Some questions about running strategies in NT7

[joanNT]

Hi!

I don't know if somebody has asked you this before, if there is another post then please, only refer to the thread and I'll have a look.


1.- If I open a chart with historical data, it doesn't give me the possibility to add any strategy cause it's disabled, and shows you a message with "Disabled if Chart Trader is enabled". I'm not connected cause when I do (with my historical intrument SP ##-##) displays a message "...No security definition has been found..." that's right cause the SP ##-## doesn't exists. Which is the reason?

2.- I'm connected to IB but it doesn't refresh the data market, that is when I open ES 06-10 ona a 5Min chart it only displays the last close days data in 5 min format, I thought that it will be showing you the real market data too.

3.- I've been testing a strategy that works with two different inputs of the same instrument (primary 1 day and 60 Min) when I run the strategy with the SA (first I've added the two series in the same window of the SA chart) it changes the chart and shows only the primary serie, that is the 1 day. I thought that NT7 was able to plot the results on the multi-time chart. Is this possible?

4.- Could you give me an example of an strategy or indicator where I can see how to get the information of two different instruments added in a chart? I ask you this cause I would like to calculate the spread between different instruments an show the results in an indicator in the same window.

Thanks a lot

[NinjaTrader_Jason]

Hello joanNT,

1. You will need to be connected in order to start an automated strategy in the chart. If there is no access to real-time data, you cannot run an automated strategy.

Unfortunately IB does not support continuous instruments that use the ##-## expiry. You would need to use the front month contract.

2. I do receive real-time data for the ES 06-10 when connected to IB. Can you please check again. Select the ES 06-10 in both NinjaTrader and TWS and check if price updates in synch.

3. Ok, so you open up a Strategy Analyzer window and you setup the chart under the Chart-tab with two intervals. Subsequently you perform the backtest and the chart converts to one interval only?
How did you setup the chart in the Chart-tab with two intervals before backtesting your strategy?

4. Please see the information at the following forum thread regarding spreads.

http://www.ninjatrader-support2.com/vb/showthread.php?t=22954&highlight=spread

[joanNT]

Hi!,

1 - Ok

2 - I'tried again and it doesn't refresh the data, I've attached two images to show this.

3 -
First question: yes the chart is converted to only 1D interval (the primary one) => I must say that the strategy was from NT 6.5 and in the initialize method has an statment that adds the second interval of 60 Min.

Second question: It's only possible when I'm not connected, I simply select the SP ##-## that is located on the left panel and after that I type +SP ##-## 60M and I add it to the same chart (see the three image attached)

4- Thanks! that was surprising helpful!

[NinjaTrader_Jason]

Please right click the chart and select 'Data Series'. Make sure the 'End date' is set to today's date. Check if the chart receives real-time data.

As per #3, I need to verify with my colleagues.

[NinjaTrader_Jason]

Unfortunately the behavior as per #3 is as expected. The other data serie is added in the 'background', which means it will not be visualized in the chart.

[joanNT]

So, How can I manage to make this posible?, I mean if I design the strategy to work with two different series, and after by adding them into a chart, it will work?

Thanks

[NinjaTrader_JoshP]

joanNT,

It works just like how it works in 6.5. Just add in your code a secondary bar series. Run it on the primary on the chart and everything else is behind the hood.

Just like in 6.5, you cannot chart the secondary series in relation to the strategy. If you wanted to chart the secondary series you can add it to the chart separately, but that is not part of the strategy.

[joanNT]

Sorry but I don't know if I have understood this. I suposed NT is multi-time chart but now I understand it's only for visual purposes, I mean, you only can view the different data bar series or instruments, but you can not interactuate with them.

It's a pitty that you can add different instruments to a chart but then you can't design strategies for them as independent input data series to our strategies, is that true? or i'm wrong?

If somebody designs a strategy that simply buys when two different instruments have a special behavior, then you must fix the secondary instrument in the script code?

Thanks again

[NinjaTrader_JoshP]

No, you can definitely interact with secondary bar objects. You can add indicators, run other scripts on them, drag them around on the chart, use draw objects, etc.

All NinjaScript files are self contained. They run on whatever they are programmed to run on. They take the primary series from the chart as the input series. Any additional series you want for the script needs to be added into the code. This is how it works in 6.5. This is how it works in 7 as well.

[joanNT]

Thanks Josh, I thought that this new version could work like Visual Chart on the fact of having multiple input data series in the same strategy, perhaps on next release?

[NinjaTrader_JoshP]

Thanks for the suggestion. I have added it to our feedback list.