Multi-Time Frame & Instruments being Equal

[ij001]

Hi there

I have begun to use Multi-Time Frame & Instruments with the Add and BarsInProgress commands. So far so good...

Is there a way to compare if different conditions on different timeframe are equal?

That is, if a method is true on 5 min and another (or the same method) is true on 10 min, that I could print out/drawdot that they are both equal at the same time?

Say a strong close on 5 min and at the same time a strong close on 10 min ... that would give user information that staying long is a good idea...

At the present time, my only applications are keeping both separate like the examples with

if (BarsInProgress == 0) and if (BarsInProgress == 1)

Thx
Irvin

[ij001]

This may work no?

public bool AboveMethod()
if (BarsInProgress == 0)
if MyMethod() == true
return true

if (BarsInProgress == 1)
if MyMethod() == true && AboveMethod()== true
DrawDot

[NinjaTrader_RyanM1]

Hi ij001,

This is accomplished by accessing the Opens, Highs, Lows, Closes, Volumes, Medians, Typicals and Times series by index value. These properties hold collections (containers) that hold their named values for all Bars objects in a script. Please see this page for more information on this:

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

if (BarsInProgress == 0)
{
	if (Close[0] > Open[0]) 
	{
	//Condition is checked on these values for BIP = 0. These should be the same as if you used Closes[0][0] and Opens[0][0]. 		
	}
	
	if (Closes[1][0] > Opens[1][0])
	{
	//Same condition is checked on secondary time frame. 	
	}
	
	if (Closes[1][0] > SMA(Closes[1], 14)[0])
	{
	//to use these as input for an indicator only use one bracket [ ] 	
	}
}

[ij001]

Hi ij001,

This is accomplished by accessing the Opens, Highs, Lows, Closes, Volumes, Medians, Typicals and Times series by index value. These properties hold collections (containers) that hold their named values for all Bars objects in a script. Please see this page for more information on this:

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

if (BarsInProgress == 0)
{
    if (Close[0] > Open[0]) 
    {
    //Condition is checked on these values for BIP = 0. These should be the same as if you used Closes[0][0] and Opens[0][0].         
    }
 
    if (Closes[1][0] > Opens[1][0])
    {
    //Same condition is checked on secondary time frame.     
    }
 
    if (Closes[1][0] > SMA(Closes[1], 14)[0])
    {
    //to use these as input for an indicator only use one bracket [ ]     
    }
}

Can my way below or another way with existing code without [1][0] for a secondary timeframe work?

I have tons of methods already coded that I would like to use and compare and like to avoid recopying code with Closes[1][0]...

[NinjaTrader_RyanM1]

There's always more than one way to do things in programming. If that works for you, then there's no reason not to use it. One concern is that yours will require bar updates from both BIP 0 and 1 before the entire condition would be true. The implementation I posted can all be checked within a single BIP = 0 update.

[ij001]

Yes, thanks.

If you add in a boolean condition such as ImTrue below it will work. In my case I can reuse all the existing code which was critical since I have so many useful methods.

// Checks if OnBarUpdate() is called from an update on the primary Bars
if (BarsInProgress == 0)
{
if (Close[0] > Open[0])
ImTrue = true;
else
ImTrue = false;

}
// Checks if OnBarUpdate() is called from an update on MSFT 3 minute Bars
if (BarsInProgress == 1)
{
if (Close[0] > Open[0] && ImTrue == true)
DrawArrowUp("A" + CurrentBar, true, 0, Low[0], Color.Lime);
}

[ij001]

Yes, thanks.

If you add in a boolean condition such as ImTrue below it will work. In my case I can reuse all the existing code which was critical since I have so many useful methods.

// Checks if OnBarUpdate() is called from an update on the primary Bars
if (BarsInProgress == 0)
{
if (Close[0] > Open[0])
ImTrue = true;
else
ImTrue = false;

}
// Checks if OnBarUpdate() is called from an update on MSFT 3 minute Bars
if (BarsInProgress == 1)
{
if (Close[0] > Open[0] && ImTrue == true)
DrawArrowUp("A" + CurrentBar, true, 0, Low[0], Color.Lime);
}

I want to draw a region once the condition inside BIP == 1 is true. My understanding is it will be drawn on the primary chart/timeframe which in my case is 5 min.

However when I use

DrawRegion("Region1"+ CurrentBar, 3, 0, Low, High, Color.White, Color.Purple, 2);

It doesn't work correctly.

I need BIP == 0 and BIP ==1 separately because of the boolean check so there must be something that I am missing in this case.

I have a CurrentBar <6 return statement at the beginning so its not that...

[NinjaTrader_Joydeep]

Hello ij001,
Thanks for your post and I am replying for Ryan.

Please use the below codes to do it

if (BarsInProgress == 1)
	 if (CurrentBars[0] > 3)	DrawRegion("Region1", 3, 0, Lows[0], Highs[0], Color.White, Color.Purple, 2);

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?highs.htm

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?lows.htm

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?currentbars.htm

[ij001]

Thanks Joydeep that was helpful.

Now if you have added a 10 minute timeframe

Add(PeriodType.Minute, 10);

and use BIP == 0 and BIP == 1 to calculate your logic (like I did below) and happen to toggle to the 10 minute timeframe its actually a duplicate because its all the same timeframe.
So if your drawing or shading regions all the drawings will show up etc..

Now I was thinking of removing this occurence with a Return statement:

if (CurrentBars[0] == CurrentBars[1])
return;

That is, if the CurrentBars happen to the be same they have to be equal, because other timeframe don't have the same number of bars.

I believe it works because my 5 min is fine but 10 min as if nothing happened.

Others agree?

[NinjaTrader_Joydeep]

Hello ij001,
If you are comparing 5 minute and 10 minute bar series then CurrentBars[0] == CurrentBars[1] wont match except for the first bar (which is 0 in both the case.

I would suggest to use the Print function and get the prints of the values which will give you more idea on it.

Please let me know if I can assist you any further.

[ij001]

My multi charts are working and displaying the information I need.

One issue I'm having is displaying the DrawArrow on the bar I want.

When BIP == 1 I use DrawArrow at Lows[0][0] and it displays the arrow one back from [0] because CBOC = false.

So I set CBOC = true and it appears to display the arrow in real time at [0].

The problem is my conditions are now being evaulated at every tick which I can not have. Any ideas to a possible work around?

[NinjaTrader_Joydeep]

Hello ij001,
To assist you further can you please send a toy NinjaScript code* replicating the behavior to support[AT]ninjatrader[DOT]com

Please append Attn:Joydeep in the subject line of the email and give a reference of this thread in the body of the email.

I look forward to assisting you further.

*The "toy" just means something that is a stripped down version that isn't necessarily the whole logic. It makes things easier to rout out.

[ij001]

Hello ij001,
To assist you further can you please send a toy NinjaScript code* replicating the behavior to support[AT]ninjatrader[DOT]com

Please append Attn:Joydeep in the subject line of the email and give a reference of this thread in the body of the email.

I look forward to assisting you further.

*The "toy" just means something that is a stripped down version that isn't necessarily the whole logic. It makes things easier to rout out.

Done. Thx IJ