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MULTI TIMEFRAME Moving Average

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    MULTI TIMEFRAME Moving Average

    Is it already possible to develop a multi timeframe MA indicator?
    I have read some post saying it's not possible.... is that true? I can't believe it....

    What I mean exactly is a multitimeframe MA on Volume 200 (or range) chart - 1-minute + 5 minute MA + 15 minute "stairs".

    I've got this indicator running in MetaTrader and it looks like this:
    Attached Files

    #2
    Multi-time frame indicators will be available in NT7.
    JoshNinjaTrader Customer Service

    Comment


      #3
      Nt 7

      Great, I am looking forward to NT 7....
      thank you.

      Comment


        #4
        Where is it?

        Originally posted by NinjaTrader_Josh View Post
        Multi-time frame indicators will be available in NT7.
        I have NT7 but I dont see multiple time frame moving average?? is it under some different names?

        Comment


          #5
          breakthebank87, welcome to our forums. The MultiSeries example would be a strategy and called SampleMultiTimeFrame

          As a courtesy for you I've added a basic example how an indicator could be constructed in the same manner.
          Attached Files
          BertrandNinjaTrader Customer Service

          Comment


            #6
            Developing Multi-TimeFrame Indicators

            You have basically three options to develop a multi-timeframe indicator.


            (1) In case that the higher timeframe is of the same bar type and that the higher timeframe bar period is an integer multiple of the lower timeframe bar period, you can simply tweak the indicator period. This only works with a few indicators, but you can do it with a SMA and an EMA.

            For example you can display an EMA(20) for 15 minute bars as an EMA(60) for 5 minute bars.

            (2) You can build composite bars from the primary bars and then calculate the indicator values from those composite bars. This is the approach used by MetaTrader, as 5 minute bars and 15 minute bars are calculated as composite bars of underlying 1 min bars.

            (3) You can code a genuine multi-timeframe indicator, by loading a secondary bar series. This is tricky but feasible. I have coded an indicator which has three different modes of operation

            (a) strategy mode: step function, no repainting, lag of 1 tick on real-time data, no lag on historical data
            (b) 1-tick correction mode: step function, no lag, as it paints back 1 tick after the bar of the secondary series loaded by the inidcator is complete
            (c) visual mode: interpolation of the distance between the nodes, which stand for the completion of the secondary bars

            Below are two charts with an EMA(8) calculated from 60 minute bars displayed on a 5 min chart, with activated nodes, showing the indicator in 1-tick correction and visual mode.

            The indicator can be downloaded here.

            https://www.bigmiketrading.com/downl...-download.html

            Yes, it is possible to code multi-timeframe indicators with NinjaTrader.
            Attached Files

            Comment


              #7
              Hi Harry,
              I've tried downloading your indicator from the link but it's requesting some sort of payment to join the community.

              Would you please be so kind to share it with me directly?

              Comment


                #8
                Originally posted by Amioun View Post
                Hi Harry,
                I've tried downloading your indicator from the link but it's requesting some sort of payment to join the community.

                Would you please be so kind to share it with me directly?
                Please send me a private message with your e-mail. I will send you the indicator.

                Comment

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