Automating a discretionary trader: how?

[PrecisionGuy]

I found in the documentation for NinjaScript a note:



Additional Bars are added to a script via the AddDataSeries() method in the OnStateChange() method when the State has reached State.Configure. When a Bars object is added to a script, it is also added to the BarsArray array. BarsArray functions like a container in the script that holds all Bars objects added to the script. As a Bars object is added to the script, it's added to BarsArray and given an index number so we can retrieve this Bars object later.

Warning: • This method should ONLY be called from the OnStateChange() method during State.Configure • Arguments supplied to AddDataSeries() should be hardcoded and NOT dependent on run-time variables which cannot be reliably obtained during State.Configure (e.g., Instrument, Bars, or user input). Attempting to add a data series dynamically is NOT guaranteed and therefore should be avoided. Trying to load bars dynamically may result in an error similar to: Unable to load bars series. Your NinjaScript may be trying to use an additional data series dynamically in an unsupported manner. • When instantiating indicators in a Multi-Series script in OnStateChange, the input any hosted indicator is running on should be explicitly stated (since a specific BarsInProgress is not guaranteed)

So if I can't dynamically put in the instrument being traded against, I have to do something like have a huge list of all relevant instruments in their own AddDataSeries() calls and access them via switch statement.

Am I missing something? Is there a better way to do this? Also, this trading style uses multi-leg spreads like strangles and calendars; any support for these in the API?

[NinjaTrader_ChrisL]

Hi PrecisionGuy, thanks for your post.

There is an example here that uses variables to dynamically load a secondary instrument. It's generally OK to use a variable here, but it is not supported to do so.

Best regards.

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