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OnFundamentalData(), multi-instrument strategy

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    OnFundamentalData(), multi-instrument strategy

    Good morning,

    I would like to ask about OnFundamentalData() method. I'm working on a multi-instrument strategy. Can I expect a call for every instrument / series added to my strategy? And how to tell which instrument is associated with a particular call?

    Regards.

    #2
    Hello grassmouse,

    Thank you for your post and welcome to the NinjaTrader Support Forum!

    You can expect calls from each instrument in the code. To check what instrument is called you can use String.Contains: http://msdn.microsoft.com/en-us/libr...v=vs.110).aspx

    For example:
    Code:
    			if(e.ToString().Contains("ES 12-14"))
    			{
    				Print("Contains ES");
    			}

    Comment


      #3
      Thank you very much.

      Comment

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