Prining from multiseries chart

[arbuthnot]

Hi everyone

I have a chart with two series:

1) 30 second bars (primary), and

2) 650 Renko bars

In Initialize in a Strategy, I have this:

Add(PeriodType.Second, 30);
AddRenko("^DJIA", 650, MarketDataType.Last);

Then, in OnBarUpdate, I've put:

Print(Closes[0][0]);
Print(Closes[1][0]);

In the Output window, it appears to be printing new data for each tick - so there's a vast number of lines of data, most of it repeated.

What I'd like, is an output giving data only for every 30-second bar with the corresponding Renko levels at those intervals.

Much obliged in advance for any help with this.

* If the 650 Renko looks big, it's because this is a ^DJIA chart - the Dow cash - and 650 in this is about 3 in the ES.)

[NinjaTrader_PatrickH]

Hello,

Thank you for your post.

What is the period type and value the indicator or strategy is applied to? (ie. The Input Series)

[arbuthnot]

Thanks very much for your reply, Patrick.

To answer your questions, the series on the chart are exactly those ‘added’ in Initialize:

Primary series: 30 seconds
Secondary: 650 Renko.

The sole object of this strategy is to print out the values of the two series, so I can take the data over to Excel and do an analysis.

Since receiving your reply, I’ve changed round the series on the chart to make the Renko the primary series, and it now appears to work fine.

So, is there a possible reason why the method didn’t seem to work well with the ‘seconds’ series as primary?

Also, is it necessary to ‘add’ the primary series in Initialize, or should only the secondary series be ‘added’ there?

Thanks in advance.

[NinjaTrader_PatrickH]

Hello arbuthnot,

Thank you for your response.

The Primary series is the instrument and period type you select when enabling the Strategy (either on the chart or the Strategies tab). Whichever series is added first in the code is the primary series and referencing Closes[0][0] actually references the primary series - being the chart or the Instrument selected on the Strategies tab.

So if I want to reference the two series I would need the following (assuming I added the 30 second bar series first):

Print(Closes[1][0]); // prints the 30 second bar series close
Print(Closes[2][0]); // prints the 650 renko bar close

If you want to reference the primary series, it needs to be the instrument and period type the strategy is applied to and not added in the code.

[arbuthnot]

Thanks once more, Patrick, that's very helpful.