Multi instrument strategy not showing backtest

[Waldo]

Hello,

I experience strange behavior. I have multi instrument strategy and when I try to load it on chart to see backtest data nothing is shown.

The strange thing is, that is happens only when the strategy has around 30 Add() clausules in Initialize().

When I add only few additional instruments everything is shown correctly.

Is there any limit to how many instruments you can add to script? Or is there any other explanation for this? Thanks in advance for answer and help.

[NinjaTrader_PatrickH]

Hello Waldo,

Thank you for your post.

There is no limitation on how many bar series can be added. However, it is likely that the CurrentBars are not being checked before accessed. Information on this can be found at the following link: http://www.ninjatrader.com/support/f...ead.php?t=3170

However, you would need to use CurrentBars for each bar series: http://www.ninjatrader.com/support/h...urrentbars.htm

Please let me know if you have any questions.

[elliot5]

Multi Instrument strategy not firing

Morning guys. The following code for single timeframe multi-instrument strategy is not firing - any ideas why that might be?



protected override void Initialize()
{
　　

{
Add("PG", PeriodType.Minute,390);
Add("CVX", PeriodType.Minute,390);
Add("IBM", PeriodType.Minute,390);
Add("GE", PeriodType.Minute,390);
Add("XOM", PeriodType.Minute,390);
Add("T", PeriodType.Minute,390);
Add("JNJ", PeriodType.Minute,390);
Add("PFE", PeriodType.Minute,390);
Add("WFC", PeriodType.Minute,390);
Add("PM", PeriodType.Minute,390);
Add("KO", PeriodType.Minute,390);
Add("MRK", PeriodType.Minute,390);
Add("VZ", PeriodType.Minute,390);
Add("SLB", PeriodType.Minute,390);
Add("WMT", PeriodType.Minute,390);
Add("MCD", PeriodType.Minute,390);
Add("PEP", PeriodType.Minute,390);
Add("COP", PeriodType.Minute,390);
Add("C", PeriodType.Minute,390);
Add("ABT", PeriodType.Minute,390);
Add("OXY", PeriodType.Minute,390);
}





EntryHandling = EntryHandling.UniqueEntries;
EntriesPerDirection = 1;
CalculateOnBarClose = false;
TraceOrders = true;
ExitOnClose = true;
TimeInForce = Cbi.TimeInForce.Gtc;
DefaultQuantity=100;

}
protected override void OnBarUpdate()
{


if (BarsInProgress != 0)
return;

if (CurrentBars[0] <= BarsRequired || CurrentBars[1] <= BarsRequired || CurrentBars[2] <= BarsRequired ||
CurrentBars[3]<= BarsRequired || CurrentBars[4] <= BarsRequired || CurrentBars[5] <= BarsRequired
|| CurrentBars[6] <= BarsRequired || CurrentBars[7] <= BarsRequired ||
CurrentBars[8]<= BarsRequired || CurrentBars[9] <= BarsRequired || CurrentBars[10] <= BarsRequired ||
CurrentBars[11] <= BarsRequired || CurrentBars[12] <= BarsRequired || CurrentBars[13] <= BarsRequired
|| CurrentBars[14] <= BarsRequired || CurrentBars[15] <= BarsRequired ||
CurrentBars[16]<= BarsRequired || CurrentBars[17] <= BarsRequired || CurrentBars[18] <= BarsRequired ||
CurrentBars[19]<= BarsRequired || CurrentBars[20] <= BarsRequired || CurrentBars[21] <= BarsRequired

)


Print ("Data Error");
return;



if (Position.MarketPosition == MarketPosition.Flat
&& PriorDayOHLC().PriorOpen[0] < PriorDayOHLC().PriorClose[0]
&& (CurrentDayOHL().CurrentOpen[0] - PriorDayOHLC().PriorClose[0]) > (DailyATR(5)[0]*0.1)
&& ((CurrentDayOHL().CurrentOpen[0] - PriorDayOHLC().PriorClose[0]) <= (DailyATR(5)[0]*0.7))
&& CurrentDayOHL().CurrentOpen[0] > PriorDayOHLC().PriorHigh[0]
&& Bars.FirstBarOfSession
&& Bars.TickCount <1000)

{
EnterShort(100, "SP STOCKS Short");
}


{
SetStopLoss("SP STOCKS D-OC Short", CalculationMode.Price, ((DailyATR(5)[0]*0.7) + CurrentDayOHL().CurrentOpen[0]) , false);
SetProfitTarget ("SP STOCKS D-OC Short", CalculationMode.Price, ((PriorDayOHLC().PriorClose[0])));
}

[NinjaTrader_PatrickH]

Hello everington_f,

Thank you for your post.

It could be the condition, I would check this with a Print() as well. For example:

if (Position.MarketPosition == MarketPosition.Flat 
&& PriorDayOHLC().PriorOpen[0] < PriorDayOHLC().PriorClose[0] 
&& (CurrentDayOHL().CurrentOpen[0] - PriorDayOHLC().PriorClose[0]) > (DailyATR(5)[0]*0.1)	
&& ((CurrentDayOHL().CurrentOpen[0] - PriorDayOHLC().PriorClose[0]) <= (DailyATR(5)[0]*0.7))
&& CurrentDayOHL().CurrentOpen[0] > PriorDayOHLC().PriorHigh[0] 
&& Bars.FirstBarOfSession
&& Bars.TickCount <1000)

{
Print(Time[0] + " Enter Short");
EnterShort(100, "SP STOCKS Short"); 
}

[elliot5]

Thankyou for the reply and I will try your suggestion. The condition works on single Futures instruments so I am puzzled as to why it will not fire on multiple stocks.

[elliot5]

I get the message Data Error which tells me I do not have enough bars loaded in the array. I checked the historical data manager and there appears to be enough data there for the 20 stocks i am looking at. I use IB and their servers.

When I use:

Print (BarsRequired)

I get 15 in the output window... not the 30 that I stipulate in the GUI....


PROBLEM SOLVED.... i needed to have the correct exchange in the instrument manager list... default didnt work when loading the bars from IB

[NinjaTrader_PatrickH]

Thank you for the update on this!