How to know close price of specific instrument?

[Yevhenii]

How to know close price of specific instrument from one strategy? I mean...
I know only names of instruments. How to get close price only from one strategy?

I need close price of 3 diff instrument only from one strategy

[NinjaTrader_ChelseaB]

Hello Yevhenii,

Thank you for your note.

From your inquiry, you may be trying to add additional data series to a NinjaScript strategy for referencing multiple instruments.

You can do this in NinjaTrader 7 with the Add() method.
Add(string instrumentName, PeriodType periodType, int period)

http://ninjatrader.com/support/helpGuides/nt7/add3.htm

For example if I wanted to add a secondary series of the NQ 03-17 with a 5 minute bar type I could add to Initialize():
protected override void Initialize()
{
Add("NQ 03-17", PeriodType.Minute, 5);
}

Then in OnBarUpdate I could get the price of this with the Closes (plural) collection by supplying 1 as the BarsInProgress Index and 0 as the bars ago value.
Closes[int barSeriesIndex][int barsAgo]

http://ninjatrader.com/support/helpGuides/nt7/closes.htm

For example:
protected override void OnBarUpdate()
{
Print(Closes[1][0].ToString());
}

Please, let me know if I have misunderstood your inquiry.

[Yevhenii]

Thank you so much. You are right.

When I have 9 instruments and I do the following:


protected override void Initialize()
{
CalculateOnBarClose = true;

Add("6A",PeriodType.Minute, 15);
Add("6B",PeriodType.Minute, 15);
Add("6C",PeriodType.Minute, 15);
Add("6E",PeriodType.Minute, 15);
Add("6J",PeriodType.Minute, 15);
Add("6S",PeriodType.Minute, 15);
Add("CL",PeriodType.Minute, 15);
Add("ES",PeriodType.Minute, 15);
Add("GC",PeriodType.Minute, 15);
}

How to get number of bar in "OnBarUpdate()" by needed instrument?

I have next logic... I check open position in the "OnBarUpdate()" and if instrument of open position == equal any instrument of bars I use closes price of needed bar. but I don't know how to look through (check all instrument from bars)

it can be smth like

onBarUpdate() {
foreach( InstrumentFromBar in ALLINSTRUMENTINBAR)
if(myInstrument == InstrumentFromBar)
...

[NinjaTrader_ChelseaB]

Hello Yevhenii,

You must use the full instrument name which includes the expiry.
Add("6A 03-17", PeriodType.Minute, 15);

Each series is found by the BarsInProgress index.

For example, if you wanted the close of the 6J 03-17 15 minute you would use the 5th BarsInProgress index.

Print(Closes[5][0].ToString());

This would print the close of the 6J 03-17 as the 6J 03-17 was the 5th added series. (The primary series is BarsInProgress 0).

[Yevhenii]

Thanks. But I have another problem...
After choosing my strategy
(
with code where with ...Add("6A 03-17", PeriodType.Minute, 15)...
)
, when I want to add new strategy there are no changes on window form "New strategy". It happen when I add more than
8 rows
like this
protected override void Initialize()
{
CalculateOnBarClose = true;

Add("6A 03-17",PeriodType.Minute, 15);
Add("6B 03-17",PeriodType.Minute, 15);
Add("6C 03-17",PeriodType.Minute, 15);
Add("6E 03-17",PeriodType.Minute, 15);
Add("6J 03-17",PeriodType.Minute, 15);
Add("6S 03-17",PeriodType.Minute, 15);
Add("CL 03-17",PeriodType.Minute, 15);
Add("ES 03-17",PeriodType.Minute, 15);
Add("GC 03-17",PeriodType.Minute, 15);
Add("ZW 03-17",PeriodType.Minute, 15);
}

[NinjaTrader_ChelseaB]

Hello Yevhenii,

Not all instruments are the same. You are attempting to load invalid contracts months.

The CL does not have an 03-17 contract month. You will need to check each instrument and ensure that this is the proper front month.

[Yevhenii]

Thank you so much)

[Yevhenii]

How to get close, high, volume of previous day?

for example
I need to get VOLUME of previous day. How to check it?

[NinjaTrader_ChelseaB]

Hello Yevhenii,

Add a secondary series of 1 day and call the Volumes[1][0] for that previous day.

http://ninjatrader.com/support/helpGuides/nt7/add3.htm

http://ninjatrader.com/support/helpGuides/nt7/volumes.htm