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Multi Instrument and multiple timeframes

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    Multi Instrument and multiple timeframes

    Do you have any examples of a strategy that references multiple instrument and multiple timeframes? In terms of performance, would it perform the same as single instrument strategy?

    If I want to avoid this type of coding ...

    if (BarsInProgress == 0)
    {
    Print(Time[0] + " " +Instrument.FullName + " 0: " +

    if (BarsInProgress == 1)
    {
    Print(Time[0] + " " +Instrument.FullName + " 1: " +

    How can I determine which dataseries\instrument is in progress with out all the if statements?

    Thanks in advance!!

    #2
    Hello mrmistermike2016,

    Thanks for your post.

    In your NinjaTrader is the example strategy "SampleMultiTimeFrame" that is commented in the code section to assist with understanding its function.

    Here is a link to a reference example of entering on one-time frame and exiting on another: http://ninjatrader.com/support/forum...ead.php?t=5787

    Using the BarsInProgress is the only way to know which instrument & time frame has called the OnBarUpdate(). The helpguide offers a good read on multi time frame/series coding here: http://ninjatrader.com/support/helpG...nstruments.htm

    I would not be able to advise on a strategies performance as there are simply too many variables.
    Paul H.NinjaTrader Customer Service

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