Multi Instrument strategy

[styr_trader]

In example from documentation
<<<<
MSFT 1 minute Bars is given an index value of 0
MSFT 3 minute Bars is given an index value of 1
AAPL 1 minute Bars is given an index value of 2

This allows us to get the correct Bars object and use it as input for an indicator method. For example:


ADX(14)[0] > 30 && ADX(BarsArray[2], 14)[0] > 30
>>>>
But is it valid comparison? Time is different for 1 min between Time[0] and Times[2][0]. So, we are comparing value of indicators in different time.

Is it possible to sync time? Or what is the way around?

[NinjaTrader_JoshP]

It is not possible to sync the time. Consider this example.

AAPL 1min
AAPL 3min

A tick for AAPL comes in and is being processed in the 1min. You try to access the value of an indicator based off of 3mins. What do you get? You get the value of that indicator on the previous tick. The 3min has not been updated with the tick you are processing in the 1min yet.

[styr_trader]

RE

so if

APPL 5 min
MSFT 5 min

it is impossible to compare these two at the same time ?

I would like to do something with
APPL[0] and MSFT[0],
when
Times[1][0] == Time[0]

[NinjaTrader_JoshP]

When you have different instruments the behavior becomes unpredictable. NinjaTrader will process whichever tick was received first. If AAPL was received first then it will process that and you will get the value of the latest received MSFT tick. If the MSFT tick comes in during the processing of AAPL, MSFT has not updated with this tick yet so you will not get MSFT values in relation to this tick.