Multiple Timeframe issue

[ripwinkle]

I am facing Multiple Timeframe issue.
The primary instrument is 5 min timeframe.
I have initialized the other timeframes as below in Initialize()

Add(PeriodType.Minute, 15);
Add(PeriodType.Minute, 60);


I have created a simple Spread function
public double Spread(IDataSeries data1, IDataSeries data2) {
return data1[0]-data2[0];
}


I create a strategy where I want to compute a variable x such that
x = Spread(15min-low, 60min-high)*100

Using
x = Spread(Lows[1][0],Highs[2][0]) *100

doesnot work correctly due to datatype error.


Please advise.

[NinjaTrader_AdamP]

ripwinkle.

Could you show us the exact error here?

[ripwinkle]

the errors are as below :-

ErrorThe best overloaded method match for 'NinjaTrader.Strategy.Strategy.Spread(NinjaTrader. Data.IDataSeries, NinjaTrader.Data.IDataSeries)' has some invalid argumentsArgument '1': cannot convert from 'double' to 'NinjaTrader.Data.IDataSeries'Argument '2': cannot convert from 'double' to 'NinjaTrader.Data.IDataSeries'

where method points to 'Spread'
argument 1 points to 'Lows'
argument 2 points to 'Highs'

Please advise.

[sledge]

I am facing Multiple Timeframe issue.
The primary instrument is 5 min timeframe.
I have initialized the other timeframes as below in Initialize()

Add(PeriodType.Minute, 15);
Add(PeriodType.Minute, 60);


I have created a simple Spread function
public double Spread(IDataSeries data1, IDataSeries data2) {
return data1[0]-data2[0];
}


I create a strategy where I want to compute a variable x such that
x = Spread(15min-low, 60min-high)*100

Using
x = Spread(Lows[1][0],Highs[2][0]) *100

doesnot work correctly due to datatype error.


Please advise.

I haven't typed this up,

but does this work?

x = Spread(Lows[1],Highs[2]) *100;

[ripwinkle]

This does work Sledge and I have previously tried it also.

1. But I want to confirm if this is exactly going to provide the output that I originally intended ?
Is Lows[1] = Lows[1][0] ?

2. Also, if the computation was not on the current bar, and I intended to compute on one bar ago i.e.

x = Spread(Lows[1][1],Highs[2][1]) *100

then how can I achieve the same ?

Please assist.

[Coder_Kenny]

ripwinkle,

Lows[1] refers to the dataseries of your 15 minute instrument. Lows[1][1] refers to the Low double value of [1] 15 minute candle ago. If you want to use the double values of a certain candle of your choice, instead of the current value, trying changing your function definition to take doubles as arguments instead of DataSeries':

public double Spread(double data1, double data2) {
    return data1-data2;
}

Now when you call the function you can use:

x = Spread(Lows[1][1],Highs[2][1]) *100

Hope that helps,

Kenny

[ripwinkle]

Thanks Kenny!