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How to add index filter condition to strategy?
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How to add index filter condition to strategy?
How do I add a condition to my strategy in which the S&P500 index closes above the 100 day simple moving average? -
Hello NGorodzhiy,
Thank you for writing in. If you were comparing the SP500 index against another instrument (the primary data series you loaded on a chart), then in code it would look something like the following:
Code:protected override void Initialize() { CalculateOnBarClose = true; Add("^SP500", BarsPeriod.Day, 1); } protected override void OnBarUpdate() { if(BarsInProgress == 0 && Closes[1][0] > SMA(Closes[0], 100)) { //Do something } }
Please let me know if you have any questions or if I may be of further assistance.Michael M.NinjaTrader Quality Assurance
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