Multi-Time-Frame Strategy

[negativezero]

Hello, I am wondering if I could do this in NinjaTrader:

Basically I want to add different time frame in my automated trading strategy along with some indicators for those time frames ( SMAs in this case)

I did a backtesting on this strategy, it seems to give some crazy results.

protected override void Initialize()
        {
			 // Trading frame
            Add(PeriodType.Tick, 144);  // BarsArray[1]

            // Add a 5 minute Bars object to the strategy
            Add(PeriodType.Minute, 3);  // BarsArray[2]

            // Add a 15 minute Bars object to the strategy
            Add(PeriodType.Minute, 10); // BarsArray[3]

            // Add a 30 minute bar object to the strategy
            Add(PeriodType.Minute, 30); // BarsArray[4]

            // Note: Bars are added to the BarsArray and can be accessed via an index value
            // E.G. BarsArray[1] ---> Accesses the 5 minute Bars object added above

            // Add simple moving averages to the chart for display
            // This only displays the SMA's for the primary Bars object on the chart
            Add(SMA(BarsArray[1], 15));
            Add(SMA(BarsArray[1], 89));

            Add(SMA(BarsArray[2], 20));
            Add(Stochastics(BarsArray[2],7,14,3));

            Add(SMA(BarsArray[3], 20));
            Add(Stochastics(BarsArray[3],7,14,3));
			
            CalculateOnBarClose = false;
        }

[NinjaTrader_Bertrand]

negativezero, that can be done with NinjaScript, however you would need to be mindful about the OnBarUpdate() then be called for each bars object added if you don't take care to filter them through BarsInProgress -

http://www.ninjatrader.com/support/h...inprogress.htm

BarsArray will only let you define what bars object data to use, but not when to do this call, so the event timing.