Difference timing between 2 trades

[neo-13]

Good afternoon,
I have a strategy which open 2 trades when a condition is true like the code below.
================================================== ============
if(mycondition==true)
{
if(BarsInProgress==1 && Positions[1].MarketPosition != MarketPosition.Long)
{
EnterLong(NbContratA, "B1");
EntryPriceA=Close[0];
}
if(BarsInProgress==2 && Positions[2].MarketPosition != MarketPosition.Short)
{
EnterShort(NbContratB, "S1");
EntryPriceB=Close[0];

}
}
================================================== ===========
This code works but the orders for the 2 stocks aren't passed at the same hour.
The strategy turns on a 10 minutes chart, and I had 10 minutes or 20 minutes of difference between the time where the stock A buy and the stock B sell.

Could you explain the problem please?

Thank's a lot for your answer.

[NinjaTrader_PatrickH]

Hello neo-13,

Thank you for your post.

I cannot tell from the code posted what the cause of this matter is. However, I would like to test this item on my end. Please advise what the Instrument, PeriodType and Interval (Example: ES 06-13) is that you applied the indicator or chart to and what the secondary bar series Instrument, PeriodType and Interval are as well.

In addition, is this in backtesting, Market Replay or real-time data?

I look forward to your response.

[neo-13]

In addition code there is:
protected override void Initialize()
{

Add(instrumentA,PeriodType.Minute, timePeriod,MarketDataType.Last);
Add(instrumentB,PeriodType.Minute, timePeriod,MarketDataType.Last);

DeltaPairLog = new DataSeries(this);
EntriesPerDirection = 2;
EntryHandling = EntryHandling.UniqueEntries;
ExitOnClose = false;
CalculateOnBarClose = true;
}

InstrumentA="CMO"
InstrumentB="NLY"
Time Period= 10 minutes
The condtion is based on a spread between the 2 stocks and if the spread cross above, the code of my first thread is executed.
I use NT with a simulated account and real time account of IB with TWS.

Thank's

[NinjaTrader_PatrickH]

Hello neo-13,

Thank you for your response.

This is happening because the incorrect bars in progress index is referenced. you will need to change the two conditions to the following:

if(BarsInProgress==0 && Positions[0].MarketPosition != MarketPosition.Long)

if(BarsInProgress==1 && Positions[1].MarketPosition != MarketPosition.Short)

For information on working with multiple instruments and time frames please visit the following link: http://www.ninjatrader.com/support/h...nstruments.htm

Please let me know if I may be of further assistance.

[neo-13]

Thank's,
but if I add 2 instruments from a third instrument.
My strategy is on chart of msft, I calculate the spread between CMO and NLY and I trade with CMO and NLY, I must use BarsInProgress 1 and 2 and not 0, 0 is for msft!! no?


Thank's

[NinjaTrader_PatrickH]

Hello neo-13,

Thank you for your response.

I see, that would not work then and you have it set correctly in that case. Can you forward me the full code for this strategy so I may test on my end?
If you prefer you can send the strategy to support[at]ninjatrader[dot]com with 'ATTN: Patrick - 862125' in the subject line and a reference to this thread in the body of the e-mail: http://www.ninjatrader.com/support/f...ad.php?t=58372

I look forward to assisting you further.