Multi Time Frame Strat

[midoriek4]

Working with volume chart as my primary and 4hr(240min) as secondary, I can not seem to access the 4hr(240min) CURRENT open using Opens[1][0] Am I missing something? Its always accessing the bar thats completed ie prior to CURRENT bar thats being built/processed. I have CalculateOnBarClose to false as well.

[NinjaTrader_ChelseaB]

Hello midoriek4,

Thanks for your note.

Which instrument (including expiry if a future) are you using?

I have tested this using the CL 06-13 instrument using the following print statement.
Print(BarsInProgress + " - " + Opens[0][0] + " | " + Opens[1][0]);

I am finding that it is showing the open of the current 240 minute bar as 90.97 and the open of the volume based bars (100 volume) as 90.61.


I look forward to your reply.

[midoriek4]

Using ES ##-## I am wondering if this could be an issue. Also does it matter on session template being used?

[NinjaTrader_ChelseaB]

Hello midoriek4,

Thank you for that information.

I have retested this using the ES ##-##.

I am receiving the current open of the volume bar as 1583.25 and the open of the 240 minute bar as 1594.

The session template will only have an impact here if the session templates for each data series does not match.

Using Add(PeriodType.Minute, 240); will cause the secondary data series to use the session template of the primary data series. So I do not believe this would be an issue.

Moving forward, I would need to see your code to understand what the issue may be.

If you would like me to take a look at your code, please paste it in your reply. If you would like me to view this privately let me know and I will make arrangements for that.


Let me know how you would like to proceed.

[midoriek4]

My code is the same. Current open of the bar we are in now for 240min is 86.75 when using Opens[1][0] it prints to the output 92.75 which is the previous bar

[NinjaTrader_ChelseaB]

Hello midoriek4,

Without seeing the code you have written I can only tell you that I have opened a 240 minute chart. I am printing the value of the open of the second data series in the indicator, and it is matching the open of the current bar of the chart.

As this is working correctly, I would imagine that there is something in your code that may be suspect.


Please let me know how you would like to proceed.

[midoriek4]

Will send you a PM, please check.

[NinjaTrader_ChelseaB]

Hello midoriek4,

Thank you for sending the code.

I have copied your code into an indicator and tested.

I have two panels on my chart while testing this. In the first panel I have the ES ##-## 100 Volume. In the second panel I have ES ##-## 240 Minute. I also have a data box open so that I may look at the open of the bars.

The print from your code is showing as "4hr Open 5/1/2013 3:15:00 PM1581.25". In the data box I am showing the forming bar to have an open of 1581.25.


How are you doing your testing?

May I have a screenshot of the chart and the output window together so that I may compare the values?

To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

For detailed instructions please visit the following link
http://take-a-screenshot.org/


I look forward to your reply.

[midoriek4]

check it out

[NinjaTrader_ChelseaB]

Hello midoriek4,

Thanks for the screenshot.

I would like to do a remote support session with you to investigate what is happening here.

Please send an email to suppor[at]ninjatrader[dot]com. In the body of the email please write Attn: Chelsea # 837306.

I look forward to receiving your email.

[midoriek4]

Also wanted to make you aware that I have issues with Daily bars, meaning if I use a session template say CME Index ETH, the bars do not reflect this template as well, I have had to use 1440min bars which is equal to a daily bar to respect the session template.

[NinjaTrader_ChelseaB]

Hi midoriek4,

Thank your for that information.

I have re-tested using the default 24/7 template, however, I am still using 100 vol on the primary and 240 minutes on the secondary.

I am still getting the proper open of the 240 minute bars.

I will address the issues of your session template during our session. Have you had a chance to send in an email to support with a reference to # 837306?

[midoriek4]

yes check the mail i sent it, waiting on you

[midoriek4]

opps forgot the "t" in support, check now