Applying indicator to Globex or no Globex data

[AlgoNaute]

Hello,

I have a classical question I guess. I would like to use in a strategy the value of some moving averages applied on globex data for some of them or on non globex data for others (but all on the same underlying contract).

What would be the best way to do that? Applying a template to the strategy will allow us to apply the indicator on globex or non globex, but how can we access in the same strategy the other template.

Many thanks for your help.

Kind Regards.

[NinjaTrader_RyanM1]

Hello AlgoNaute,

We hope to allow more flexibility regarding this in the future, like setting programatically the session template used for added series.

Your can custom code this, only calculating indicator values if the bar stamps are within your time range. A sample similar to this is available here:

http://www.ninjatrader-support.com/vb/showthread.php?p=44911#post44911

You may also consider creating a new instrument only for session template distinction from the main instrument. This instrument has all the same settings as the one it's based on, but a different master instrument name.

The rules governing what session template is used in a multiseries script is available below:

If a multi-series script adds an additional Bars object that already exists on the chart, the script will use the preexisting series instead of creating a new one to conserve memory. This includes that series' session template as applied from the chart. If the Bars object does not exist on the chart, the session template of the added Bars object will be the session template of the primary Bars object. If the primary Bars object is using the "<Use instrument settings>" session template then the additional Bars objects will use the default session templates as defined for their particular instruments in the Instrument Manager.

[AlgoNaute]

It seems that create a specific non globex instrument would be the less complex. But how can we create a new instrument? If I try throuig instrument manager to insert an already selected instrument it does not work, as the instrument already exists on this name.

Second question, if I try to access the non globex instrument out of the non globex hours (during the night), how can I access the good close value. Is the indicators applied to the instrument non globec at index 0 will return the appropriate value?

Many thanks for your help.

[NinjaTrader_RyanM1]

Disclaimer here: This is provided as a work around rather than an official technique. As such, much of the implementation will be on your own to work out.

Help for adding instruments to the instrument manager is available here.
The master instrument name must be unique, but you can use the same symbol mapping and exchange settings with a different master instrument name and different session template. Call it CUSTOMES or something to distinguish from the master instrument.

This is a multiseries implementation and the same rules apply as other multiseries scripts:

http://www.ninjatrader.com/support/helpGuides/nt7/multi_time_frame__instruments.htm

Once you setup your instrument and work it into a multiseries strategy, you'll have to Print() or set plots to check the values you're getting.

[AlgoNaute]

Thanks again for the clarifications and fast answers.

However, I think being able to pass template as parameter indicator is definitly a must have functionality. Most basic platforms allow to deal with this in a supported and easy way, so it is quite strange Ninja does not.

[NinjaTrader_RyanM1]

Yes, that would make a nice feature and avoid a lot of the challenges involved in custom coding calculations or creating another instrument. Thanks for the suggestion. It's added in our internal tracking system with ID # 957

[AlgoNaute]

Is there a way to follow this on our side?

[NinjaTrader_RyanM1]

Currently we aren't publishing the complete list or status updates. If you have questions in the future about it you can use the number provided for reference.