Double timeframe strategy indicator of indicator condition

[user1986]

Hello, I am trying to code a strategy that develops in daily timeframe, but checks one condition in weekly frame.

This is an example when I want to check if the ADX (of ADXp periods) has CrossedAbove its own moving average (of ADXma periods) in weekly timeframe, to enter long if the daily moving average is above a slower one.


// Condition set 1
if (CrossAbove(ADX(BarsArray[1],(ADXp)), SMA((ADX(BarsArray[1],(ADXp))), ADXma), 1)
&& EMA(EMAfast)[0] > EMA(EMAslow)[0])

This is another example, but the crossover given by daily moving averages.

// Condition set 2
if (ADX(ADXp)[1] >= SMA(ADX(ADXp), ADXma)[1]
&& CrossAbove(EMA(EMAfast), EMA(EMAslow), 1))

I cannot seem to make it work, the strategy compiles and runs, but everything seems to still happen in Daily frame.

Thanks a lot for any help!

[NinjaTrader_ZacharyG]

Hello user1986,

Thank you for writing in.

You'll want to place logic that you want to run only in a specific timeframe to a BarsInProgress check to that corresponding timeframe.

For example, if you wanted logic to run only if your secondary series has called OnBarUpdate(), you'll want to do:

if (BarsInProgress == 1)
{
     // do something
}

More information about BarsInProgress can be found here: https://ninjatrader.com/support/help...inprogress.htm

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

[user1986]

So I should make a conditional of the following type?


if (BarsInProgress == 1)
{
if (ADX(ADXp) >= SMA(ADX(ADXp), ADXma)
&& CrossAbove(EMA[0](EMAfast), EMA[0](EMAslow), 1))
}

I'm sorry but I just can't get how to make the 2 comparations in different timeframes and cross check them....

[NinjaTrader_ZacharyG]

Hello user1986,

I would highly suggest taking a look at the Multi-Time Frame & Instruments section of the help guide for additional information on how to utilize multiple time frames in a script: https://ninjatrader.com/support/help...nstruments.htm

The "Using Bars Objects as Input to Indicator Methods" section will be of great use of how to utilize multiple time frames within one conditional.

The BarsInProgress check I have provided in my previous post is there if you wish for certain logic to only run when a specific time frame has called OnBarUpdate().

[user1986]

Thanks Zachary, I had read that but misunderstood how the Arrays were being managed.

I think I am close to getting it done now.

Is there a way to see the weekly timeframe indicators in the chart that is produced at the strategy testing? For debugging purposes it would help a lot.

[NinjaTrader_ZacharyG]

Hello user1986,

When adding indicators with the Add() method in Initialize(), these indicators will plot based on the primary time series.

However, what you can do is Add() a dummy indicator that doesn't have logic inside of it. Instead, you'll have your strategy pass values to the indicator to plot. We have a reference sample on our support forum detailing how you can do this: http://ninjatrader.com/support/forum...ead.php?t=6651

So, for example, if I wanted to plot the indicator in the reference sample based on the SMA of the secondary series:

StrategyPlot(0).Value.Set(SMA(BarsArray[1], 14)[0]);

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