Startegy run on one instrument but trade another

[NinjaTrader_ChelseaB]

Hello rocketstock,

This request to place orders to an added series in the strategy builder is being tracked with ID# SFT-5450.

Please note, we receive many requests and cannot reasonably implement all requested features or changes. Interest is tracked internally and if enough interest is tracked, it would be weighed against how feasible it would be to make those changes to consider implementing, so we cannot offer an ETA or promise of fulfillment.

When new features are implemented, they will be listed in the Release Notes page of the Help Guide. The ID number may be different than the internal feature request tracking ID, but the description of the feature will let you know if that feature has been implemented.

Release Notes - https://ninjatrader.com/support/help...ease_notes.htm

[rocketstock]

HI Chelsea,

Thanks did this get implemented in new release since Feb?

[NinjaTrader_BrandonH]

Hello rocketstock,

Thanks for your note.

No, this feature request has not been implemented into the NinjaTrader platform at this time.

Deciding on features for future releases is not a simple black-and-white decision. There are many factors involved including but not limited to:

• Demand which is measured by objective user requests and subjective discretion on the part of our Product Management team.
• Feasibility
• Developer bandwidth
• Current projects in the queue
• Economics

You'll find a note regarding your feature request in the release notes when a feature is implemented.

Release Notes — https://ninjatrader.com/support/help...ease_notes.htm

Let us know if we may assist further.

[rocketstock]

Thanks Brandon.

[Tasker-182]

Sorry to bother on this topic again. But what is the use of the secondary or primary data series in strategy builder in picture i posted above. Can I not use that secondary data series to act on the primary. Like is ES was the secondary data series in strategy builder and MES was the primary in strategy on chart. Just trying to understand the purpose of the data series in startegy builder. Is there a video or link to that please?

You absolutely can do this in the strategy builder IF you apply your strategy to an MES chart AND that you have added ES as the additional data. Then it is a matter of creating the conditions based on the ES data and when your conditions are true the entry order will occur on the MES data. You can access all of the indicators and price data based on the ES data series.

I've attached an example strategy builder strategy (pretty much same as sample MA crossover) that shows adding the ES 09-22 1 minute bars. When placed on a 1 minute MES 09-22 chart, the strategy will place orders based on an EMA of ES data crossing over the SMA on ES data.

An issue to note here is that you will not be able to see the ES data nor the indicators the ES is using UNLESS you add then to the same chart for visualization. I've created a chart where the main series is MES and you can see that the orders are placed there. In the second data series (manually added to the chart) ES 09-22 and I've added the same indicators that the strategy builder is using to visualize the crossovers on the ES moving averages based on the ES data. The crossovers will correspond to the entry/exit orders you see on the MES data to verify that the strategy is performing as expected using the ES data and indicators and placing the orders only on the MES data.

I hope this has been helpful.



[ATTACH]n1211215[/ATTACH]

[rocketstock]

You absolutely can do this in the strategy builder IF you apply your strategy to an MES chart AND that you have added ES as the additional data. Then it is a matter of creating the conditions based on the ES data and when your conditions are true the entry order will occur on the MES data. You can access all of the indicators and price data based on the ES data series.

I've attached an example strategy builder strategy (pretty much same as sample MA crossover) that shows adding the ES 09-22 1 minute bars. When placed on a 1 minute MES 09-22 chart, the strategy will place orders based on an EMA of ES data crossing over the SMA on ES data.

An issue to note here is that you will not be able to see the ES data nor the indicators the ES is using UNLESS you add then to the same chart for visualization. I've created a chart where the main series is MES and you can see that the orders are placed there. In the second data series (manually added to the chart) ES 09-22 and I've added the same indicators that the strategy builder is using to visualize the crossovers on the ES moving averages based on the ES data. The crossovers will correspond to the entry/exit orders you see on the MES data to verify that the strategy is performing as expected using the ES data and indicators and placing the orders only on the MES data.

I hope this has been helpful.



[ATTACH]n1211215[/ATTACH]

Thank you very much,