MTF support was limited to only strategies in NT 6. Now in NT 7 you added MTF support on charts by using the Data Series. Can we know write indicators that support MTF. If the answer is yes then I assume that one has to follow the same conventions that applied to MTF support in Strategies for NT 6.
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scjohn, MTF indicators are possible now in NT7 just like MTF strategies were possible in NT6.5.AustinNinjaTrader Customer Service -
Hi Jon,
There is likely an exception raised if you check log tab of control center. This line is good for most multi series, but you don't want to place it within a BIP - Just at the top of OnBarUpdate(). This will help prevent NinjaTrader from trying to access bar objects if they don't exist.
if (CurrentBar < 0 || CurrentBars[1] < 0)
return;Ryan M.NinjaTrader Customer ServiceComment
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Thanks, scjohn.
DataSeries will not automatically plot or show up in data box. They have to be tied to a specific Values[ ] collection in order to plot, and also need the add statement in Initialize(). The structure of plots is setup for you when you create an indicator through the indicator wizard. You can do this and won't have to create data series separately. You can set using the plot name defined when you create through the indicators wizard.Ryan M.NinjaTrader Customer ServiceComment
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Great to hear - Thanks for the update on this, Jon.Ryan M.NinjaTrader Customer ServiceComment
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Unfortunately I am not quite following you Harry. Instead of discussing in generalities, let us work off an exact example so we can sync up on the exact scenario you are referring to. Are you talking tick bars? Minute bars? Mix of tick and minute? Same instrument? Which is the larger series, primary or secondary?
Not sure I follow why you feel B2 is wrong in theory? Bars 0 and 1 do not have any relation to each other and can update depending on whichever series gets called. There is no forced sequence of 0 is before 1 or 1 is before 0 in real-time.Josh P.NinjaTrader Customer ServiceComment
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This is what i used:Originally posted by NinjaTrader_Josh View Post
1st BarSeries : 6E 5-tick (chart series)
2nd BarSeries: 6E 1-min (added by indicator, not visible)
Everything is fine for historical and real-time data:
Historical data
Bars are mostly alternating and rarely have a common time-stamp. If they have the same time-stamp BarSeries 0 (chart bars) is called first, the added series is called second.
Real-Time data
Each incoming tick (event) triggers first an OnBarUpdate loop for BarSeries 0, then another loop for BarSeries 1 (BarsInProgress==1).
Problem occurs in the way NinjaTrader organizes the loops for the first real-time bar for BarSeries 0. It usually creates an additional (phantom) FirstTickofBar for the BarSeries 1 prior to the first real-time tick, which in turn triggers BarSeries 0.
But sometimes this FirstTickOfBar for the BarSeries 1 - although there is already sufficient data for the current bar prior to the first real-time tick - is erroneously triggered in the middle of the first real-time bar of BarSeries 0.
To be precise: The historical FirstTickOfBar of BarSeries 1 is only injected after NinjaTrader has switched to non-Historical, and after the first run of the non-Historical OnBarUpdate for BarSeries 0. The historical tick is delayed and creates a false FirstTickOfBar event for BarSeries 1, when it should not happen.
Below is a chart showing the problem. I have also added a second BarSeries to the chart to make the BarSeries added by the indicator visible (in gray). The chart also shows the EMA generated from the BarSeries added via chart (blue reference EMA) and the EMA generated from the BarSeries added to the indicator (red multi time frame EMA). They are both as expected, as the code tries to work around the bug.Attached FilesLast edited by Harry; 03-10-2011, 04:46 PM.Comment
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Harry,
First, please consider the following:
- Tick bars and minute bars do not need to start/end in conjunction with each other. For instance, a tick bar could be in the middle of building while the minute bar would end or just begin a new one. You could be in tick #3 of a 5 tick bar and have the minute bar for that tick bar close on tick #4.
With that being said let us examine the exact scenario you are describing. You are describing a scenario where the switch to real-time coincides with the first tick of a new primary bars (5 ticks), but NOT a new secondary bars (1 min).
I will use the following code to evaluate:
Print(Historical + " " + Time[0] + " " + BarsInProgress + " " + FirstTickOfBar);
You can see above I managed to capture the exact scenario you are describing. When the script goes to real-time is the exact same time that the primary bars is building a new one. The secondary bars are not building a new one, but continuing on a previously built one. You can then see the event thrown for that first real-time tick does NOT trigger a FirstTickOfBar = true on the secondary series.Code:True 3/10/2011 3:57:14 PM 0 True True 3/10/2011 3:57:16 PM 0 True True 3/10/2011 3:58:00 PM 1 True [COLOR=Red][B]False 3/10/2011 3:57:17 PM 0 True False 3/10/2011 3:58:00 PM 1 False[/B][/COLOR] False 3/10/2011 3:57:17 PM 0 False False 3/10/2011 3:58:00 PM 1 False ... False 3/10/2011 3:57:59 PM 0 False False 3/10/2011 3:58:00 PM 1 False False 3/10/2011 3:57:59 PM 0 False False 3/10/2011 3:58:00 PM 0 True False 3/10/2011 3:59:00 PM 1 True
Please see the first screenshot illustrating the exact scenario. The boxes represent the min bars displayed in a Box style. At 3:57:17 is when we switched to real-time along with the building of a brand new 5-tick primary bar. The 3:58 bar which was being built historically earlier is now being built hybrid with part historical and part real-time. The output shown earlier proves no such FirstTickOfBar event was ever pushed when in a hybrid minute bar construction.
Second screenshot shows relatively the same thing. Big boxes are the 1min series behind the 5-tick series.Attached FilesJosh P.NinjaTrader Customer ServiceComment
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