Bars.GetDayBar(1).Close for multi-instrument

[adam081527]

hi,

I'm trying to add 2nd instrument to the program,

under Initialize(),
Add("ES 03-12", PeriodType.Minute, 5);

any idea how can i get px change this additional instrument??

Closes[1][0] - Bars.GetDayBar(1).Close ??

if i use Bars.GetDayBar(1).Close, it will gimme the previous closing px of Closes[0][0],

many thanks,

Adam

[NinjaTrader_RyanM1]

Hi Adam,
Thanks for the post. Can you please clarify what calculation you're looking for?

[adam081527]

hi Ryan,

thanks for fast reply,

im trying to calculate price change relative to previous day close,

thanks,

[NinjaTrader_RyanM1]

I don't feel you would need a multitime frame script for this. The last price is available with value Close[0] when CalculateOnBarClose = false. You can then make comparisons with this value and the built in PriorDayOHLC()

http://www.ninjatrader.com/support/helpGuides/nt7/prior_day_ohlc.htm

GetDayBar() is similar to this, but is intended for session data beyond the current, and previous day.

[adam081527]

thanks for telling me about the PriorDayOHLC(), i guess i make you confuse, my bad,

the case like this, im trying to print 2 instrument price changes to output window at the same time , let say "msft" and "intel", 5 minutes bars, price change = close[0] - PriorDayOHLC().PriorClose[1],

under "if( BarsInProgress == 0)", PriorDayOHLC().PriorClose[1] is the prior closing price for the default instrument, "msft"

my question is how can i get PriorDayOHLC().PriorClose[1] for "intel"??

[NinjaTrader_RyanM1]

Thanks for clarifying. I'm happy to help. You would need to include an Add() statement adding intel. You can access its values with Closes, or filtering updates within a specific BarsInProgress, which would allow you to access the same PriorDayOHLC.

There is a sample multi instrument strategy available through Tools > Edit NinjaScript > Strategy. Documentation for this is here:

http://www.ninjatrader.com/support/helpGuides/nt7/multi_time_frame__instruments.htm