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Mutli-instrument & Mutli-time frame

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    Mutli-instrument & Mutli-time frame

    Hello guys,

    I want to use the MRO( Most Recent Occurence ) function in my strategies, but its description says "This method will NOT work on multi-instrument or multi-time frame strategies".

    What exactly does mutli-instrument & multi-time frame mean?
    In my strategy, I use the SMA, the EMA and the price close functions. Is that mutli-instrument?

    Thank you

    #2
    Hello alexismailhot,

    Thanks for your post and welcome to the NinjaTrader forums!

    A multi-instrument strategy would be one where the strategy code adds additional instruments. For example, if you applied your strategy to a chart of ES 06-18 and your strategy added NQ 06-18 then it would be a multi instrument strategy.

    A multi-time frame strategy would be one where your strategy adds addition dataseries of the chart instrument. For example, if you applied your strategy to a 1-minute chart but you wanted to make entries based on a 5 minute or 15 minute based indicator.

    It is possible to also have a multi-instrument, multi-time frame strategy as well.

    If you are not using Add() method in your initialize section then you do not have a multi series/time frame strategy. Reference: https://ninjatrader.com/support/help.../nt7/?add3.htm
    Paul H.NinjaTrader Customer Service

    Comment


      #3
      I understand, thank you

      Comment

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