Help Request for Multi Time Frame Indicator

March 31st, 2017, 04:12 PM

I'm having a hard time understanding how to program a multi timeframe NinjaTrader indicator.

What I'm trying to do is really simple:
I want to plot the value of a data series which was calculated using daily data and apply it to a minute chart.

As a simple example, let's say I had an indicator (please see HiLoOpen attached below) that calculates the average of the previous day high, the previous day low, and the current day open. This data would be saved in a data series called HiLoOpenPlot:

HiLoOpenPlot[0] = (High[1]+Low[1]+Open[0])/3

To make this DataSeries accessible from another indicator, I would include the following in the Properties region:

[Browsable(false)]
[XmlIgnore]
public Series<double> Callable_HiLoOpen
{
get { return HiLoOpenPlot; }
}

I have a second indicator called HiLoOpenINTRADAY (also attached below), which is supposed to draw the current value of HiLoOpenPlot[0] (calculated using day bars) as a horizontal line on a minute chart:

Draw.HorizontalLine(this,"HorizAtHiLoOpen",HiLoOpen().Callable_HiLoOpen[0],Brushes.Blue,DashStyleHelper.Solid,2);

Predictably, if I put HiLoOpenINTRADAY, on a minute chart it does not draw a horizontal line based on day bars, but rather on minute bars.

After reading through the Multi Time Frame & Instruments article in the NinjaTrader 8 Help Guide and the info on the AddDataSeries() method, I attempted to create another indicator -- HiLoOpenVersion2 (please see the indicator attached to this post). This indicator also isn't drawing the expected horizontal line.

At this point, I am at a loss as to how to proceed. I've spent the past three days and countless hours on this and I'm hitting a brick wall. I don't want to ask someone to do the coding for me, but I could really use some detailed guidance on how to approach this... it can't be too difficult to make this work.

March 31st, 2017, 04:40 PM

w4w4w

I'm having a hard time understanding how to program a multi timeframe NinjaTrader indicator.

What I'm trying to do is really simple:
I want to plot the value of a data series which was calculated using daily data and apply it to a minute chart.

As a simple example, let's say I had an indicator (please see HiLoOpen attached below) that calculates the average of the previous day high, the previous day low, and the current day open. This data would be saved in a data series called HiLoOpenPlot:

HiLoOpenPlot[0] = (High[1]+Low[1]+Open[0])/3

To make this DataSeries accessible from another indicator, I would include the following in the Properties region:

[Browsable(false)]
[XmlIgnore]
public Series<double> Callable_HiLoOpen
{
get { return HiLoOpenPlot; }
}

I have a second indicator called HiLoOpenINTRADAY (also attached below), which is supposed to draw the current value of HiLoOpenPlot[0] (calculated using day bars) as a horizontal line on a minute chart:

Draw.HorizontalLine(this,"HorizAtHiLoOpen",HiLoOpen().Callable_HiLoOpen[0],Brushes.Blue,DashStyleHelper.Solid,2);

Predictably, if I put HiLoOpenINTRADAY, on a minute chart it does not draw a horizontal line based on day bars, but rather on minute bars.

After reading through the Multi Time Frame & Instruments article in the NinjaTrader 8 Help Guide and the info on the AddDataSeries() method, I attempted to create another indicator -- HiLoOpenVersion2 (please see the indicator attached to this post). This indicator also isn't drawing the expected horizontal line.

At this point, I am at a loss as to how to proceed. I've spent the past three days and countless hours on this and I'm hitting a brick wall. I don't want to ask someone to do the coding for me, but I could really use some detailed guidance on how to approach this... it can't be too difficult to make this work.

Use this instead...

Close[0] (primary dataseries current closing price) vs Closes[0][0] (this is also the primary dataseries closing price) vs Closes[1][0] (this is the the first of the secondary dataseries added in the indicator and it's current closing price)

as I did here....

Quoting

TotStkMarket52WkNHNL[0] = Closes[1][0] + Closes[2][0] + Closes[3][0];

also add this

Quoting

(CurrentBars[0] <= BarsRequiredToPlot || CurrentBars[1] <= BarsRequiredToPlot)
return;

And remove your current CurrentBar code or comment it out.

Ron

March 31st, 2017, 05:04 PM

Ron thanks for the quick reply.

I've logged out of my trading computer for the day as it is getting late where I live, but I will use your suggestion tomorrow morning and let you know how it goes.

Thanks again!

April 1st, 2017, 09:10 AM

Ron, I made the changes suggested in your reply from yesterday:

Code

		private Double MyPriceLevel = 0;
		
		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				Description							= @"";
				Name								= "HiLoOpenVersion2";
				Calculate							= Calculate.OnPriceChange;
				IsOverlay							= true;
				DisplayInDataBox						= true;
				DrawOnPricePanel						= true;
				DrawHorizontalGridLines						= true;
				DrawVerticalGridLines						= true;
				PaintPriceMarkers						= true;
				ScaleJustification						= NinjaTrader.Gui.Chart.ScaleJustification.Right;
				//Disable this property if your indicator requires custom values that cumulate with each new market data event. 
				//See Help Guide for additional information.
				IsSuspendedWhileInactive					= true;
				BarsRequiredToPlot = 10;
			}
			else if (State == State.Configure)
			{
				AddDataSeries(BarsPeriodType.Day, 1);
			}
		}

		protected override void OnBarUpdate()
		{
			if(CurrentBars[0] <= BarsRequiredToPlot || CurrentBars[1] <= BarsRequiredToPlot)
				return;
			
			if (BarsInProgress == 1)
			{
				MyPriceLevel = (Highs[1][1]+Lows[1][1]+Opens[1][0])/3;
				Draw.HorizontalLine(this,"Horiz1",MyPriceLevel,Brushes.Gold,DashStyleHelper.Solid,2);
			}
			
			if (BarsInProgress == 0)
			{
				
			}
		}

These changes are reflected in the attached indicator file HiLoOpenVersion3.

An interesting problem has arisen: If I apply the indicator to a chart with an interval of day or higher, the expected horizontal line is drawn. However, if I apply the indicator to a chart with an interval of less than a day, the line isn't drawn.

Do you know of any way to get the line to plot on a chart with an intraday interval?

April 2nd, 2017, 12:30 AM

w4w4w

Ron, I made the changes suggested in your reply from yesterday:

Code

private Double MyPriceLevel = 0;



protected override void OnStateChange()

{

if (State == State.SetDefaults)

{

Description= @"";

Name= "HiLoOpenVersion2";

Calculate= Calculate.OnPriceChange;

IsOverlay= true;

DisplayInDataBox= true;

DrawOnPricePanel= true;

DrawHorizontalGridLines= true;

DrawVerticalGridLines= true;

PaintPriceMarkers= true;

ScaleJustification= NinjaTrader.Gui.Chart.ScaleJustification.Right;

//Disable this property if your indicator requires custom values that cumulate with each new market data event. 

//See Help Guide for additional information.

IsSuspendedWhileInactive= true;

BarsRequiredToPlot = 10;

}

else if (State == State.Configure)

{

AddDataSeries(BarsPeriodType.Day, 1);

}

}



protected override void OnBarUpdate()

{

if(CurrentBars[0] <= BarsRequiredToPlot || CurrentBars[1] <= BarsRequiredToPlot)

return;



if (BarsInProgress == 1)

{

MyPriceLevel = (Highs[1][1]+Lows[1][1]+Opens[1][0])/3;

Draw.HorizontalLine(this,"Horiz1",MyPriceLevel,Brushes.Gold,DashStyleHelper.Solid,2);

}



if (BarsInProgress == 0)

{



}

}

These changes are reflected in the attached indicator file HiLoOpenVersion3.

An interesting problem has arisen: If I apply the indicator to a chart with an interval of day or higher, the expected horizontal line is drawn. However, if I apply the indicator to a chart with an interval of less than a day, the line isn't drawn.

Do you know of any way to get the line to plot on a chart with an intraday interval?

I think it might be easier to just use:

Quoting

Bars.GetDayBar(int tradingDaysBack).Open
Bars.GetDayBar(int tradingDaysBack).High
Bars.GetDayBar(int tradingDaysBack).Low
Bars.GetDayBar(int tradingDaysBack).Close

Instead of adding the same instrument to the chart in day bars. I think it will work then for any periodicity you want.

https://ninjatrader.com/support/helpGuides/nt8/en-us/?getdaybar.htm

You can use CurrentDayOHL() for the current days values. As you will see from the link.

Ron

Sent from my iPhone using futures.io

April 2nd, 2017, 04:52 AM

w4w4w

Ron, I made the changes suggested in your reply from yesterday:

Code

		private Double MyPriceLevel = 0;
		
		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				Description							= @"";
				Name								= "HiLoOpenVersion2";
				Calculate							= Calculate.OnPriceChange;
				IsOverlay							= true;
				DisplayInDataBox						= true;
				DrawOnPricePanel						= true;
				DrawHorizontalGridLines						= true;
				DrawVerticalGridLines						= true;
				PaintPriceMarkers						= true;
				ScaleJustification						= NinjaTrader.Gui.Chart.ScaleJustification.Right;
				//Disable this property if your indicator requires custom values that cumulate with each new market data event. 
				//See Help Guide for additional information.
				IsSuspendedWhileInactive					= true;
				BarsRequiredToPlot = 10;
			}
			else if (State == State.Configure)
			{
				AddDataSeries(BarsPeriodType.Day, 1);
			}
		}

		protected override void OnBarUpdate()
		{
			if(CurrentBars[0] <= BarsRequiredToPlot || CurrentBars[1] <= BarsRequiredToPlot)
				return;
			
			if (BarsInProgress == 1)
			{
				MyPriceLevel = (Highs[1][1]+Lows[1][1]+Opens[1][0])/3;
				Draw.HorizontalLine(this,"Horiz1",MyPriceLevel,Brushes.Gold,DashStyleHelper.Solid,2);
			}
			
			if (BarsInProgress == 0)
			{
				
			}
		}

These changes are reflected in the attached indicator file HiLoOpenVersion3.

An interesting problem has arisen: If I apply the indicator to a chart with an interval of day or higher, the expected horizontal line is drawn. However, if I apply the indicator to a chart with an interval of less than a day, the line isn't drawn.

Do you know of any way to get the line to plot on a chart with an intraday interval?

I did something similar recently. I plot on the lower timeframe when I have processed all the higher timeframes, on the last but one bar of the last secondary timeframe:

if (BarsInProgress > 0 && CurrentBar == (BarsArray[BarsArray.Count() - 1].Count - 2))
{
// Plot here
}

April 4th, 2017, 05:22 AM

Ron and iq200 thanks for the feedback! I've had little opportunity to work on this in the past few days. I will post back here as soon as I'm back up to speed on this.

April 4th, 2017, 02:30 PM

I have made some progress, but its getting obvious that I've gone beyond my level of programming experience.

To illustrate the problem I'm having, the code below is supposed to draw a line at the level of the previous day's high on an intraday chart. Unfortunately, the line is at the high of two days ago.

I'm missing something in the code, but can't figure out what.

Could someone put me on the right track?

Please see the attached screen shot.

Code

	public class PrevHigh : Indicator
	{
		private Series<double> myEmptyIndexedSeries;
		private double PrevDayHigh = 0;
			
		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				Description							= @"";
				Name								= "PrevHigh";
				Calculate							= Calculate.OnPriceChange;
				IsOverlay							= true;
				DisplayInDataBox						= true;
				DrawOnPricePanel						= true;
				DrawHorizontalGridLines						= true;
				DrawVerticalGridLines						= true;
				PaintPriceMarkers						= true;
				ScaleJustification						= NinjaTrader.Gui.Chart.ScaleJustification.Right;
				//Disable this property if your indicator requires custom values that cumulate with each new market data event. 
				//See Help Guide for additional information.
				IsSuspendedWhileInactive					= true;
				BarsRequiredToPlot = 10;
			}
			else if (State == State.Configure)
			{
				AddDataSeries(BarsPeriodType.Day, 1);
			}
			else if (State == State.Historical)
			{
      			myEmptyIndexedSeries = new Series<double>(BarsArray[1]);
			}
		}

		protected override void OnBarUpdate()
		{
			if(CurrentBars[0] <= BarsRequiredToPlot || CurrentBars[1] <= BarsRequiredToPlot)
				return;
			
			if (BarsInProgress == 1)
			{
				PrevDayHigh = Highs[1][1];
			}
			
			if (BarsInProgress == 0)
			{
				Draw.Line(this,CurrentBar.ToString()+"PrevHi",false
					,1,
					PrevDayHigh
					,0,
					PrevDayHigh
					,Brushes.Goldenrod,DashStyleHelper.Solid,2);
			}
		}

April 4th, 2017, 02:36 PM

w4w4w

I have made some progress, but its getting obvious that I've gone beyond my level of programming experience.

To illustrate the problem I'm having, the code below is supposed to draw a line at the level of the previous day's high on an intraday chart. Unfortunately, the line is at the high of two days ago.

I'm missing something in the code, but can't figure out what.

Could someone put me on the right track?

Please see the attached screen shot.

Code

public class PrevHigh : Indicator

{

private Series<double> myEmptyIndexedSeries;

private double PrevDayHigh = 0;



protected override void OnStateChange()

{

if (State == State.SetDefaults)

{

Description= @"";

Name= "PrevHigh";

Calculate= Calculate.OnPriceChange;

IsOverlay= true;

DisplayInDataBox= true;

DrawOnPricePanel= true;

DrawHorizontalGridLines= true;

DrawVerticalGridLines= true;

PaintPriceMarkers= true;

ScaleJustification= NinjaTrader.Gui.Chart.ScaleJustification.Right;

//Disable this property if your indicator requires custom values that cumulate with each new market data event. 

//See Help Guide for additional information.

IsSuspendedWhileInactive= true;

BarsRequiredToPlot = 10;

}

else if (State == State.Configure)

{

AddDataSeries(BarsPeriodType.Day, 1);

}

else if (State == State.Historical)

{

      myEmptyIndexedSeries = new Series<double>(BarsArray[1]);

}

}



protected override void OnBarUpdate()

{

if(CurrentBars[0] <= BarsRequiredToPlot || CurrentBars[1] <= BarsRequiredToPlot)

return;



if (BarsInProgress == 1)

{

PrevDayHigh = Highs[1][1];

}



if (BarsInProgress == 0)

{

Draw.Line(this,CurrentBar.ToString()+"PrevHi",false

,1,

PrevDayHigh

,0,

PrevDayHigh

,Brushes.Goldenrod,DashStyleHelper.Solid,2);

}

}

NT8 does have PriorDayOHLC indicator..... maybe it would do the job you are looking for?

Ron

Sent from my iPhone using futures.io

Help Request for Multi Time Frame Indicator

Discussion in NinjaTrader

Help Request for Multi Time Frame Indicator