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Identifying the instrument

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    Identifying the instrument

    Hi,

    Is there a way, with custom code, to identify the instrument I am currently back testing?.

    Something like:

    string Instrument;

    switch (Instrument) {
    case ES:
    Slippage=2;
    Bars.Session.TemplateName="My_15:30 to 22:15";
    break;
    case CAC40:
    Slippage=1;
    Bars.Session.TemplateName="My_15:00 to 22:30";
    break;
    default:

    break;
    }

    It would automatically instrument-custom-fill the back test window menu as soon as I select the strategy.

    Thanks

    #2
    Hello CJS,

    You can reference this with Instrument.MasterInstrument.Name.

    Unfortunately you will not be able to set Initialize()-level properties on it, as it may not be available by the time you need to set the properties, and Initialize() is called for all scripts, not just the one you're working with.
    Ryan M.NinjaTrader Customer Service

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