Definition
Adds a Bars object to an indicator or strategy for developing a multi-series (multi-time frame or multi-instrument) NinjaScript. When running NinjaScript, you will be able to choose the primary instrument and bar interval to run on. This primary Bars object will carry a BarsInProgress index of 0. In a multi-time frame and multi-instrument NinjaScript, supplementary Bars objects are added via this method in the Initialize() method and given an incremented BarsInProgress index value. See additional information on running multi-series scripts.
* For adding Bars of special types please use these methods:
AddKagi()
AddLineBreak()
AddPointAndFigure()
AddRenko()
Syntax
The following syntax will add another Bars object to the strategy for the primary instrument of the script.
Add(PeriodType periodType, int period)
The following syntax allows you to add another Bars object for a different instrument to the script.
Add(string instrumentName, PeriodType periodType, int period)
Add(string instrumentName, PeriodType periodType, int period, MarketDataType marketDataType)
NOTE: You can optionally add the exchange name as a suffix to the symbol name. This is only advised if the instrument has multiple possible exchanges that it can trade on and it is configured within the Instrument Manager. For example: Add("MSFT Arca", PeriodType.Minute, 5).
Parameters
instrumentName
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An instrument name such as "MSFT"
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periodType
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The period type of the bar such as:
PeriodType.Day
PeriodType.Minute
PeriodType.Range
PeriodType.Second
PeriodType.Tick
PeriodType.Volume
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period
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The period interval such as "3" for 3 minute bars
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marketDataType
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Possible values are:
MarketDataType.Ask
MarketDataType.Bid
MarketDataType.Last
* Please see the article here on using Bid/Ask series.
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Examples
protected override void Initialize()
{
Add(PeriodType.Minute, 5);
Add("ES 12-06", PeriodType.Tick, 100);
}
protected override void OnBarUpdate()
{
if (BarsInProgress == 1 || BarsInProgress == 2)
return;
if (Close[0] > Open[0] && Closes[1][0] > Opens[1][0] && Closes[2][0] > Opens[2][0])
EnterLong();
}
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