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Multi time frame strategy code probelm

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    Multi time frame strategy code probelm

    Dear NT system admin,

    I meet a problem in NT8 strategy coding. I want to use 60M, and 1D two time frame. 60M's indicator signal is an order entry signal. It will be calculate by Bar Close. However I want to use 1D indicator to filter the entry. In the 1D indicator calculate, I want to use by price change to calculate. In strategy coding, In very beginning: during if (State== State.SetDefaults) part, it has "calculate = Calculate.onBarClose . How to code it. Thanks a lot.

    #2
    Hello wadson,

    Thanks for your post and welcome to the NinjaTrader forums!

    You would need to set your strategy to Calculate.OnPriceChange and then seperate your code that runs on price change and on bar update. This can be done by using the bool IsFirstTickOfBar.
    For example

    if (IsFirstTickOfBar)
    {
    // all code here is executed once per bar
    }
    // all code out here is executed on each price change.


    For further clarity, we have an example here: https://ninjatrader.com/support/help...us/?charts.htm


    Please note however that as you are using a multi-timeframe, you will need to consider which data series is calling OnBarClose() and you can use BarsInProgress value to determine this. You can then combine BarsInProgress and IsFirstTickOfBar, for example:

    if (BarsInProgress == 0 && IsFirstTickOfBar)
    {
    // execute code here based on the first tick of the chart bar
    }


    A good reference for multi-timeframe or multi series coding is in the help guide section here: https://ninjatrader.com/support/help...nstruments.htm
    Paul H.NinjaTrader Customer Service

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