Multi instrument sell and buy

[bascher]

Hallo,

I have got a multi instrument strategy and the following code snippet:

protected override void OnBarUpdate()
{
// Is this necessary to verify the instrument 1 and 2??
if (BarsInProgress == 0)
{
double beta = SpreadPlot2(10,1,10,Symbol2).Beta;
double betage = Math.Round(beta,2);
double factor = betage*10;
int factorint = Convert.ToInt32(factor);
// Condition 1
if (CrossBelow(SpreadPlot2(10, 1, 10, Symbol2).Value, Variable0, 1))
{
string ausgabe = string.Format("Beta = {0}",beta);
Print(ausgabe);
Print(factorint);
// EnterLong(int barsInProgressIndex, int quantity, string signalName) e.g. EnterLong(0, 100, "BUY MSFT");
// Sell 10 x instrument 1
EnterShort(0,10,"SELL $NZDUSD");
// Buy factorint x instrument 2
EnterLong(1,factorint, "Buy $USDCAD");
}
// Condition 2
else if (CrossAbove(SpreadPlot2(10, 1, 10, Symbol2).Value, Variable1, 1))
{
Print("CrossAbove -2");
EnterLong(0,10,"BUY $NZDUSD");
EnterShort(1,factorint, "Sell $USDCAD");

}
}
}

There happens nothing but the following error occurs:

**NT** Error on calling 'OnBarUpdate' method for strategy 'Residual/': 'EnterLong': 'barsInProgressIndex' parameter out of valid range 0 to 0, was 1

What I have to change?
Thank you in advance for your effort.
Best regards
Benjamin

[NinjaTrader_AdamP]

bascher,

Could you also post your "Initialize()" section here? It would be helpful so I can assist you further.

[bascher]

My "Initialize()" section:

protected override void Initialize()
{
SpreadPlot2(10, 1, 10, Symbol2).Plots[0].Pen.Color = Color.Green;
Add(SpreadPlot2(10, 1, 10,Symbol2));
CalculateOnBarClose = true;
}

[NinjaTrader_AdamP]

bascher,

You aren't adding a second series here so OnBarUpdate() will not be called with a BarsInProgress index other than 0. You would need to add the second series you are trading in order for this strategy to work.

http://www.ninjatrader.com/support/h...nstruments.htm

[bascher]

Hallo Adam,

thank you for your advise. The problem now is that in the output window occur an additional value. I don´t know where it comes from and what it are representing.
I only wrote:

Add(Symbol2, PeriodType.Minute, 1);

where Symbol2 is a property in the follwing way:

[Description("Symbol 2")]
[GridCategory("Parameters")]
// Force this parameter to be displayed first
[Gui.Design.DisplayName("\tSymbol 2")]
public string Symbol2
{
get
{
if ((symbol2 == "") && (ChartControl != null) && (Instruments != null))
for (int i = 0; i < ChartControl.BarsArray.Length; i++)
if (ChartControl.BarsArray[i].Instrument.FullName != Instruments[0].FullName)
{
symbol2 = ChartControl.BarsArray[i].Instrument.FullName;
break;
}
return symbol2;
}
set { symbol2 = value.ToUpper(); }
}

Without the add statement everything works.

Any hints?
Thank you in advance.
Benjamin

[NinjaTrader_Brett]

Hello,

Thanks for your patience while I reviewed.

Unfortunately dynamic properties are not supported and I really do not have a hint for you here.

-Brett