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Multi-time frame strategy with periods of different size


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Multi-time frame strategy with periods of different size

  #1 (permalink)
 pequemec 
Elche, Spain
 
Experience: None
Platform: NinjaTrader
Broker: NinjaTrader Brokerage
Trading: ES
Posts: 14 since Jul 2009
Thanks Given: 6
Thanks Received: 1

Hi,

I appreciate any help and I'll try to explain in English:

I'm programming a multi-time frame strategy, in 15min bars, for the ES instrument in RTH. I apply a filter in 3min bars, to specify the entries, but I need to take several bars outside RTH. I can not change "session begins" and "session ends" in the main chart without modify the parameters of the indicators used and discredit the system. How can I incorporate these bars outside RTH in my strategy?

Best regards.

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  #3 (permalink)
 pequemec 
Elche, Spain
 
Experience: None
Platform: NinjaTrader
Broker: NinjaTrader Brokerage
Trading: ES
Posts: 14 since Jul 2009
Thanks Given: 6
Thanks Received: 1


Can anyone help me?

NinjaTrader support thread

Thanks

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Last Updated on February 24, 2010


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