MultiTimeframe Loop question

[RyanR]

I have the following code that works fine with a single timeframe. When I add the second time array I added a for loop to calculate/index each time frame. I am using range bars and when I loop 1 time (x=1) the plot is correct. When I add the second pass (x=2) neither plot is correct. I tried moving the loop inside the 'else' statement, but got a context error for the x variable.

This is my first attempt at multi timeframe and I am sure I am making a basic indexing error in my logic, but it has stumped me. Any suggestions would be appreciated.

Ryan

[NinjaTrader_CalH]

Hi RyanR,

Thanks for the post and welcome to the forum!

The CurrentBar<26 that you have is unfortunately not checking for both time series.
You will need to use CurrentBars to index the time series's you want to check. The code should look something like this -

if (CurrentBars[0] < BarsRequired || CurrentBars[1] < BarsRequired)

The link for CurrentBars - http://www.ninjatrader.com/support/h...urrentbars.htm

You may also want to use BarsInProgress to filter the For loop and what you are trying to do.
Click here for more info on BarsInProgress

There is also a sample strategy called SampleMultiTimeFrame that is available through NinjaTrader. This can be accessed by Tools>Edit NinjaScript>Strategy,
Select the SampleMultiTimeFrame.


Please let me know if I can be of further assistance.

[RyanR]

MultiTimeframe Loop question

Cal,

Thanks for the information- I applied the changes you suggest and the lower timeframe is correct now but there are gaps on the higher timeframe line. I am trying to have the lines show real time status of that particular timeframe (either higher or lower than charted time). I have seen it done before but I am missing how the refresh should work. I tried 'CalculateOnBarClose' in both states but the problem persists. Once I have the concept working on 2 timeframes I plan to add several more.

Thanks,

Ryan

PS - I tried to add the code to the body with the [code] tag and it said too many characters -I thought I have seen more lines than this posted.

[NinjaTrader_CalH]

Hi RyanR,

Could you provide a screenshot of the gaps you are seeing?

To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

For detailed instructions please visit the following link

http://take-a-screenshot.org/

Do you see any errors? This will be in the Log tab of the control center.

[RyanR]

Cal,

Then upper line represents the higher timeframe and the orange color is the default color, so those are the areas that are not being updated. The more I try and understand the multitimeframe process the more questions I have. Should I be adding another loop inside the 'barsinprogress==x' condition to calculate the plot for each index position?

Thanks,
Ryan

[RyanR]

Cal,

An update. I tried adding a loop within the loop and that filled in the bar but the higher timeframe is not showing changes correctly. And the lower timeframe is incorrect again. Could you clarify something - The OnBarUpdate is called when a bar change occurs? Then the InBarProgress is used to determine which bar called the update? If so the higher timeframe is not calling the update as I planned. Also I will have to change some logic for the flags.

Thanks,

Ryan

[NinjaTrader_CalH]

Hi RyanR,

Yes, the BarsInProgress is an index value of the current Bars object that has called the OnBarUpdate() method.

OnBarUpdate() is called whenever a bar is updated. For multi-timeframe and instrument strategies, this method is called for each Bars object of a strategy and you MUST filter for the exact bar update events using the "BarsInProgress" property you want your system logic to execute against.

Were you able to try it out and see if this made any difference?

Please let me know if I can be of further assistance.

[RyanR]

Cal,

Thanks for the clarification. I will definitely have t change some core logic to take that into account. If I want to track the flags per timeframe is there a way besides a data series per timeframe, I guess an array may work. Sorry for all the questions this is kind of new to me.

Thanks,
Ryan

[NinjaTrader_CalH]

Hi RyanR,

If I'm following you correctly, anything you want to measure or track that can happen more than once per bar then, yes you would want to use an Array or List.

I have attached a link to the Microsoft Developer Network on how to use Arrays and Lists.
Click here for more info on Arrays in C#
Click here for more info on Lists in C#

Please note that custom Lists and Arrays are unsupported with NinjaTrader.

Please let me know if I can be of further assistance.