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Multi-Time Frame (primary is larger than secondary)

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    Multi-Time Frame (primary is larger than secondary)

    If I begin with an existing 1-minute chart, is it possible in NT8 to use AddDataSeries() to create a secondary data series with 1-tick resolution?

    I have attached a code example which seems to demonstrate that the above scenario is not possible in NT8. The indicator is intended only for demonstration purposes, so it only prints diagnostic messages to a NinjaScript Output window.

    Steps to replicate:

    Download the attached zip archive to a folder of your choice
    Control Panel -> Tools -> Import -> NinjaScript Add-On (browse for the zip file and install)
    Create a 1-minute chart (I tested with instrument "ES 03-17" using iqFeed)
    It might be necessary to connect the chart to a live datafeed during regular trading hours
    Control Panel -> New -> NinjaScript Output (in order to view diagnostic messages from the script)
    Apply the attached Indicator to the chart
    Observe the diagnostic reports which appear in the NinjaScript output window

    Note that only the primary data series is able to print information about the status of key variables to the output window, but the code tries unsuccessfully to print information about the secondary data series which is based on 1-tick resolution. I think that the secondary data series never gets created but I am not sure if that is correct.

    The attached code example is a slightly modified version of a very helpful working example from another thread:



    The working example demonstrates that the secondary series can be the same or higher resolution, and if those conditions are met, I think there will always be a complete diagnostic report from both data series. In my version of the file, I commented out the working code in order to highlight the not working scenario in which the secondary data series is smaller.

    Is there a limitation in NT8 which prevents the use of a 1-tick secondary data series on an existing 1-minute chart, or is there just a mistake somewhere in the attached code?

    note of apology to website administrator: this post also applies to a different category called "Indicator Development" allthough it was initially created here in "Platform Support". I have started an alternative version of this post under the category of "Indicator Development" which may eventually contain different replies. The alternative version of my post can be found here:

    Attached Files
    Last edited by kh_model; 01-10-2017, 07:52 AM.

    #2
    There is currently a bug affecting the secondary (or more) data series of some indicators, so verify any multi-series output before believing the results. The problem was first reported in version 8.0.1.0, and then acknowledged by platform support staff in 8.0.2.0:

    "There is currently a bug that has been reported with the Stochastics indicator when supplying a secondary data series. Once a new release is available (currently we are on 8.0.2.0), please double check that this behavior has been corrected."

    In addition to stochastics, another user reported the same issue with CCI. Running 8.0.3.0 now, the behavior is still not corrected. This may not apply to your situation, but maybe it does, so I wanted to mention it.

    Comment


      #3
      Hello kh_model,

      I have replied to your question at the following post,


      Going forward if you could please avoid posting the same question twice in the forum that would be appreciated.
      Last edited by NinjaTrader_AlanP; 01-10-2017, 10:00 AM.
      Alan P.NinjaTrader Customer Service

      Comment


        #4
        Hello Lancer,

        I was able to verify this with the CCI indicator and have passed a note to development.

        Thank you for bringing this to our attention.
        Alan P.NinjaTrader Customer Service

        Comment


          #5
          Confirmed that the secondary (or more) series bug exists with the DoubleStochastics indicator as well. The issue did not exist in the NT8 release candidate versions or prior betas. It started with 8.0.1.0, and was reported as a bug at that time (November).

          Comment


            #6
            Hello Lancer,

            Thank you for bringing this to our attention I have forwarded this to development.

            Please let us know if you need further assistance.
            Alan P.NinjaTrader Customer Service

            Comment

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