Bringing together two indicators with different time levels

[andrew-aut1]

Dear Support-Team,


Being newbies to ninjatrader so far, my friends and I try to program a new strategy encompassing two indicators. One calculated on daily basis and a subordinated second one being calculated on minute basis, but only if the first indicator’s kriteria on daily basis remains true. Is this possible? Or do you have any suggestions for a workaround?


So far we have managed to calculate the day bars from a minute basis for the first indicator which is highly inefficient, especially in case of backtesting over a longer period of time what we need.

Being grateful for your help,



Andrew

[NinjaTrader_PatrickH]

Hello Andrew,

Thank you for your post and welcome to the NinjaTrader Support Forum!

This can be achieved by adding the secondary series to the code and calling the proper BarsArray for the Input Series of the Indicator Methods and using the correct BarsInProgress when appropriate. All this information can be found at the following link: http://www.ninjatrader.com/support/h...nstruments.htm

You can find an example under Tools > Edit NinjaScript > Strategy > SampleMultiTimeFrame.

Please let me know if I may be of further assistance.