Need Help with Indicator

[wuilengh]

Hi,

I'm trying to develop a variant of the ratio indicator (attached). The modifications I need are for it to be able to:

1. Enter my own multiples for each security so the baseline is 1 initially, and the ratio deviates from this amount. For example, if SPY is $200 and QQQ is $100, I want to be able to assign a multiple of 2 to QQQ so the initial ratio is 1. I know how to do this.

2. However, I also want the multiple to be recalculated and the ratio reset every EOD. To achieve this, within the OnBarUpdate() function, I'd like to have a "If New Day... Then... Recalculate The Multiplier" using yesterday's closes for both securities.

Would an if(Bars.FirstBarofSession) work here?

3. Where I'm really stuck though is in getting the previous closes for both securities. I'm new to NT and have no clue how to deal with two securities in one script. If it was just one security, I guess this could be done:

lastclose1 = Bars.GetDayBar(1).Close

How would I get the closing price of the second security though?

Any help will be much appreciated. Thanks in advance!

[wuilengh]

Problem solved! Disregard this.

Got the second problem fixed by using an if (Bars.FirstBarOfSession && Bars.SessionBreak) and it seems to work.

With the third, I declared two data series using Add(SPY, BarsPeriods...) and then am calling the previous days closing values using Closes[0/1][1].

[NinjaTrader_AdamP]

wuilengh,

1. Enter my own multiples for each security so the baseline is 1 initially, and the ratio deviates from this amount. For example, if SPY is $200 and QQQ is $100, I want to be able to assign a multiple of 2 to QQQ so the initial ratio is 1. I know how to do this.

I would first suggest learning about multi-series scripts here as you can construct these ratios from the prices of both instruments.

2. However, I also want the multiple to be recalculated and the ratio reset every EOD. To achieve this, within the OnBarUpdate() function, I'd like to have a "If New Day... Then... Recalculate The Multiplier" using yesterday's closes for both securities.

Would an if(Bars.FirstBarofSession) work here? <--- -Yes, this would work.

3. Where I'm really stuck though is in getting the previous closes for both securities. I'm new to NT and have no clue how to deal with two securities in one script. If it was just one security, I guess this could be done:

There is a sample of a multi-instrument strategy that comes with NinjaTrader. You can find it in Tools > Edit NinjaScript > SampleMultiInstrument.

You can also read more here : http://www.ninjatrader.com/support/h...nstruments.htm

[wuilengh]

Adam,

Just a quick follow up regarding Bars.FirstOfSession. Does this still trigger if I'm late for the open (say 9:38 for US equities) and launch my strategy/indicator after then?

[NinjaTrader_AdamP]

wuilengh,

I don't believe that is the case. It would only return true if its the first bar of the session. What are you trying to accomplish with it?

Please note that indicators / strategies will iterate over historical bars all the way to the present bar. This first bar of session would still return true on historical bars I believe.