View Full Version : MTF Indicators in NT7
whitmark
10-05-2009, 07:50 AM
I can add separate dataseries to the chart (e.g., ES 1100t, 233t, 150t) and even apply indicators to each dataseries easily enough, but if I wanted to write a NinjaScript indicator to look for conditions across all three timeframes, does NT7 support this? Of course, this can be done via a Strategy but this implementation prohibits use of the Chart-Trader on the same chart.
In a similar vein, is it possible in NT7 to add multiple instruments/timeframes to an indicator for processing, yet only show the primary timeframe on the chart? If not, is there an opportunity to create a type of hybrid class or configurable property that has all of the multiple-instrument/timeframe capabilities of the Strategy Class, yet would not allow order placement/trade management so this type of MTF indicator can be used with the ChartTrader?
Whitmark
NinjaTrader_Ray
10-05-2009, 08:04 AM
I can add separate dataseries to the chart (e.g., ES 1100t, 233t, 150t) and even apply indicators to each dataseries easily enough, but if I wanted to write a NinjaScript indicator to look for conditions across all three timeframes, does NT7 support this? Of course, this can be done via a Strategy but this implementation prohibits use of the Chart-Trader on the same chart.
In a similar vein, is it possible in NT7 to add multiple instruments/timeframes to an indicator for processing, yet only show the primary timeframe on the chart? If not, is there an opportunity to create a type of hybrid class or configurable property that has all of the multiple-instrument/timeframe capabilities of the Strategy Class, yet would not allow order placement/trade management so this type of MTF indicator can be used with the ChartTrader?
Whitmark
Yes this is possible via Indicator. Just open an indicator and check out the Add() and Add...() methods. Works the same as strategies. If indicator is applied to chart, secondary series are NOT plotted on the chart from the indicator.
whitmark
10-05-2009, 08:12 AM
Add() - Adds a Bars object to a strategy for developing a multi-time frame or multi-instrument strategy. When running a strategy, the NinjaTrader UI will prompt you to select 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 strategy, 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-bars strategies.
Excellent! Thanks Ray . . . the help screen still references Add() for strategies exclusively so I was suspect but realize it will be updated in time.
NinjaTrader_Ray
10-05-2009, 08:36 AM
Excellent! Thanks Ray . . . the help screen still references Add() for strategies exclusively so I was suspect but realize it will be updated in time.
Yes, the Help Guide is no where near up to date especially in the area of NinjaScript.