Announcement

Collapse

Looking for a User App or Add-On built by the NinjaTrader community?

Visit NinjaTrader EcoSystem and our free User App Share!

Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less

Partner 728x90

Collapse

Multi-series help

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Multi-series help

    Hi, I am new to Ninja Trader however I am a proficient C# developer and certified DBA.

    I've been looking around to see how it would be possible to implement an automated trading strategy which utilizes 2 or 3 series.

    For example, many traders who trade intraday would be looking at 1x series time based chart, for example a 30 second minute chart and comparing the movements or trends with a longer time scale chart, for example, this may be coupled with a 5 minute chart and a 15 minute chart to get a better reading of the market trend.

    Now at the point where I see my trigger patterns on the 30 second chart, for example, I see that I have a particular pattern of bars and the bar that had just closed is above some EMA's, How would I be able to access the exact values of the EMA's let's say in the 5 minute or 15 minute charts at this precise point in time with regards to the exact trading price or XLast?

    I know I would have to select, calculate on barclose for the 30 second chart to True and false for the other series, however I have not found any solid example of how to access the other series values from my 30 second chart.

    I need to do this so that I can confirm a trend or identify a pattern.

    Is this possible? Any help in the right direction would be appreciated. Even if it is a sample script that maybe almost unrelated but shows the ability to access the precise values of the other series at that instant.

    Many thanks in advance.

    David

    #2
    Hi David,

    Welcome to the NinjaTrader forums! Yes this is possible in multiseries framework, available in indicators and strategies. You can see a sample built into all installations with Tools > Edit NinjaScript > Strategy > SampleMultiTimeFrame.

    Documentation on this feature is here:


    You would never dynamically set CalculateOnBarClose setting. The bar referencing model in multiseries scripts changes depending on whether you're using it in historical/cobc = true setting or real time/cobc = false. This is detailed in the link above. See the section: How Bar Data is Referenced
    Ryan M.NinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by pechtri, 06-22-2023, 02:31 AM
    9 responses
    122 views
    0 likes
    Last Post NinjaTrader_ChelseaB  
    Started by frankthearm, 04-18-2024, 09:08 AM
    16 responses
    66 views
    0 likes
    Last Post NinjaTrader_Clayton  
    Started by habeebft, Today, 01:18 PM
    1 response
    5 views
    0 likes
    Last Post NinjaTrader_ChelseaB  
    Started by benmarkal, Today, 12:52 PM
    2 responses
    13 views
    0 likes
    Last Post benmarkal  
    Started by f.saeidi, Today, 01:38 PM
    1 response
    7 views
    0 likes
    Last Post NinjaTrader_BrandonH  
    Working...
    X