Multiple Timeframe with DO

[brirob14]

Hello. I am utilizing the DerivativeOscillator indicator within a strategy working off of a 5 minute chart. I would like to add the 20 minute DerivativeOscillator to the same strategy but don't see how to reference the data as I might with BarsInProgress; for example.

Is it possible to do this with Add(PeriodType.Minute, 20); perhaps?

Thanks for the help and insight!


Brian

[NinjaTrader_ZacharyG]

Hello brirob14,

Thank you for your inquiry.

Yes, you would first want to add that 20 minute Bars object to your strategy first.

You can then call the DerivativeOscillator indicator and utilize that secondary Bars object as your input for the indicator.

I would recommend reading this link in the NinjaTrader help guide for further information about working with multi-time frame & instruments: http://ninjatrader.com/support/helpG...nstruments.htm

The most relevant section would be "Using Bars Objects as Input to Indicator Methods".

Please, let us know if we may be of further assistance.

[brirob14]

Thanks for the reply Zachary and I'm following everything you are suggesting. However, my problem pertains to the DerivativeOscillator indicator not taking an input other than 4 parameters which are Period, Smooth1, Smooth2, and Smooth3. I don't see where it is possible to reference a secondary bars object.

Hope this helps to clarify.

Thanks.


Brian

[BigRo]

i suggest u make the indicator into a series.

i give you an example for the macd.


variable to add

private MACD macdindicator;
private DataSeries macdSeries;

protected override void Initialize()
macdSeries = new DataSeries(this);
Add(PeriodType.Minute, 5);

this can be accessed by using BarsArray[1], while BarsArray[0] would be your regular dataseries input

so

protected override void OnBarUpdate()
macdindicator= MACD(BarsArray[1],fast,slow,smooth);
macdSeries.Set(macdindicator[0]);

from now on you can use the macdSeries just like always and its takin its data from the other timeframe

so for example

if (macdSeries[0]>0){
do something
}

important to note, if your using this and then use further if or other statements inside it you might have to call

if (BarsInProgress == 0){

again to get the datacollection back to ur maintimeframe.

if (macdSeries[0]>0){
if (BarsInProgress == 0){
GoLong();
}
}

[NinjaTrader_ZacharyG]

Thanks for the reply Zachary and I'm following everything you are suggesting. However, my problem pertains to the DerivativeOscillator indicator not taking an input other than 4 parameters which are Period, Smooth1, Smooth2, and Smooth3. I don't see where it is possible to reference a secondary bars object.

Hope this helps to clarify.

Thanks.


Brian

Hello Brian,

All indicators made in NinjaScript will have two overloads: one without the ability to utilize a different Bars object and one that does.

When calling the DerivativeOscillator in your strategy, upon typing your opening parenthesis, a quick info box appears with the parameters for the overload. The quick info box should state "1 of 2". If you press the down arrow key on your keyboard, it should show you an alternative overload with "IDataSeries input" as the first parameter.