Strategy Builder Multi-Instrument

[JMont1]

Strategy Builder is allowing me to create a multi-instrument set up. But it appears I need to actually select the secondary instrument with a specific month/yr. So next month I will have to go back in and correct the new dates.

My primary instrument is a currency like 6E but I want to use FDAX as part of the strategy.

I did try FDAX ##-## but it killed the trades. Adjusting dates means I need to edit every reference away from the secondary instrument, change the date, then go back to reference it again. I am suing multiple instruments so it is a real bear of a job.

Am I able to use this continuous timeframe since I do not want to continually have to adjust dates. Could I be doing something wrong?

[NinjaTrader_Jesse]

Hello JMont1,

Thank you for the post.

If the secondary is different you would need to specify the specific contract for the instrument if using futures. There is currently no way to have this be dynamic, unfortunately.

The continuous contract symbol would not be suggested as this would rely on the provider being used to offer that symbol and data. The platforms merge settings instead would create a continuous contract when merge backadjusted is used so using a contract month would be suggested.

If you have multiple scripts that need to be edited or multiple secondary series where using the GUI may be tedious, you may try making a duplicate of the script and unlock it. In that case, you could do a replace all to replace old contracts with new contracts. The original strategy could be used to update the script and rebuild it if needed.


I look forward to being of further assistance.

[JMont1]

@NinjaTrader_Jesse, I expected this answer and had already realized I could do the unlock coded but hoped to avoid it, since I am actually using about 5 other instruments. Do you think there is any possibility of this capability being offered in the future?

Thank you for that very quick response.

[NinjaTrader_Jesse]

Hello JMont1,

For this use case, I could put in a feature request. Based on the case it would likely be best to be able to select an instrument by its master symbol (ES), and then have some kind of choice on what contract it should automatically pick. Does this seem like it would work for your goals or do you have any specific suggests on what you would like to see implemented?

The potential problem with this is that the platform is now up to picking the correct contract which is very much the traders choice on which contract they want to be trading. If you just want to trade the current contract, I could mention that in the feature request to have it auto select the current contract.

The alternative would be to have a string input where you just type the needed secondary instruments in with the full format ES 09-18. This, however, is currently not supported but we do have an existing feature request for the ability to dynamically add secondary data in this way. Currently, you can only hardcode the instruments in which is essentially what the builder is doing as well.




I look forward to being of further assistance.