Multi Instrument Indicator - OnBarUpdate problem

[afshinmoshrefi]

I am writing a correlation indicator for 2 instruments. I am confused on how onBarUpdate is called. I have declared my instruments as below and added print statements for output.
I expected, to get 1 minute values from each instrument one after another. the output sample is on the bottom. Looks like NQ output and ES are not in sync. What am I missing. How can I get the minute bars of NQ and ES one after each other? How can 4 minutes of NQ come before the first minute of ES? Is CurrentBar representing each minute?



protected override void Initialize()
{


Add(FirstInstrument,PeriodType.Minute,1); // Closes[1] = BarsInProgressIndex() /ES
Add(SecondInstrument,PeriodType.Minute,1); // Closes[2] = BarsInProgressIndex() /NQ
}

protected override void OnBarUpdate()
{


if (BarsInProgress == 0)
Print("ES " + CurrentBar);

if (BarsInProgress == 1)
Print("NQ " + CurrentBar);

}

--------------------------------------
NQ 0
NQ 1
NQ 2
NQ 3
ES 0
NQ 4
NQ 5
NQ 6
NQ 7
NQ 8
ES 1
NQ 9
NQ 10
NQ 11
NQ 12
NQ 13
ES 2
NQ 14
NQ 15
NQ 16
NQ 17
NQ 18
ES 3
NQ 19
NQ 20
NQ 21
NQ 22
NQ 23
ES 4
NQ 24
NQ 25
NQ 26
NQ 27
NQ 28
ES 5
NQ 29
NQ 30
NQ 31
NQ 32
NQ 33
ES 6
NQ 34
NQ 35
NQ 36
ES 7
NQ 37
NQ 38
NQ 39
ES 8
NQ 40
NQ 41
NQ 42
NQ 43
NQ 44
ES 9
NQ 45
NQ 46
NQ 47
NQ 48
NQ 49
ES 10
NQ 50
NQ 51
NQ 52
NQ 53
NQ 54
ES 11
NQ 55
NQ 56
NQ 57
NQ 58
NQ 59
ES 12
NQ 60
NQ 61
NQ 62
NQ 63
NQ 64
ES 13
NQ 65
NQ 66
NQ 67
NQ 68
NQ 69
ES 14
NQ 70
NQ 71
NQ 72
NQ 73
NQ 74
ES 15
NQ 75
NQ 76
NQ 77
NQ 78
ES 16
NQ 79
NQ 80
NQ 81
NQ 82
NQ 83
ES 17
NQ 84
NQ 85
NQ 86
NQ 87
NQ 88
ES 18
NQ 89
NQ 90
NQ 91
NQ 92
NQ 93
ES 19
NQ 94
NQ 95
NQ 96
NQ 97
NQ 98
ES 20
NQ 99
NQ 100

[NinjaTrader_Bertrand]

Hello afshinmoshrefi, how did you generate the printout? From backtesting or realtime monitoring the script? What is the primary instrument you run here? You add 2 instruments, and since indexes are 0 based you would then access them with BarsInProgress 1 + 2, not 0 + 1.

A correlation indicator for NT7 is already done by one of our forums members and available in the sharing section for your use and review :

http://www.ninjatrader.com/support/forum/local_links_search.php?action=show&literal=1&search=correlation&desc=1