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Old 12-28-2009, 02:11 AM   #1
Shansen
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Default Multi-Instrument Multi-Time frame strategy

All,

In the same vein as with a multi-time frame strategy, instruments should be added in decreasing time frames (e.g. 15min, 5min, 1min). Is there any convention with adding futures and cash instruments? More specifically should the ^SP500 be added before the ES 03-10 of the same timeframe (e.g. ES 15min, ^SP500 5min, ES 5min, ES 1min) or some other order to avoid unexpected behavior.

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Shannon
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Old 12-28-2009, 07:09 AM   #2
NinjaTrader_Bertrand
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Shannon, no special order required for instrument categories - for the timeframes the added ones have to be smaller to ensure correct OnBarUpdate() call sequence (NT7 will simplify this).
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