Mutli-instrument & Mutli-time frame

[alexismailhot]

Hello guys,

I want to use the MRO( Most Recent Occurence ) function in my strategies, but its description says "This method will NOT work on multi-instrument or multi-time frame strategies".

What exactly does mutli-instrument & multi-time frame mean?
In my strategy, I use the SMA, the EMA and the price close functions. Is that mutli-instrument?

Thank you

[NinjaTrader_PaulH]

Hello alexismailhot,

Thanks for your post and welcome to the NinjaTrader forums!

A multi-instrument strategy would be one where the strategy code adds additional instruments. For example, if you applied your strategy to a chart of ES 06-18 and your strategy added NQ 06-18 then it would be a multi instrument strategy.

A multi-time frame strategy would be one where your strategy adds addition dataseries of the chart instrument. For example, if you applied your strategy to a 1-minute chart but you wanted to make entries based on a 5 minute or 15 minute based indicator.

It is possible to also have a multi-instrument, multi-time frame strategy as well.

If you are not using Add() method in your initialize section then you do not have a multi series/time frame strategy. Reference: https://ninjatrader.com/support/help.../nt7/?add3.htm

[alexismailhot]

I understand, thank you