Want Multi-Timeframe (3 TF's) Indicator on a chart based on the middle timeframe

[stevefym]

I want an indicator that uses multiple timeframes for calculations. For example, I want 240 min, 15 min, and 1 minute data to be used on a 15 minute chart. So the key is that the chart is based on the middle timeframe (15 min).

So for a 15 minute chart (one symbol), I call this in Initialize():

Add(PeriodType.Minute, 240);
Add(PeriodType.Minute, 1);

When I add this indicator to the 15 minute chart, it clears the chart, and hangs forever. I have to close the chart to get control back. Nothing is displayed on the output window.

If I use a 1 Minute chart, and add the 240 and 15 minute series, everything works. But this will not meet my needs for visualization reasons - I cant display the indicator on the 1 minute chart.

I have not seen any exclusions in the doc, or any other examples that use a low timeframe for the added series than the chart, so Im sorry if its a RTFM they query.

Is this a defect or not allowed? Any other approach I can use to achieve the same thing?

Thanks,

-Steve

[sledge]

I want an indicator that uses multiple timeframes for calculations. For example, I want 240 min, 15 min, and 1 minute data to be used on a 15 minute chart. So the key is that the chart is based on the middle timeframe (15 min).

So for a 15 minute chart (one symbol), I call this in Initialize():

Add(PeriodType.Minute, 240);
Add(PeriodType.Minute, 1);

When I add this indicator to the 15 minute chart, it clears the chart, and hangs forever. I have to close the chart to get control back. Nothing is displayed on the output window.

If I use a 1 Minute chart, and add the 240 and 15 minute series, everything works. But this will not meet my needs for visualization reasons - I cant display the indicator on the 1 minute chart.

I have not seen any exclusions in the doc, or any other examples that use a low timeframe for the added series than the chart, so Im sorry if its a RTFM they query.

Is this a defect or not allowed? Any other approach I can use to achieve the same thing?

Thanks,

-Steve

Where is your CurrentBar check?

http://www.ninjatrader.com/support/forum/showthread.php?t=45976&highlight=currentbar

Nevermind, where is your BarsInProgress check? Each Bar in progress (0 15min,1 240min ,2 1min) calls OnBarUpdate... Do you have data for 240 minutes?


I might setup market replay on my desktop for tomorrow to test this out...

Is this on a future or stock?

[stevefym]

Using IQFeed - lots of data - different source timeframes - same result.

Also tried with IB data.

Have been testing with Forex (EUR/USD), but it fails with stocks as well.

Since it works on a 1 minute chart (adding 240 min, and 15 min in init), it does not seem like its a data issue.

Thanks very much for the help!

[NinjaTrader_Bertrand]

Steve, would you see the same issue on your end with the GetTradeState and GetSl properties commented out?

[stevefym]

Bertrand,

Yes - that is the issue. When I removed those methods, it works.

Is it the Update() method that is causing the problem? Do they need to be filtered somehow? I still would like to feed the output of this indicator into a Strategy - is there another way?

Worst case would be to have two versions of the indicator, one for graphing visually, the other a 1 minute chart that does the calculation and shares the data. Not too efficient and difficult to maintain, but It unblocks me.

Thanks so much for the help,

-S

[NinjaTrader_Bertrand]

Steve, looked further into and this attached version would not show any issues for me. Made the internal variables private and ensured the public getters are not browsable and xml ignored.

[stevefym]

Bertrand,

That nailed it. Works perfectly. Thanks so much for the quick turnaround.

-S

[NinjaTrader_Bertrand]

Glad to hear that, continued success with those custom works.