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Coding Multi Time Frame (MTF) Indicators with NinjaTrader
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Coding Multi Time Frame (MTF) Indicators with NinjaTrader

  #381 (permalink)
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mk77ch View Post
i am currently coding an indicator which is using a second dataseries.
the primary is a 1 minute chart and the second is a 5 minute.

could somebody please tell me how many bars of the second (m5) dataseries are getting loaded?
does it just load all available historical 5 minute bars or is there a way i can control this?

cheers,
mike

If you open a 1-minute chart with a lookback of 15 days and then add the indicator to your chart, the indicator will load 5-minute bars for the last 15 calendard days in line with the primary bars.

If you wish to know in detail, which bars are being loaded you can add some print instructions at the very beginning, for example

 
Code
if(BarsInProgress == 0) // primary bars processed
   Print( "BIP0  " + CurrentBars[0] + "  " + Times[0][0]);
else if (BarsInProgress == 1) // secondary bars processed
   Print( "BIP1  " + CurrentBars[1] + "  " + Times[1][0]);

This will show you exactly which bars (bar index and time stamp) are being processed in which order.

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  #382 (permalink)
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thank you very much for your answer!

cheers,
mike

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  #383 (permalink)
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Is there any indicator that can plot an indicator from another chart?

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  #384 (permalink)
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jsengxx2 View Post
Is there any indicator that can plot an indicator from another chart?

could you be a bit more specific?

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  #385 (permalink)
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jsengxx2 View Post
Is there any indicator that can plot an indicator from another chart?



@jsengxx2

maybe this one is the one

https://futures.io/download/vip_elite_circle/1333-download.html?view

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  #386 (permalink)
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MTF for Stochastic

Harry,
Thanks for your contributions here. I'm currently reading through the thread while fighting with my Jurbol MTF stochastic to try to incorporate your "essentials" notes regarding proper sequencing. I'll have to work on it further tomorrow. Have you already made a stochastic MTF?

Thanks again,
zeller4 Kirk

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  #387 (permalink)
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zeller4 View Post
Harry,
Thanks for your contributions here. I'm currently reading through the thread while fighting with my Jurbol MTF stochastic to try to incorporate your "essentials" notes regarding proper sequencing. I'll have to work on it further tomorrow. Have you already made a stochastic MTF?

Thanks again,
zeller4 Kirk

I have not been recently working on MTF indicators.

However, I do have a xStochastics built from composite bars, see chart attached. This indicators allows to reproduce an exact higher timeframe chart, if bar type of higher timeframe and primary chart are identical. This concept works for minute, tick and volume bars. For range based bars such as equal range or Renko charts, it only possible to approximate the higher timeframe.

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  #388 (permalink)
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XStochastics


Fat Tails View Post
I have not been recently working on MTF indicators.

However, I do have a xStochastics built from composite bars, see chart attached. This indicators allows to reproduce an exact higher timeframe chart, if bar type of higher timeframe and primary chart are identical. This concept works for minute, tick and volume bars. For range based bars such as equal range or Renko charts, it only possible to approximate the higher timeframe.

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

Harry,
Thanks for the info on xStochastics, is that one of your ana downloads? Please point to a link or thread where I can find it. I couldn't find it through the normal search...

Kirk

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  #389 (permalink)
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zeller4 View Post
Harry,
Thanks for the info on xStochastics, is that one of your ana downloads? Please point to a link or thread where I can find it. I couldn't find it through the normal search...

Kirk

This is only available as an assembly, it is a complex piece of code, which emulates higher timeframe bar series within an indicator. I will come back via private message, or we can discuss it via Skype.

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  #390 (permalink)
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Great thread. Hard for me to phrase this question. Is there a way to create an alert or chart marker when an indicator or bar value on one time frame equals an indicator or bar value on another time frame? For example, can there be an alert/chart marker when the 5 period SMA of a 10 minute chart equals the 5 period SMA of a 20 minute chart (rounded if necessary)? Another example would be an alert/chart marker when the high/low of a 30 minute bar equals the high/low of a 20 minute bar.

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