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BarsInProgress in a Multi Instrument Strategy

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    BarsInProgress in a Multi Instrument Strategy

    Hi,

    I developed a strategy that works with multiple instruments, adding DataSeries in State.Configure, like below:

    AddDataSeries("MES 06-20", BarsPeriodType.Minute, 5);
    AddDataSeries("MNQ 06-20", BarsPeriodType.Minute, 5);
    AddDataSeries("M2K 06-20", BarsPeriodType.Minute, 5);


    In OnBarUpdate() event I have a condition for the strategy to work only with the added instruments:

    if (BarsInProgress > 0)
    ExecuteStrategy();


    Through the ExecuteStrategy() method, my strategy performs all scheduled operations. In some tests that I'm doing, the BarsInProgress variable is 0 (zero), inside the ExecuteStrategy() method. However, if I have a condition to execute the ExecuteStrategy() method only if the BarsInProgress is greater than 0 (zero), why is this variable changing value after the condition (if (BarsInProgress > 0) )?
    Tks.

    #2
    Hello brunoviveiros,

    Thanks for your post.

    I have attached a script that tests this and I am not seeing these symptoms. Please confirm the same with this test script. If you see an issue with your script but not the test script, your strategy logic may be processing some actions outside of your call to ExecuteStrategy, or ExecuteStrategy is getting called elsewhere in your logic.

    I look forward to assisting.
    Attached Files
    JimNinjaTrader Customer Service

    Comment


      #3

      Hi, Jim.

      Thanks for the answer.
      The ExecuteStrategy() method is where all the strategy definition is and is called only by the OnBarUpdate() event. I will test the code sent and if it occurs, inform here.

      Another question:
      The only way to work with multi instruments is adding the instruments using the AddDataSeries() method or can I, for example, get the instruments inserted in the Market Analyzer?

      I wonder.

      Comment


        #4
        Hello brunoviveiros,

        If you would like to access additional data, it would be done by adding the instrument with AddDataSeries to the script. There is not a supported way to access data from another window in the platform.

        Let us know if you have any questions.
        JimNinjaTrader Customer Service

        Comment

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