General program for multi instrument

[staycool3_a]

Hi

Initialize:
Add(FirstInstrument, BarsPeriods[0].Id, BarsPeriods[0].Value);
Add(SecondInstrument, BarsPeriods[0].Id, BarsPeriods[0].Value);
OBU:

a= GetCurrentBid(1);// bid of second instrument
B= GetCurrentBid(0);// bid of first instrument

OR

a= GetCurrentBid(1);// bid of first instrument
B= GetCurrentBid(2);// bid of second instrument

Hi which one is the correct way to access the data series under initialize?

[srvsrv]

My vote:

Initialize:
Add(FirstInstrument, BarsPeriods[0].Id, BarsPeriods[0].Value);
Add(SecondInstrument, BarsPeriods[0].Id, BarsPeriods[0].Value);

namespace
{
class
{
private const int idxPrimary = 0;
private const int idxFirstInstrument = 1;
private const int idxSecondInstrument = 2;

Initialize()
{
Add(FirstInstrument, BarsPeriods[0].Id, BarsPeriods[0].Value); // idxFirstInstrument
Add(SecondInstrument, BarsPeriods[0].Id, BarsPeriods[0].Value); // idxSecondInstrument
}

OnBarUpdate()
{
a= GetCurrentBid(idxSecondInstrument);
B= GetCurrentBid(idxFirstInstrument);
}
}
}

[NinjaTrader_PaulH]

Hello calhawk01,

Thanks for your post.

Using BarsPeriods or BarsPeriod in the initialize section is not supported. You can hard code the ID and type or use an input.

However if you are stuck with using BarsPeriod, you would want to use BarsPeriod (as opposed to BarsPeriods) to accomplish your goals.

In the OBU section:

a= GetCurrentBid(1);// bid of first instrument added
b= GetCurrentBid(2);// bid of second instrument added.

[NinjaTrader_ChelseaB]

Hello calhawk01,

Try:

protected override void Initialize()
{
// the primary series will be BarsInProgress 0
// this will be BarsInProgress 1
Add(FirstInstrument, BarsPeriod.Id, BarsPeriod.Value);
// this will be BarsInProgress 2
Add(SecondInstrument, BarsPeriod.Id, BarsPeriod.Value);
}

protected override void OnBarUpdate()
{
if (BarsInProgress == 0)
{
Print(GetCurrentAsk(1));
Print(GetCurrentAsk(2)):
}
}