Market Analyzer

[futurenets]

I have a few quick question:

1. For each instrument in the list, how many historical bars are loaded?

2. If I need say 3 plots from the same indicator do I need to add the indicator 3 times? Does this mean 3 times indicator execution, if so is there a more efficient way?

3. Can I analyse the data in the market analyser e.g. add a column or something like that?

[NinjaTrader_Bertrand]

futurenets, the data in the MA sheet could unfortunately not accessed programmatically. If you want to run some calcs across a range of symbols you could look into a MultiSeries script for this purpose.

Correct, you would need to add the indicator multiple times to be able to set a different plot, NinjaTrader will maintain an internal cache.

The # of bars loaded could be set either globally for the MA window or per each indicator column - https://www.ninjatrader.com/support/...mance_tips.htm

[futurenets]

thanks Bertrand. do you have any information on "MultiSeries script "?

[NinjaTrader_Bertrand]

Sure, you can check for example into the SampleMultiInstrument and SampleMultiTimeFrame strategies shipped with NT to get started in this area.

The full framework documentation could be reviewed in our helpguide here online -

https://www.ninjatrader.com/support/helpGuides/nt7/multi_time_frame__instruments.htm

[futurenets]

excellent thank you

[futurenets]

Currently I'm using the Market Analyzer with 28 symbol. All use the same interval & indicator with 4 columns.

It's useful to be able to watch them but feel there's probably a more efficient way to do this.

The MultiSeries option looks really good but would just like to hear any comments you may have?

e.g. if I use a MultiSeries script would I eliminate roughly 3/4 of the overhead (1x28 vs 4x28) but will have no visual display ...

[NinjaTrader_ChelseaB]

Hello futurenets,

The Market Analyzer will show one plot value per column.

When you are asking about using a multiple series script are you interested in finding when creteria is met in two different symbols at the same time?

For example, getting a flag when AAPL is above 50 and MSFT is above 50 at the same time? (This is just a really simple example)

If so, you can have the script plot a value like 1 when the criteria is met on both series, and 0 when it is not.

[futurenets]

ok thanks. all symbols are unrelated. sounds like I need to rationalize the market analyser output?

[NinjaTrader_ChelseaB]

Hi futurenets,

What is your goal in using multi-series scripts?

[futurenets]

I've developed an indicator and want to watch multiple symbols that's all.

[NinjaTrader_ChelseaB]

Hello futurenets,

What I am not understanding is what you are wanting to do with a multi-series script.

You can currently add an indicator column to the Market Analyzer which will have a value for each instrument row. If this is your goal, then just have a row for each instrument and add the indicator column. That should be all you need.


What I am not understanding is what you are wanting to accomplish by making a multi-series indicator.

The multi-series indicator will still only have one plot. What are you wanting to calculate by having multiple series in the indicator?

Once I understand what you are wanting to accomplish, I can help guide you in that direction.

[futurenets]

thanks Chelsea. at this point I am just researching best methods. Multiseries is very useful but I think a market analyser with simplified columns would suffice.