I'd like to create a strategy that trades two instruments from a single strategy. Say I want to go long in AAA and also go short in BBB, either at the same time, or just one but not the other. After browsing other similar threads on the forum, I took a look at the MultiInstrumentStrategy sample but that sample doesn't appear to actually trade multiple symbols, it only references multiple instrument data series/bars.
Also, the Ninjascript documentation for the various order methods don't show a way to specify which symbol to submit the order (unless I missed it).
Is what I'm asking just not possible? If it is, can someone provide sample syntax on how to submit orders for a given symbol in a multi-instrument strategy?
Thanks,
Kerry
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