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Secondary data series in Indicator

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    Secondary data series in Indicator

    Hi,

    I have recently finished backtesting a strategy where I added in 1 second granularity, which when applied to the 15 min chart I wanted to test on gave me accurate entry/exit results without soaking up loads of processing capacity - which would have happened if I went down to tick by tick. (I ran 5 years of data in the tests). Entry and exit signals where triggered by price.

    I am now testing another strategy where I want to achieve the same, i.e. adding 1 second data to 15minute charts. This time however entry and exit signals are triggered by indicators only. Specifically I want to enter/exit when an indicator running on the 1 second data crossesabove / below a 15 minute bollinger band. The indicator running the 1 second data is a custom one - just a plot of a double.

    Appreciate it if you can advise of the best approach.

    Thanks in advance

    #2
    mokodo,

    Why not just store the value of the Bollinger band when Barsinprogress == 0, then compare when Barsinprogress == 1;

    If you could clarify the logic you are using for this I would be happy to comment further.
    Adam P.NinjaTrader Customer Service

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      #3
      Of course. Couldn't see the wood for the trees. As always, thanks for your help

      Comment

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