I am trying to get my entries to happen on 5 minute Last bars and my exits to happen (and plot) on 1 tick Bid bars. The purpose of this is so I can see exactly which Bid tick caused my exit to happen.
I followed NT7's instructions on how to do multi time frame entries/exits (shown here http://ninjatrader.com/support/forum...ead.php?t=5787) the best I could
but for some reason I can only get the exits to happen (and plot) on the 5 minute last bars and not the 1 tick Bid bars.
The code I wrote to test this out is below (Its a simple MACD strategy). Any idea what I did wrong?
(FYI: You'll see I did not add anything within the code to plot the bars on the chart. Instead I just manually added a 5 min Last bar series and 1 tick Bid bar series to the chart before adding the strategy to the chart and running it in replay mode).
Also, a zip file of the code is attached in case anyone prefers importing it into NT7 to view.
Thanks!
#region Using declarations using System; using System.ComponentModel; using System.Diagnostics; using System.Drawing; using System.Drawing.Drawing2D; using System.Xml.Serialization; using NinjaTrader.Cbi; using NinjaTrader.Data; using NinjaTrader.Indicator; using NinjaTrader.Gui.Chart; using NinjaTrader.Strategy; #endregion namespace NinjaTrader.Strategy { [Description("Enter the description of your strategy here")] public class MACDCROSS : Strategy { #region Variables #endregion protected override void Initialize() { // Add a 5 minute Bars object to the strategy Add("ES 03-16",PeriodType.Minute, 5, MarketDataType.Last); // Add a 1 tick Bid bars to the strategy Add("ES 03-16",PeriodType.Tick, 1, MarketDataType.Bid); CalculateOnBarClose = true; } protected override void OnBarUpdate() { if (BarsInProgress == 0) { if (CrossBelow(MACD(12, 26, 9).Avg, MACD(12, 26, 9), 1)) { EnterLong(1, ""); } } if (BarsInProgress == 1) { if (Position.GetProfitLoss(Close[0], PerformanceUnit.Points) >= 2) { ExitLong("", ""); } if (Position.GetProfitLoss(Close[0], PerformanceUnit.Points) <= -2) { ExitLong("", ""); } } } #region Properties #endregion } }
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