MultiTimeframe

This indicator takes prices from two different periods of the same symbol, and displays them as lines by specified price type. Let’s accept periods, price type and left boundary of the historical data as input parameters for the request.

At first, we need to load the historical data using HistoricalDataRequest:

 HistoricalDataRequest DataRequest1 = new HistoricalDataRequest(Instruments.Current, Period1);
 HistoricalData1 = GetHistoricalData(DataRequest1);
 HistoricalData1.Load(fromDate);

Data for the second period is loaded similarly.

Now, let’s plot a line by price type selected by user for both periods:

for (int i = 0; i < HistoricalData1.Count && i < CurrentData.Count; i++)
SetValue(0, i, HistoricalData1.GetPrice(PriceTypes, i)); 
for (int i = 0; i < HistoricalData2.Count && i < CurrentData.Count; i++)
SetValue(1, i, HistoricalData2.GetPrice(PriceTypes, i));

Now, we take data and display it on the chart.

MultiTimeframe.cs

PTMC team | 05.02.2016
Modified by Artem 18.08.2017, 14:26

Replies

manjuaav | 21.04.2018

Hi,

For God sake, Can you please the have example complete code with working sample, I see you already displaying this on chart, Why cant you just share same code for the people tying to learn from the examples. Do you really what people to use your platform or NOT!. Unless you dont want people learn or use your system. This can also avoid people trying to contact support which is again very difficult to reach and no response or takes forever. I hope some one takes these issues seriously.

Everywhere in the documentation there is partial example give which is completely useless for the people who are new and trying to learn.

It will be much easier in the example section if you can have complete working example so that people can try to learn from them.

For example loading the historical data, Consider a simple usecase of loading the multi timeframe data for SMA indicator (Loading 10 period of 5 minute on 1 minute chart).

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Prokaziuk Mikhail | 24.04.2018

Hello manjuaav.

I modified the example above by adding:

- loading historical data

- creating MA indicators, which are calculating by using 'CurrentData' and downloaded HD

- some comments :)

Also, I recommend you to acquaint with "CodeBase" section. There are many simple indicators and strategies, which are good for learning.

The 'PTMC' terminal has examples of built-in scripts. You can find them in terminal root folder.

public class MultiTimeframe : NETIndicator
    {
        [InputParameter("MA period for current timeframe", 0, 1, 999)]
        public int CurrentMaPeriod = 10;

        [InputParameter("MA period for 'multi' timeframe", 1, 1, 999)]
        public int MultiMaPeriod = 10;

        [InputParameter("MA type", 2, new object[]{
             "SMA", MAMode.SMA,
             "EMA", MAMode.EMA,
             "LWMA", MAMode.LWMA,
             "SMMA", MAMode.SMMA}
        )]
        public MAMode MaType = MAMode.SMA;

        [InputParameter("Multi timeframe value", 3, new object[]{
             "1 min", Period.Min,
             "15 min", Period.Min15,
             "1 hour", Period.Hour,
             "4 hours", Period.Hour4}
        )]
        public int MultyTimeFrame = Period.Min15;

        [InputParameter("From date", 3)]
        public DateTime fromDate = DateTime.UtcNow.AddDays(-3);

        private HistoricalData multiHD;

        private Indicator simpleMA;
        private Indicator multiMA;

        public MultiTimeframe()
            : base()
        {
            #region Initialization
            base.Author = "";
            base.Comments = "";
            base.Company = "";
            base.Copyrights = "";
            base.DateOfCreation = "24.04.2018";
            base.ExpirationDate = 0;
            base.Version = "";
            base.Password = "66b4a6416f59370e942d353f08a9ae36";
            base.ProjectName = "TestIndicator";
            #endregion

            base.SetIndicatorLine("SimpleMA", Color.CadetBlue, 2, LineStyle.SimpleChart); // 0 line index
            base.SetIndicatorLine("MultiMA", Color.Pink, 2, LineStyle.SimpleChart); // 1 line index
            base.SeparateWindow = false;
        }

        /// <summary>
        /// This function will be called after creating
        /// </summary>
        public override void Init()
        {
            // A request with params, for creating a 'HistoricalData' instance.
            var request = new HistoricalDataRequest(Instruments.Current, MultyTimeFrame);

            // Creates the instance.
            multiHD = GetHistoricalData(request);

            // Loads data from selected 'DateTime'(in InputParams) to now (by default).
            multiHD.Load(fromDate);

            // Creates MA indicator instance, with type according to 'MaType' input params.
            simpleMA = Indicators.iMA(CurrentData, CurrentMaPeriod, MaType);

            // and another one, by using 'multiHD'.
            multiMA = Indicators.iMA(multiHD, MultiMaPeriod, MaType);
        }

        /// <summary>
        /// Entry point. This function is called when new quote comes 
        /// </summary>
        public override void OnQuote()
        {
            // get ma value from MA indicator, which is calculating by using current historical data (CurrentData)
            var maValue = simpleMA.GetValue();

            // and set it into "SimpleMA" indicator line buffer (0 line index)
            SetValue(0, maValue);

            // get the time of current bar;
            var currentBarTime = CurrentData.Time();

            // and find index of 'currentBarTime' into downloaded 'multiHD'
            var index = multiHD.FindInterval(currentBarTime);

            // '-1' means that 'multiHD' doesn't have bar for this time.
            if (index != -1)
            {
                // convert index to offset.
                var offset = multiHD.Count - index - 1;

                // get ma value from MA indicator, which is calculating by using downloaded historical data (multiHD)
                var multiMaValue = multiMA.GetValue(0, offset);

                // set value into "MultiMA" indicator line buffer (1 line index)
                SetValue(1, multiMaValue);
            }
        }
    }

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manjuaav | 30.04.2018

Prokaziuk Mikhail 24.04.2018

Hello manjuaav.
I modified the example above by adding:
- loading historical data

Hi Prokaziuk Mikhail,

Just when I lost all hopes, Thank you so Much for taking time and helping.

When i load this on chart, indicator looks/works perfect, However as time/chart get new data,

its not updating, last value keeps on extending the line.

Please Kindly Help.

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vikramtt | 03.05.2018

Its not updating as the chart - new data/candles are formed, Can some one from support please respond and help fix the issue.

Am trying to use this as example and create custom indicator, but the above is not updating.

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vikramtt | 10.05.2018

Prokaziuk Mikhail 24.04.2018

Hello manjuaav.
I modified the example above by adding:
- loading historical data

Can someone Please respond

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vikramtt | 18.05.2018

Can someone please respond, i tried by review other examples but was not able to. Can Some body Please fix this.

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