Multi Instrument Time Delay

[Redmoon22]

Hi NT-Supportteam,

is there a workable solution for time time delay problem in strategies with multiple instruments? If not, will the delay problem still be in NT8? I have searched and tried a lot, but still haven't found a good solution for this problem.

My Code:

protectedoverridevoid Initialize()
{

Add(Instrument2, PeriodType.Minute, 5); // Index [1]

}


protectedoverridevoid OnBarUpdate()
{

if ( BarsInProgress == 1 )
{
if (Closes[1][0] > Opens[1][0]) Signal = true;
// Signal Condition Ok at 10:00
}


if ( BarsInProgress == 0 && if (Signal == true) )
SubmitOrder( 0 , ... ) ;
// Order has to be submitted at 10:00

}


Instrument1 has Index0, Intrument2 has Index1.
The Signal comes from Instrument2(index1) at 10:00 and the Order in Instrument1(Index0) has to be submitted at 10:00.
Since my Instrument1 hast Minute period 5, the orders is submitted at 10:05.

How can I also submit the order in Instrument1 at 10:00 ?
Please help me.

[NinjaTrader_ZacharyG]

Hello Redmoon22,

Thank you for your inquiry.

Please ensure that you have set "CalculateOnBarClose" to false. The reason why the order is being submitted at 10:05 rather than 10:00 is because of your period being set to 5. After five minutes, the bar closes and your calculations are run. With "CalculateOnBarClose" set to false, the calculations will be run on each incoming tick. This can be CPU intensive, but this will allow your order to be submitted before the bar closes.

For more information about CalculateOnBarClose, please take a look at the NinjaTrader help guide at this link: http://www.ninjatrader.com/support/h...onbarclose.htm

The NinjaTrader help guide has a very helpful reference guide for NinjaScript. You can find an alphabetical reference here: http://www.ninjatrader.com/support/h..._reference.htm

Please, let us know if we can be of further assistance!