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| Strategy Development Support for the development of custom automated trading strategies using NinjaScript. |
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#1 |
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Junior Member
Join Date: Aug 2010
Posts: 4
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Is it possible to use Multi time frame and Multi Instrument in one strategy? They will work together. I try to explain what we wanting to achieve in two ways.
We are using multiple DAILY data (stocks) to calculate an indicator to generate uptrend and down trend in the background. In addition we one to use INTRADAY data in the same strategy to generate buy and sell orders. There will be two multi time frame, and the two multi time frame will use multi instruments (stocks). First muti time frame will send signals to the second multi time frame. The second time frame will generate long and short signals based on the signals received from the first muti time frame multi time instrument. |
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#2 |
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NinjaTrader Customer Service
Join Date: Dec 2009
Location: Denver, CO, USA
Posts: 6,498
Thanks: 109
Thanked 291 times in 280 posts
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Hello,
Thank you for your forum post. This will be no issue. NinjaTrader support multiple instruments and time frames in fact there is no difference between the 2 in strategies, please fully read and understand the following document. http://www.ninjatrader-support.com/H...struments.html Let me know if I can be of further assistance.
Brett
NinjaTrader Customer Service |
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#3 |
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Senior Member
Join Date: Nov 2008
Location: UK
Posts: 637
Thanks: 0
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Yes, although be aware multi timeframe isn't working properly for me since beta21. See here
http://www.ninjatrader.com/support/f...ad.php?t=34218 |
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#4 |
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NinjaTrader Customer Service
Join Date: Dec 2009
Location: Denver, CO, USA
Posts: 6,498
Thanks: 109
Thanked 291 times in 280 posts
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Dave,
Please continue on this thread then to a resolution. Could be a bug or could be a code debug error. I have been running multi instruments strategies in Beta RC1 with no issue. In either regard to get down to the bottom of that issue please respond to Bertrand's last request and follow up there. Edit: Looks like you have sent in the data. Thanks for sending in. If this was reproducible with your specific code then an resolution will be added. Thank You.
Brett
NinjaTrader Customer Service
Last edited by NinjaTrader_Brett; 10-30-2010 at 01:36 PM.
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#5 |
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Senior Member
Join Date: Nov 2008
Location: UK
Posts: 637
Thanks: 0
Thanked 1 time in 1 post
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Hi Brett,
I have responded to Bertrand. He reproduced it. regards Dave |
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| multi instrument, multi time frame |
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