NinjaTrader strategies support any combination of multiple instruments and time frames in a single strategy. Events are triggered for each individual bar series added to a strategy. In this month's reference sample, we have included a basic strategy that demonstrates the use of multiple instruments in a strategy. The strategy can be downloaded at:
www.ninjatrader.com/SC/February2009SC.zip.
Once it's downloaded, from within the NinjaTrader Control Center window, select the menu File > Utilities > Import NinjaScript and select the downloaded file. This strategy is for NinjaTrader version 6.5 or greater.
You can review the strategy's source code by selecting the menu Tools > Edit NinjaScript > Strategy from within the NinjaTrader Control Center window and selecting "FebSC."
NinjaScript strategies are compiled Dlls that run native, not interpreted, which provides you with the highest performance possible.