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Multi-timeframe code with Minute and SbSRenko


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  #1 (permalink)
 traderjh 
South Jordan UT
 
Experience: Intermediate
Platform: Ninjatrader
Trading: Forex
Posts: 15 since Jan 2013
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Hello,

I am not sure how to code both Minute frame as BarsInProcess = 0 and SBSRenko as BarsInProcess = 1 together. I also am not familiar with setting up Add(PeriodType.Custom....) for SBSRenko.

Do you have an example of code like this or is there a strategy/indicator somewhere here that I can learn from?

I appreciate your reply.

Many thanks,
-traderjh

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  #3 (permalink)
 vegasfoster 
las vegas
 
Experience: Intermediate
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BarsInProgress, just add each one and the first one listed will be BarsInProgress == 1, second one will be BarsInProgress == 2, etc. The underlying chart data will be BarsInProgress == 0. If this doesn't make sense, search NT help file for BarsInProgress and it will show more detail.

See this thread for custom types.

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  #4 (permalink)
 traderjh 
South Jordan UT
 
Experience: Intermediate
Platform: Ninjatrader
Trading: Forex
Posts: 15 since Jan 2013
Thanks Given: 6
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vegasfoster View Post
BarsInProgress, just add each one and the first one listed will be BarsInProgress == 1, second one will be BarsInProgress == 2, etc. The underlying chart data will be BarsInProgress == 0. If this doesn't make sense, search NT help file for BarsInProgress and it will show more detail.

See this thread for custom types.


Thank you for your reply.

I coded a simple strategy to display OHLC on both Minute and SbSRenko. Minute OHLC data is showing good but SbSRenko is not showing. I added SbSRenko into Data Series and it is still not showing. What am I missing here? See code below:

 
Code
#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
    [Description("")]
    public class DisplayOHLC : Strategy
    {
        #region Variables
        #endregion
        protected override void Initialize()
        {
            CalculateOnBarClose = true;
		Add(PeriodType.Minute,60);
		Add(PeriodType.Custom6,300);
        }
        protected override void OnBarUpdate()
        {
			if (BarsInProgress == 0)
			{
				DrawTextFixed("MinuteOHLC",
				"O:" + Opens[0][0]	
				+"\nH:" + Highs[0][0]
				+"\nL:" + Lows[0][0]
				+"\nC:" + Closes[0][0]
				,TextPosition.TopLeft,Color.Yellow,new Font("Arial", 9),Color.Black,Color.Black,10);
			}
			if (BarsInProgress == 1)
			{
				DrawTextFixed("RenkoOHLC",
				"O:" + Opens[0][1]
				+"\nH:" + Highs[0][1]
				+"\nL:" + Lows[0][1]
				+"\nC:" + Closes[0][1]
				,TextPosition.BottomLeft,Color.Yellow,new Font("Arial", 9),Color.Black,Color.Black,10);
			}
        }

        #region Properties
        #endregion
    }
}

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  #5 (permalink)
 traderjh 
South Jordan UT
 
Experience: Intermediate
Platform: Ninjatrader
Trading: Forex
Posts: 15 since Jan 2013
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Silly me!!

It now works! I just fixed that mistake from [0][1] to [1][0].

Thanks again!!

-traderjh

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  #6 (permalink)
 vegasfoster 
las vegas
 
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Ok, its been a while and I was thinking the minute would need to be BarsInProgress ==1 and the better renko would need to be BarsInProgress == 2, but if its working then I guess not

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  #7 (permalink)
 traderjh 
South Jordan UT
 
Experience: Intermediate
Platform: Ninjatrader
Trading: Forex
Posts: 15 since Jan 2013
Thanks Given: 6
Thanks Received: 1


vegasfoster View Post
Ok, its been a while and I was thinking the minute would need to be BarsInProgress ==1 and the better renko would need to be BarsInProgress == 2, but if its working then I guess not

It does display the values but they are not in sync with those data in Data Box window. Again, I am missing something here. :-(

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  #8 (permalink)
 vegasfoster 
las vegas
 
Experience: Intermediate
Platform: Sierra Chart
Broker: Velocity/IB
Trading: 6E
Posts: 1,145 since Feb 2010
Thanks Given: 304
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I just read the help file, and if the 60 minute data is not your base chart, then it needs to be BarsInProgress==1 and the better renko needs to be BarsInProgress==2. Other thing is a 300 better renko is a huge setting, are you sure that's the correct number?

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  #9 (permalink)
 traderjh 
South Jordan UT
 
Experience: Intermediate
Platform: Ninjatrader
Trading: Forex
Posts: 15 since Jan 2013
Thanks Given: 6
Thanks Received: 1


vegasfoster View Post
I just read the help file, and if the 60 minute data is not your base chart, then it needs to be BarsInProgress==1 and the better renko needs to be BarsInProgress==2. Other thing is a 300 better renko is a huge setting, are you sure that's the correct number?

300 better renko is actually 30 when I set the Control Center's pip quote setting to 1/10.

What I am trying to achieve is to use 60 minute chart for handling orders and to call data from better renko's open/close prices for checking the conditions. Which is more sense to use 2 Add()s for minutes and better renko in 60 minute chart like you mentioned above (1 and 2) or just one Add() with better renko in 60 min chart with BarsInProgress==0 and BarsInProgress==1?

In the code from earlier post, I was trying to retrieve live prices to make sure I coded properly but they seems not in sync with data box.

Thanks for the clarification,
-traderjh

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  #10 (permalink)
 vegasfoster 
las vegas
 
Experience: Intermediate
Platform: Sierra Chart
Broker: Velocity/IB
Trading: 6E
Posts: 1,145 since Feb 2010
Thanks Given: 304
Thanks Received: 844


If 60 minutes is your base chart, then I am not really sure. You can try commenting out the line "Add(PeriodType.Minute,60);" and see if it changes anything. If not, then I guess it doesn't matter and I have no other unhelpful suggestions for you try.

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Last Updated on July 10, 2013


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