Backtesting with two different timeframes

[bkool]

Hello,

I wish to label the cross point between two MAs with a line or a dot.
When using the 15 min timeframe, the label moves to the close of the bar.
I realized that only real time will do the tick by tick label. However, is it possible to use, for example, the bar-close from the 1 min timeframe to label the cross point on the 15 min timeframe?

Tnx

bkool

[NinjaTrader_Bertrand]

Hi bkool, Welcome to the NinjaTrader support forums!

You could set your indicator to CalculateOnBarClose = false, as this would then update the 15 min bar intrabar. Please see also this link - http://www.ninjatrader-support.com/H...BarClose1.html

For building a strategy, you could create a MultiTime strategy using the 15 min and a smaller frame - http://www.ninjatrader-support.com/H...struments.html

Please also review this reference sample with demonstration code - http://www.ninjatrader-support2.com/...ead.php?t=6652

[bkool]

Thanks Bertrand.
The reference sample is indeed helpful.
In this sample, the reference to the secondary bar series is put as the initial digit - EnterLong(1, 1, "Long: 1min");
Where do you add the reference using the DrawLine syntax?

bkool

[NinjaTrader_JoshP]

You cannot draw on the secondary series because what you see on the chart is only the primary series.

[bkool]

I want to draw a line on the primary (say 15 min) chart using the bars series of the secondary (1 min). If I use the 15 min bars the line is drawn at the close of the bar, while the event (say MA cross) happened in the middle of the 15 min bar.

[NinjaTrader_JoshP]

bkool,

See this reference sample for plotting from a strategy: http://www.ninjatrader-support2.com/...ead.php?t=6651

[bkool]

Couldn't figure it out.
This is the code - may be someone else could help.

Many thnaks.
--------------------------------------------------------------
protectedoverridevoid Initialize()
{
Add(CCI(14));
CalculateOnBarClose = false;
}
protectedoverridevoid OnBarUpdate()
{
if (CrossAbove(CCI(14), 0, 1))
{
DrawLine("My line" + CurrentBar, 6, Median[0], 0, Median[0], Color.Blue);
}
if (CrossBelow(CCI(14), 0, 1))
{
DrawLine("My line" + CurrentBar, 6, Median[0], 0, Median[0], Color.DarkTurquoise);
}
}
----------------------------------------------------------------------

[NinjaTrader_Bertrand]

Hi bkool, please use a unique tag id for each drawing object, for example this OnBarUpdate() should work -

[SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]protected[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]override[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]void[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2] OnBarUpdate()
{
[/SIZE][/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]if[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2] (CrossAbove(CCI([/SIZE][/SIZE][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080]14[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2]), [/SIZE][/SIZE][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2], [/SIZE][/SIZE][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080]1[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2]))
DrawLine([/SIZE][/SIZE][SIZE=2][COLOR=#800000][SIZE=2][COLOR=#800000][SIZE=2][COLOR=#800000]"My line1"[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2] + CurrentBar, [/SIZE][/SIZE][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080]6[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2], Median[[/SIZE][/SIZE][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2]], [/SIZE][/SIZE][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2], Median[[/SIZE][/SIZE][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2]], Color.Blue);
[/SIZE][/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]if[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2] (CrossBelow(CCI([/SIZE][/SIZE][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080]14[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2]), [/SIZE][/SIZE][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2], [/SIZE][/SIZE][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080]1[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2]))
DrawLine([/SIZE][/SIZE][SIZE=2][COLOR=#800000][SIZE=2][COLOR=#800000][SIZE=2][COLOR=#800000]"My line2"[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2] + CurrentBar, [/SIZE][/SIZE][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080]6[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2], Median[[/SIZE][/SIZE][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2]], [/SIZE][/SIZE][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2], Median[[/SIZE][/SIZE][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][SIZE=2]], Color.DarkTurquoise);
}
[/SIZE][/SIZE]

[bkool]

Well,
I think I got it eventually; thanks Bertrand - any comments?

protected override void Initialize()
{
Add(CCI(14));
Add(PeriodType.Minute, 1);
CalculateOnBarClose = false;
}
protected override void OnBarUpdate()
{
if (BarsInProgress == 0)
if (CrossAbove(CCI(14), 0, 1))
{
double CCIXa = Closes[1][0];
DrawLine("My line1" + CurrentBar, 6, CCIXa, 0, CCIXa, Color.Blue);
Print("The current CCI crossabove 0 value is " + CCIXa.ToString()); // check values

}

if (BarsInProgress == 0)
if (CrossBelow(CCI(14), 0, 1))
{
double CCIXb = Closes[1][0];
DrawLine("My line2" + CurrentBar, 6, CCIXb, 0, CCIXb, Color.Green);
Print("The current CCI crossbelow value is " + CCIXb.ToString()); // check values:

}

}

[NinjaTrader_Bertrand]

Great you got it working bkool! Do you get the expected results running it realtime?

[bkool]

Thansk Bertrand.

It works fine on real time - I tested it on a primary chart of 15 min, where the secondary barsarray is of 1 min. Also, on a 5 min, where the secondary barsarray is of 5 seconds. The latter, however, is CPU intensive. Is there a way to make it less intensive by limiting the amount of 5 sec data??

bkool

[NinjaTrader_Bertrand]

Hi bkool, you limit how much data is loaded in the 'Format Data Series' window, look for the 'DaysBack' setting.