MultiTimeFrame and Inputs

[ibrsc]

Hi,

i have a problem whit MTFs.

Why is this script not practicable?

Both EMAs are the same (in HTF).

Thanks for Answers, and sorry for my bad english

post scriptum

I also use

				EmaS = EMA(Closes[0],200);
				EmaL = EMA(Closes[1],200);

with the same result.

[NinjaTrader_ChelseaB]

Hello ibrsc,

I'd like to clarify what your inquiry is.

Are you asking why the values of the moving averages are the same when there is a bar for both series?

In the output window you have a screenshot of, there are prints that show the emaS and emaL values are different unless both series are processing. Likely this is because the secondary series is a multiple of the primary series, so the primary would become a finer tuned ma of the same data.

The values on these two indicator calls are expected to be very very similar as they are using the same instrument over slightly different time frames. If the time frames were arbitrary (for example a 3 minute and a 7 minute), it would much less often the values are exactly the same (until there is a multiple, my guess would be every 21 minutes).

[ibrsc]

Thanks for your answer,

but an ema(200) over 1min is not the same as an ema(200) on 5min,
(200 * 1min bars) vs. (200 * 5min bars)
as you can see at the screenshot from the chart.

[NinjaTrader_ChelseaB]

Hello ibrsc,

I'm noticing two things.
The code in your script does not match the code in your first post.

EmaS = EMA(Inputs[0],200);
EmaL = EMA(Inputs[1],200);

Also, you are trying to use Inputs[1] in State.Configure which will not work.
When you call AddDataSeries() in State.Configure, the data is not yet available until State.DataLoaded.

You must move this to State.DataLoaded or after.

[Ricam]

how to plot indicator of a secondary series

This is how to do it.

If the secondary series has a higher time frame than that of the price series of the chart, the secondary indicator will plot as a step function since its values change only on the first tick of each bar of the secondary series, and remain constant during the lifetime of each secodnary bar..

MTF code needs to pass the test of plotting the same in historical, whether tick replay or not, and realtime.

If the percentage of completion for the secondary series bar type can be calculated, the intermediate values of the secondary series can be calculated by interpolation. This worked OK in NT7, but works better in NT8 because of the finer granularity of the time stamps. Screenshot attached

[ibrsc]

@NinjaTrader_ChelseaB: Thats the solution!

thanks

[ibrsc]

@Ricam:

this was not the problem,

but also thanks