Managed Market Order inconsistently using added data series as the entry instrument

[9817_dynamic]

Hello,

I am trying to test a simple market order strategy in an MES chart using the ES as an added data series. When enabling the strategy in an MES chart using EnterLong, the order is inconsistently placed with ES as the order instrument. I can have two similar MES charts side by side to test the order entry and sometimes one places an ES market order and the other places an MES market order, and sometimes the market orders on both charts are both MES.


Any ideas on what might cause this? I am just testing an entry method at a specific time, and I have written fairly complex working strategies, but I have not seen this before. Is there an additional parameter for market orders that allows for which instrument to be chosen as the entry or order instrument?


Thank you for any thoughts

[NinjaTrader_Jim]

Hello 9817_dynamic,

Thanks for your post.

If you add an additional data series, OnBarUpdate will process for each data series added by the script, including the data series you apply the script against.

Multi Time Frame and Instruments (Important Read!) - https://ninjatrader.com/support/help...nstruments.htm

After reviewing you may see that if you do not use a BarsInProgress overload and specify the data series you want to submit the order to, the order will always go to the data series that is currently processing when the order was submitted.

We look forward to assisting.

[9817_dynamic]

Ahhhh,

I forgot to add the BarsInProgress for this test script. The script did not place the market order for the instrument of the chart I had enabled the strategy in, which was MES. It only placed an ES market order.

I will review the link in your reply.

Thank you!