2008 9:40:00 AM BarsInProgress=0 Period 20 Min
......... etc

If I do not close the chart and load the strategy again , I get some 1 minute activity. But it starts at 12/3/2008 which is a Wednesday. Why 12/1/2008 is missing ?

12/3/2008 8:00:00 AM BarsInProgress=0 Period 20 Min
12/3/2008 8:00:00 AM BarsInProgress=1 Period 1 Min
12/3/2008 8:01:00 AM BarsInProgress=1 Period 1 Min
12/3/2008 8:02:00 AM BarsInProgress=1 Period 1 Min
12/3/2008 8:03:00 AM BarsInProgress=1 Period 1 Min
12/3/2008 8:04:00 AM BarsInProgress=1 Period 1 Min
12/3/2008 8:05:00 AM BarsInProgress=1 Period 1 Min
12/3/2008 8:06:00 AM BarsInProgress=1 Period 1 Min
12/3/2008 8:07:00 AM BarsInProgress=1 Period 1 Min
12/3/2008 8:08:00 AM BarsInProgress=1 Period 1 Min
12/3/2008 8:09:00 AM BarsInProgress=1 Period 1 Min
12/3/2008 8:10:00 AM BarsInProgress=1 Period 1 Min
12/3/2008 8:11:00 AM BarsInProgress=1 Period 1 Min
12/3/2008 8:12:00 AM BarsInProgress=1 Period 1 Min
12/3/2008 8:13:00 AM BarsInProgress=1 Period 1 Min
12/3/2008 8:14:00 AM BarsInProgress=1 Period 1 Min
12/3/2008 8:15:00 AM BarsInProgress=1 Period 1 Min
12/3/2008 8:16:00 AM BarsInProgress=1 Period 1 Min
12/3/2008 8:17:00 AM BarsInProgress=1 Period 1 Min
12/3/2008 8:18:00 AM BarsInProgress=1 Period 1 Min
12/3/2008 8:19:00 AM BarsInProgress=1 Period 1 Min
12/3/2008 8:20:00 AM BarsInProgress=0 Period 20 Min
12/3/2008 8:20:00 AM BarsInProgress=1 Period 1 Min
12/3/2008 8:21:00 AM BarsInProgress=1 Period 1 Min
12/3/2008 8:22:00 AM BarsInProgress=1 Period 1 Min

[coffeedan]

If I create a 1 minutes chart , then the 12/1/2008 shows up:

12/1/2008 8:20:00 AM BarsInProgress=0 Period 1 Min
12/1/2008 8:21:00 AM BarsInProgress=0 Period 1 Min
12/1/2008 8:22:00 AM BarsInProgress=0 Period 1 Min
12/1/2008 8:23:00 AM BarsInProgress=0 Period 1 Min
12/1/2008 8:24:00 AM BarsInProgress=0 Period 1 Min
12/1/2008 8:25:00 AM BarsInProgress=0 Period 1 Min
12/1/2008 8:26:00 AM BarsInProgress=0 Period 1 Min
12/1/2008 8:27:00 AM BarsInProgress=0 Period 1 Min
12/1/2008 8:28:00 AM BarsInProgress=0 Period 1 Min
12/1/2008 8:29:00 AM BarsInProgress=0 Period 1 Min
12/1/2008 8:30:00 AM BarsInProgress=0 Period 1 Min
12/1/2008 8:31:00 AM BarsInProgress=0 Period 1 Min
12/1/2008 8:32:00 AM BarsInProgress=0 Period 1 Min
12/1/2008 8:33:00 AM BarsInProgress=0 Period 1 Min
12/1/2008 8:34:00 AM BarsInProgress=0 Period 1 Min
12/1/2008 8:35:00 AM BarsInProgress=0 Period 1 Min
12/1/2008 8:36:00 AM BarsInProgress=0 Period 1 Min
12/1/2008 8:37:00 AM BarsInProgress=0 Period 1 Min
12/1/2008 8:38:00 AM BarsInProgress=0 Period 1 Min
12/1/2008 8:39:00 AM BarsInProgress=0 Period 1 Min
12/1/2008 8:40:00 AM BarsInProgress=0 Period 1 Min
12/1/2008 8:41:00 AM BarsInProgress=0 Period 1 Min

[coffeedan]

so why 12/1/2008 is missing when I use the 20 minutes chart ? I have make sure I selected 12/1/2008 as the start date when I create the charts..

[NinjaTrader_Bertrand]

Please recheck with your MinBarsRequired set to 0 as you start up the MulriSeries strategy, the strategy would start processing if the Min bars required is satisfied for all referenced series in it.