Multi-Instrument using Strategy builder

[markkm]

Hello,
I have created a strategy with NQ (primary symbol), and ES in additional data, and entered NQ as series (in misc for signal condition) for all my set of conditions 1, and ES as series (in misc for signal condition) for all my set of conditions 2.

I tried to optimize my strategy in strategy tester and it only opens NQ.
It never opened ES.
Am I doing something wrong?

Please note that I am using NQ as instrument in data series in strategy tester.

Please help.

Thanks in advance.

[NinjaTrader_JoshG]

Hello markkm,
Thanks for your post.


Does this happen on the SIM101 account too?

Have you confirmed conditions are being met with Print() statements?

https://ninjatrader.com/support/helpGuides/nt8/en-us/?debugging_your_ninjascript_cod.htm

What is your condition?

What parameter are you trying to optimize?

Are you checking for the appropriate BarsInProgress?

[markkm]

Does this happen on the SIM101 account too?
It's on a simulated account.

Have you confirmed conditions are being met with Print() statements?
I am sorry, but I have no knowledge on programming.

What is your condition?
Stochastic, numerical value less than 20 for BUY entries on set #1 for NQ
Stochastic, numerical value less than 20 for BUY entries on set #2 for ES

What parameter are you trying to optimize?
I am trying exit conditions, Target profit, stop loss.

Are you checking for the appropriate BarsInProgress?
I am not sure what you mean with this, but I am using each tick, and not at close bar.

[NinjaTrader_JoshG]

The first thing I want you to do requires unlocking the code. Once the code is unlocked it will no longer be able to be edited with the Strategy Builder. If you want to go this route than I suggest removing

if (BarsInProgress != 0) 
	return;

from the top of OnBarUpdate() and trying to optimize again after compiling. I suspect that if your conditions are becoming true for order entry that you will now see results for both instruments.

[markkm]

It works!
Thank you very much for your help

[markkm]

If I have multi-instruments, is there a way to assign a symbol in actions e.g. "enter long" on ES?

Here's an example of what I am trying to do:
-In set 1, condition: entry based on stochastic for ES, action: "enter long" on ES
-In set 2, condition: entry based on RSI for NQ, action: "enter long" on NQ
my problem is: If conditions of set 1 are met, then it opens ES, and NQ. I'd like it to open only NQ.

Thanks!

[markkm]

I am sorry, I meant - I'd like it to open only ES -

[NinjaTrader_JoshG]

There will be no way to specify a certain BIP value in the Strategy Builder. You would need to unlock the code to do anything other than calculations with the additional Data Series'

Are you trying to enter in to multiple positions at a time?

Do you want to place an order to go long one ES contract and then want to increase your position size based on the RSI for the NQ?

[markkm]

Thanks for you prompt response!
I am trying to go long on ES and go short on NQ, and yes have the ability to increase the size on NQ, and all based on indicators entries
I unlocked the code and I'm sorry but I really don't know any programming.
I was able to remove theBarsInProgress != 0 from my code though which worked

[NinjaTrader_JoshG]

Unfortunately I am limited by the amount of support I can provide on this as we do not offer programming services. What you could do though is unlock the code, reference the correct BarsInProgress(BIP) index as a condition for the RSI calculation and then use the EnterLong() variation below to place your entries on different BIP indexes

EnterLong(int barsInProgressIndex, int quantity, string signalName)

The 'multi time frame' link below as well as the rest of the links below will help to accomplish this task.

Help Guide - Multi-Time frame & Instruments

Help Guide- BarsInProgress

Help Guide - EnterLong()

You can also contact a professional NinjaScript Consultant who would be eager to create or modify this script at your request or assist you with your script. The NinjaTrader Ecosystem has affiliate contacts who provide educational as well as consulting services. Please let me know if you would like our business development team to follow up with you with a list of affiliate consultants who would be happy to create this script or any others at your request.

[markkm]

Ok, thank you.