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Old 02-05-2012, 09:28 PM   #1
negativezero
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Default Multi-Time-Frame Strategy

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.

Code:
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;
        }
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