Calculating an indicator on a multi-time frame

egan857 · 06-25-2012, 01:12 PM

Hi, my primary timeframe is a minute bar on the stock and my secondary timeframe is the minute bar on another stock (DIA). Is there any way to calculate an indicator like ADX on the secondary timeframe?

It looks like the answer is going to involve IDataSeries somehow, but I don't get how to associate a set of closing bar prices from one data series to an IDataSeries variable. Any help would be appreciated.

NinjaTrader_AdamP · 06-25-2012, 01:14 PM

egan857,

Yes, your understanding is correct.

Indicators usually have an overloaded method where you can call them and pass a data series to them

For example : ADX(Closes[1], 14)[0] would be the ADX of the secondary series Close prices.

Please let me know if I may assist further.

egan857 · 06-25-2012, 01:19 PM

Oh! That's so much simpler than I thought it would be. It works great. Thanks!

NinjaTrader_AdamP · 06-25-2012, 01:22 PM

egan,

No problem. Please feel free to contact us or post in the forum any time. We monitor our forum as well as watch the support email.

06-25-2012, 01:12 PM	#1
egan857 Senior Member Join Date: Jan 2012 Location: Austin Texas Posts: 126 Thanks: 31 Thanked 4 times in 4 posts	Calculating an indicator on a multi-time frame Hi, my primary timeframe is a minute bar on the stock and my secondary timeframe is the minute bar on another stock (DIA). Is there any way to calculate an indicator like ADX on the secondary timeframe? It looks like the answer is going to involve IDataSeries somehow, but I don't get how to associate a set of closing bar prices from one data series to an IDataSeries variable. Any help would be appreciated.
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06-25-2012, 01:14 PM	#2
NinjaTrader_AdamP NinjaTrader Customer Service Join Date: Aug 2011 Location: Denver, CO, USA Posts: 2,895 Thanks: 241 Thanked 375 times in 365 posts	egan857, Yes, your understanding is correct. Indicators usually have an overloaded method where you can call them and pass a data series to them For example : ADX(Closes[1], 14)[0] would be the ADX of the secondary series Close prices. Please let me know if I may assist further. Adam P. NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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06-25-2012, 01:19 PM	#3
egan857 Senior Member Join Date: Jan 2012 Location: Austin Texas Posts: 126 Thanks: 31 Thanked 4 times in 4 posts	Oh! That's so much simpler than I thought it would be. It works great. Thanks!
	Facebook Twitter YouTube

06-25-2012, 01:22 PM	#4
NinjaTrader_AdamP NinjaTrader Customer Service Join Date: Aug 2011 Location: Denver, CO, USA Posts: 2,895 Thanks: 241 Thanked 375 times in 365 posts	egan, No problem. Please feel free to contact us or post in the forum any time. We monitor our forum as well as watch the support email. Adam P. NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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