How to get SP 500 index in a script?

[hoyje]

I wanna get a index in my strategy to check the general trend of the market. Is it possible to get it in the script?

[NinjaTrader_AdamP]

hoyje,

Yes, you can use a multi-instrument strategy.

A sample comes with NinjaTrader. You can see it by going to Edit NinjaScript > Strategy > SampleMultiinstrument.

[hoyje]

private string indexName = @"^SP500"; // Default setting for IndexName

protected override void Initialize()
{
Add(IndexName, PeriodType.Day, 5000);

My strategy stop working after adding extra instrument even though I don't use it in the script?

[NinjaTrader_RyanM1]

Hi hoyje,

Are there any error messages in log tab of control center when you run the strategy? What is not working about it exactly?

[hoyje]

Hi hoyje,

Are there any error messages in log tab of control center when you run the strategy? What is not working about it exactly?

When using Strategy Analyser. I try backtest the strategy on DOW30 list with periodType.Day. First I try run the backtest without Add() and I get results. But when I adding the line Add() I don't get any results even though I don't even use the added index anywhere in the code. I have compile it and I don't get any errors. Code example, when uncomment Add() the script will stop working:

        
protected override void Initialize()
{
    //Add("^SP500", PeriodType.Day, 5000); 	
    SetStopLoss("", CalculationMode.Percent, 10, false);
    CalculateOnBarClose = true;
}

protected override void OnBarUpdate()
 {
     if (IsHighHigherThenHighestHigh)
        EnterLong();
			
     if (IsLowLowerThenLowestLow)
	ExitLong();
}

private bool IsHighHigherThenHighestHigh
{
   get 
   { 
      return High[0] > MAX(High, 50)[1]; 
   }
}
		
private bool IsLowLowerThenLowestLow
{
   get 
   { 
      return Low[0] < MIN(Low, 20)[1]; 
   }
}

[NinjaTrader_RyanM1]

You're adding a 5000-Day series. Minimum bars required must be satisfied for all series. With the default setting of 20, your strategy would require at least 270 years of historical daily data before it would start taking orders.

If you want to add a 1 day series, this is done with:
Add(PeriodType.Day, 1);

[hoyje]

You're adding a 5000-Day series. Minimum bars required must be satisfied for all series. With the default setting of 20, your strategy would require at least 27 years of historical daily data before it would start taking orders.

If you want to add a 1 day series, this is done with:
Add(PeriodType.Day, 1);

Seems to work now. Thanks for the help Ryan!

[NinjaTrader_RyanM1]

Glad that took care of it. Thanks for following up here.