Multiple timeframe data?

[Karado58]

Hello,

Is this possible? I'm a complete newbie, so please bear with me.

I want to be able to "plugin" a simple strategy, eg. SMA crossover, and have it be analyzed for multiple time frames, and give results according to those time frames to see which time frame it does best in?

If the multiple time frame analysis is possible, I would really appreciate help with the code that would enable me to get started?!

Thanks so much!!

Joseph

[NinjaTrader_Lance]

Hello,

Yes this is possible but depending on your requirements it might require advanced coding to accomplish.

Could you please clarify how you intend to use the multiple time frames

Do you want to have one strategy look at multiple time frames to determine if it should place trades (requires custom coding)

OR do you want to test one strategy on several different time frames at once? (can be done with the built in features)

Custom coding route: http://www.ninjatrader.com/support/h...nstruments.htm
If you would like someone to assist you in creating this please send mail to support [at] ninjatrader[dot] com ATTN Lance and I will direct you to a paid consultant who can assist.


For the non-coding route you can optimize the time frame a strategy runs on: http://www.ninjatrader.com/support/h...a_strategy.htm
(specifically you'll want to set optimize data series to true)

Let me know if I can further assist.

[Karado58]

Hello,

I want to test one strategy on several different time frames at once, eg. "premarket, morning, lunch, afternoon, close, and have it give data for each time frame to determine which time frame it performs best in.

Would it also be possible for the output to be in a graphical format, eg. bars ??

Thank you.

[NinjaTrader_Lance]

The strategy analyzer period tab does provide some of the requested information however for explicitly defined time filters you would need to integrate these directly into the script

Videos and documentation on the Strategy Analyzer: http://www.ninjatrader.com/support/h...y_analyzer.htm

Custom filter: http://www.ninjatrader.com/support/h....html?time.htm

Let me know how I can further assist.

[peterevanson]

Multiple timeframe data?

I am also new here and learning the techniques. Thanks for sharing this thread.

[NinjaTrader_Lance]

You're most welcome. Please feel free to post any questions you have on our forum. It sounds like you're looking into multi time frame scripts. This is one of the best places for that once you've become familiar with the general concepts of NinjaScript: http://www.ninjatrader.com/support/h...nstruments.htm