Multi-time frame

[scjohn]

I would like to know if i understand the PeriodType and how it works. We will keep it simple in that the additional bars will all be for the same instrument.

Let's assume that the chart is running a 2-minute time interval. So my primary bars will be of a 2-minute data set. I now want to add a 5 minute bars object so I code:
Add(PeriodType.Minute, 5);
Now I add another a 1 minute bars object. So
Add(PeriodType.Minute, 1);
Is this legal? Can I add a bars object whose time frame is smaller than the primary bars?
I am assuming that I could not go to a Tick or Volume because those would be considered smaller than a 1-minute. Correct?

Let's go in the other direction. My primary bars are Tick. Can I add a 2 minute bars object:
Add(PeriodType.Minute, 2);
Or am I limited to adding bars object that are either Tick or Volume?

Thanks,

[NinjaTrader_Ray]

Let's assume that the chart is running a 2-minute time interval. So my primary bars will be of a 2-minute data set. I now want to add a 5 minute bars object so I code:
Add(PeriodType.Minute, 5);
Now I add another a 1 minute bars object. So
Add(PeriodType.Minute, 1);
Is this legal? Can I add a bars object whose time frame is smaller than the primary bars?
I am assuming that I could not go to a Tick or Volume because those would be considered smaller than a 1-minute. Correct?

Yes this is legal. There are no restrictions on supplementary bar interval type and compression. You can add a 1 tick bar as a secondary series if you want.


Let's go in the other direction. My primary bars are Tick. Can I add a 2 minute bars object:
Add(PeriodType.Minute, 2);
Or am I limited to adding bars object that are either Tick or Volume?

Absultely. Same answer as above. You have complete flexibility.