protected override void Initialize() { // Add a 5 minute Bars object - BarsInProgress index = 1 Add(PeriodType.Minute, 5); // Add a 100 tick Bars object for the ES 12-06 contract - BarsInProgress index = 2 Add("ES 12-06", PeriodType.Tick, 100); }
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Adding Bar objects
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Adding Bar objects
The help file https://ninjatrader.com/support/help.../nt7/?add3.htm has this example:
Code:Tags: None
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Hello MM345,
There is no documented way of adding a future and having it automatically select the currently traded expiry.
You could use a string input to allow the user running the script to enter the symbol and expiry.
I am currently inquiring with development to see if it is possible to get an instrument object and loop through the rollover dates in NinjaTrader 7.
(This is possible in NinjaTrader 8 with GetInstrument())Chelsea B.NinjaTrader Customer Service
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Hi MM345,
The following code is not documented or supported, but may help you find what you are looking for.
To find the current expiry for a future:
Code:In #region Variables: private RollOver rollOver; In Initialize(): Instrument anInstrument = Cbi.Instrument.GetObject("ES 03-15"); Print(anInstrument.FullName); bool found = false; for (int i = 1; i < anInstrument.MasterInstrument.RollOverCollection.Count; i++) { if (found == false && anInstrument.MasterInstrument.RollOverCollection[i].ContractMonth > DateTime.Now) { rollOver = anInstrument.MasterInstrument.RollOverCollection[i]; found = true; } } if (found == true) Print(rollOver.ToString()); Add(string.Format("ES {0}", rollOver));
Chelsea B.NinjaTrader Customer Service
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