Multi-Instrument Indicator

[hunt4alpha]

Hi, I am developing an indicator based multiple contracts from multiple exchanges. I have I used: Add("Contract", PeriodType.Minute, 1) to pull in my contracts. I then use plot by calling a fomula based on the muliple series (BarsArray[int][int]). When I do this using contracts on one exchange it plots fine, however if I use contracts from different exchanges it does not plot.

for example if I call "FDAX 03-12" "ES 03-12" into my Add, it will not plot. But If I call in "FDAX 03-12" and "FESX 03-12" it plots correctly.

I can't figure out for the life of me why this is or how to remedy this. If you guys have any ideas please post in. Thanks.

[NinjaTrader_Bertrand]

hunt4alpha, do you see any errors in the Log tab as this study would not plot as you expect? Does it depend on certain session hours being used? As for example the ES and FDAX native trading hours are not the same and this would be set by the session template assigned to each symbol under Tools > Instrument Manager.

[hunt4alpha]

Hi Bertrand,

Thanks for the suggestion.

I have the session templates set to default 24/7. I have not found an error, where could I locate one if it is reported?

[kdoren]

I tried plotting ES 03-12 and FDAX 03-12, and applied my "Spread", "Index", and "Ratio" indicators (posted in the libraries) to them, and they work fine for me. You can try the same thing to see if it works for you; if it works, then the problem is in your code and you can look at my indicator code to see how I did it. If it doesn't work, then there is a problem outside of the code (don't know what it could be, maybe session or datafeed settings).

-Kevin

[hunt4alpha]

Posted in "The libraries"? Can you please direct me to the download. Thanks.

[kdoren]

Uh, that would be in the "Version 7 Indicators" section of the "NinjaScript File Sharing" area of the Forum....

http://www.ninjatrader.com/support/f...d=4&linkid=456