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Strategy Builder two instruments not work always

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    #16
    Hello Jesse.

    Are you specifically expecting that the entry will happen on both instruments at the exact same time, one entry per script? Yes Jesse i wish in both strategys entrys in the same time with conditions in SPY.in both,

    In realtime you may see that one instrument has slower or faster data which could result in different fills.The fills is no my problem, The time for the fill yes. In ExitEs entry one bar late

    can you tell me what primary series is being used for each strategy? One minute in both Strategys

    I annex two charts

    Chart SPY with Strategy ExitSPY, you can see entry bar 9.32

    Chart ES with Strategy ExitES you can see entry bar 9.33. I wish entry in 9.32

    Please i must wrong my code in ExitES but i try differents ways and can not solved.

    Regards
    Attached Files

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      #17
      Hello walter739,

      If you are trying to have the strategies submit at exactly the same time that would be a situation where using a single strategy would be better for that use case. A multi series strategy can submit to a specific instruments so you could submit two orders at the same time without having to deal with differences in processing by adding additional series. You may still see the fill with some spacing depending on the current market and when the order is filled. As these are separate instruments we should not in general expect identical fills except for in historical data where processing is a guaranteed order. There is information about this concept in the following link: https://ninjatrader.com/support/help...ionInformation

      I look forward to being of further assistance.

      JesseNinjaTrader Customer Service

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