View Full Version : Multi-timeframe for intrabar trade execution
RandyT
10-15-2008, 10:44 AM
Am I able to run a strategy in a 5 minute interval and include a PeriodType.Second to accomplish quicker intrabar trade execution? I'm not clear from the docs if I must stick to the same PeriodType within the strategy.
tks
NinjaTrader_Ben
10-15-2008, 11:03 AM
Hello,
Yes, you can use another timeframe within a strategy. This link provides how to do this:
http://www.ninjatrader-support.com/HelpGuideV6/helpguide.html?MultiTimeFrameInstruments
Please also take a look at this reference sample regarding interbar granularity:
http://www.ninjatrader-support.com/vb/showthread.php?t=6652
RandyT
10-15-2008, 11:06 AM
Yes, I have seen both of those references.
To be clear, I should have no problem running a strategy that is running with primary period of 8 minutes and a secondary period to execute trades against of 30 seconds?
Just making sure I am not trying to do something dumb... :-)
NinjaTrader_Ben
10-15-2008, 11:38 AM
Hello,
That is correct. Strategies can take entry signals from any time frame and any instrument and orders can be placed against any BarsInProgress series.