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Multi time frame strategy not working

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    Multi time frame strategy not working

    Can someone please tell me why am I not able to see any orders with the attached strategy?

    It is based on multi time frame concept that when 15m VMA is going higher and so is 5m VMA, go long and vice versa.

    I do get an error message under log tab that there is an error on calling OnBarUpdate method for the strategy but have no idea how to fix it.

    Can someone please help here? Appreciate any guidance you can provide.
    Thanks.
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    #2
    Hi pandyav,

    Yes, you will need to correct any errors with the strategy before you'll see any results. The following two lines are the likely cause.

    Plot0.Set(VMA(BarsArray[1],vmaperiod1,vmavol1)[0]);
    highvma.Set(SMA(Plot0,timefactor)[0]);

    You never instantiate these series as is needed. This is done in the Initialize() method and the following sample can help further work with custom data series.
    Ryan M.NinjaTrader Customer Service

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