|
This website will be down for maintenance from Friday May 24th at 6PM MDT until Saturday May 25th at 11AM MDT. We apologize for the inconvenience. If you need assistance during this time, please email sales@ninjatrader.com
|
|||||||
| Strategy Development Support for the development of custom automated trading strategies using NinjaScript. |
 |
|
|
Thread Tools | Display Modes |
12-28-2009, 01:11 AM
|
#1 |
|
Senior Member
Join Date: Jan 2009
Location: Melbourne
Posts: 178
Thanks: 3
Thanked 0 times in 0 posts
|
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. As always, thanks Shannon |
|
|
|
12-28-2009, 06:09 AM
|
#2 |
|
NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,420
Thanks: 252
Thanked 981 times in 963 posts
|
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).
Bertrand
NinjaTrader Customer Service |
|
|
|
|
| Thread Tools | |
| Display Modes | |
|
|
Similar Threads
|
||||
| Thread | Thread Starter | Forum | Replies | Last Post |
| Multi time frame strategy? | Hanko | Strategy Analyzer | 4 | 11-09-2012 03:34 PM |
| BarsSinceEntry() with Multi time frame strategy | stefy | Strategy Development | 1 | 07-29-2009 05:24 AM |
| Multi-time frame strategy | laparker | Strategy Development | 4 | 05-24-2009 10:03 PM |
| Multi Time Frame strategy glitch. | pureporsche | Strategy Analyzer | 4 | 05-13-2009 10:05 AM |
| Multi Time Frame/Multi Instrument? | GreenTrade | Strategy Development | 3 | 01-14-2008 02:24 PM |
Linear Mode
