I don't understand well..

[cozar534]

Well... I'm trying to run a multitimeframe strategy. I'm using the code Add(periodTime.... ) and the BarsArray to refer to one or the other periods on the indicator conditions...

But when I run the strategy it doesnt work properly. It should enter a long position when MACD.macd is over MACD.avg in the 15min period (and other conditions) but, it entered a long position when macd was below avg... and I don't understand that. I checked the strategy and is well writed... can anyone help me?

[NinjaTrader_Bertrand]

cozar534, for debugging your conditions and the triggering of trades it it helpful to include draw statements in your code to visualize exactly when those conditions evaluate to true - http://www.ninjatrader-support.com/H...gOnAChart.html

For a general overview over multiseries strategies, please see this link from the helpguide -

http://www.ninjatrader-support.com/HelpGuideV6/MultiTimeFrameInstruments.html

[cozar534]

cozar534, for debugging your conditions and the triggering of trades it it helpful to include draw statements in your code to visualize exactly when those conditions evaluate to true - http://www.ninjatrader-support.com/H...gOnAChart.html

For a general overview over multiseries strategies, please see this link from the helpguide -

http://www.ninjatrader-support.com/H...struments.html

I've already read the part of the help guide you mentioned. I don't know what is my fault so please take a look of it:

I added in the Initialize () method:

Add(PeriodType.Minute, 3);
Add(PeriodType.Minute, 15);
Add(PeriodType.Second, 20);
(This is supposed to be the BarsArray[1], [2] and [3] because the BarsArray[0] are the primary bars (the chart bars) and I used 3 minute period for them)

I added in the OnBarUpdate() method:

{
if (BarsInProgress != 0)
return;

// Condition set 1
if (MACD(BarsArray[2], X, Y, Z)[0] > MACD(BarsArray[2], X, Y, Z).Avg[0]
&& Stochastics(BarsArray[1], A, B, C).K[0] <= 20)
{
EnterLong(DefaultQuantity, "");
}
}

When I backtest this, and shows me the 3 min chart, it still positions long when the condition MACD is below MACD.Avg (that's ok because the MACD must be for the 15min period).
The problem is when I put it in real time: the MACD in the 15min period is below MACD.Avg and, on the 3min chart is OVER MACD.Avg).

My question is.. why when I backtest the strategy it seems to run it rigth, but when I turn on the strategy in real-time it seems to pick just the 3 min chart?

[NinjaTrader_Bertrand]

cozar534, please Print statement or a drawing to your strategy to see in realtime when the condition for trade entry becomes true, in your code you reference both the 15 min and 3 min charts.

 
if (MACD(BarsArray[2], X, Y, Z)[0] > MACD(BarsArray[2], X, Y, Z).Avg[0]
&& Stochastics(BarsArray[1], A, B, C).K[0] <= 20)
{
EnterLong(DefaultQuantity, "");
DrawArrowUp("tag1" + CurrentBar, true, 0, Low[0] - TickSize, Color.Blue);
}

http://www.ninjatrader-support2.com/vb/showthread.php?t=3418