Dynamic instrument list

[TexFly]

Hello,

Is it possible to create a dynamic instrument list which follow certain criterias (i.e. volume>100000) and apply a strategy to it?

A sort of scanner. Is there a better Ninja-way of doing this?

Tex

[NinjaTrader_Joydeep]

Hello Tex,
You can create an indicator to check for the condition and apply the indicator in a Market Analyzer to get the results in real time for any number of instruments.

Please refer to our help guide to know more about the Market Analyzer.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?market_analyzer.htm

If you specifically do it via a NinjaScript code then you can add multiple series to it and check for the conditions. Please refer here to know more about multi series coding

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

[TexFly]

Can I apply a strategy on the resulting dataset?

[NinjaTrader_Joydeep]

Hello Tex,
If you want to assign the combined values to a NinjaScript strategy then you have to create a multi-series indicator.

Please refer to our help guide to know more about it.

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

[TexFly]

Let me describe what I want to accomplish:

a) Create a scanning criteria in the Market Analyzer (i.e. 8000 stocks list with 3 or 4 filters)
b) Associate a strategy to the scanning result above (dynamically) so that if (a) changes (b) will be automatically applied

Is it possible?

Tex

[NinjaTrader_Brett]

Hello,

Unfortunately this is not possible in NinjaTrader.

You need to have the strategy started up on specific instruments.

What you can do however is a multi series strategy with a bunch of instruments in one and then choose to trade it or not based on some condition. However how many instruments you can do here would most likely be in the 50 - 100 range max depending on your PC and internet connection since a strategy would be request live data for all 50-100 instruments from the start.

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

Let me know if I can be of further assistance.