Multi Time Frame Indicator within Strategy

November 10th, 2017, 12:23 PM

First post here so bear with me...although there is some great info on multitimeframe stuff I can't seem to get indicators that I code to show up on my charts within a strategy:

I want the base chart to be a minute chart

Indicators I am trying to add:

(EMA, 15, 1 minute) � RED (this one works fine)
(EMA, 15, 1 hour) � DARKGOLDENROD (doesn�t appear on chart)
(EMA, 15, 1 day) - BLUE (doesn�t appear on chart)

Here is the code:

protected override void Initialize()
{
CalculateOnBarClose = true;

//add 15 EMA to base chart (1 minute)
Add(EMA(15));
EMA(15).Plots[0].Pen.Color = Color.Red;

// Add a hourly bars object to the strategy
Add(PeriodType.Minute, 60); // BarsArray[1]

// Add a daily bars object to the strategy
Add(PeriodType.Day, 1); // BarsArray[2]

// Add 1 hour 15 period EMA indicator on the chart
Add(EMA(BarsArray[1], 15));
EMA(BarsArray[1], 15).Plots[0].Pen.Color = Color.DarkGoldenrod;

// Add daily 15 period EMA indicator on the chart
Add(EMA(BarsArray[2], 15));
EMA(BarsArray[2], 15).Plots[0].Pen.Color = Color.Blue;

}

protected override void OnBarUpdate()
{

}

Thanks,

November 12th, 2017, 09:41 PM

First off I should note that I am trying to develop code for forex pairs (in case that might make a difference as there seem to be some coding nuances associated with forex)...

I seem to have found another solution here:

ninjatrader.com/support/forum/showthread.php?t=54442

but when I compile the sample script posted below I get a host of errors (which I have included as comments below the line):

protected override void Initialize()
{
Add("$USDCAD", PeriodType.Minute, 120); // BarsArray [1]
Add(new Plot(Color.FromKnownColor(KnownColor.Orange), PlotStyle.Line, "KAMALine"));

//Error with *new* on above line of code:
//Argument '1': cannot convert from 'NinjaTrader.Gui.Chart.Plot' to 'NinjaTrader.Indicator.IndicatorBase'

CalculateOnBarClose = true;
}

protected override void OnBarUpdate()
{
KAMALine.Set(KAMA(BarsArray[1], 2, periodKAMA, 30));

//3 Errors associated with above line of code:
//Error 1: The name 'periodKAMA' does not exist in the current context
//Error 2: The best overloaded method match for 'NinjaTrader.Data.DataSeries.Set(double)' has some invalid arguments
//Error 3: Argument '1': cannot convert from 'NinjaTrader.Indicator.KAMA' to 'double'

}

#region Properties
[Description("")]
[GridCategory("Parameters")]
public int MyInput0
{
get { return myInput0; }
set { myInput0 = Math.Max(1, value); }
}

//this region needed for custom line that was added
[Browsable(false)]
[XmlIgnore()]
public DataSeries KAMALine
{
get { return Values[0]; }
}

#endregion
}
}

Thanks,

Multi Time Frame Indicator within Strategy

Discussion in NinjaTrader

Multi Time Frame Indicator within Strategy