2 instruments..same styrategy?

[shooly76]

My strategy has been working great. I have been running it only on GC..but I tried to run it on CL at the same time- so IOW.. GC and CL...same strategy. The problem is it is NOT taking trades.

Is this because Im running it on 2 instruments at same time?

If so..how do I resolve this?

Also..FWIW..I have not tried 2 instruments on market replay.

[NinjaTrader_Jesse]

Hello shooly76,

Thank you for the post.

It is not likely that being applied to multiple instruments is the problem, I would guess this is likely logic related as these instruments have different price data.

I noted that you said you had not tried 2 instruments in the market replay, this could also be if you have not downloaded data for the other instruments in the market replay. Are you testing the first instrument in the market replay as well, or was this in another mode where you see it working?

I look forward to being of further assistance.

[shooly76]

Thanks..I have tested both CL and GC on market replay with this strategy- about 10 months of data each. but never both at the same time.

[NinjaTrader_Jesse]

Hello,

Thank you for the reply.

Can you confirm, when testing individually did you have results on the other instruments that you are not in the test with multiple instruments?

Could you also test using the SampleMACrossOver strategy on both instruments to see if this script can place trades? The logic in the sample is very simple and can display executions on most instruments so it is generally a good test to see if everything is working as expected with the platform.

Outside of using another script as a test, you would likely need to debug your strategy to see why the conditions to trade are happening on one instrument and not the other. You can find some general steps at the following forum post: http://ninjatrader.com/support/forum...ead.php?t=3418

I look forward to being of further assistance.