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How to reference multiple strategies' metrics

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    How to reference multiple strategies' metrics

    Hello,

    I'd like to have two substrategies running independently, and one master strategy which monitors the substrategies and chooses which signals to trade, based on for example, the slope of the equity curves. How do I implement this in NT8? Do you have code snippets I can use for reference?

    Thanks in advance.

    #2
    Hello shinobe,

    Thank you for the post.

    There is not necessarily any suggested means to do that in NinjaScript. If you have multiple sub strategies those should all be contained within one singe NinjaScript strategy file. A single strategy can trade multiple timeframes or instruments, there is also an expected isolation of information between strategies so nothing is shared between them.

    You could really reference any single strategy sample to get started on this concept. You would essentially just make different sets of logic for each "substrategy".

    https://ninjatrader.com/support/help...strategies.htm

    I look forward to being of further assistance.
    JesseNinjaTrader Customer Service

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