Multinstument problem

[dctdave]

I am trying to make a pair strategy in ninjatrader. I am mnot an experienced builder at all, so it could be a very simple solution. Although I can get a chart of the spread I can't seem to understand how to get an order for two different instuments. For instance in this case, where I added ^CAC40 as secondary instrument. This is what i got and is not working.....

protected override void OnBarUpdate()
{
// Condition set 1
if (CrossAbove(Spread(-20, 2, "^CAC40", true), Bollinger(Spread(-20, 2, "^CAC40", true), SD1, KT).Upper, 1))
{
if (BarsInProgress==0)
{ EnterLong(0,Aantal1, "");}
if (BarsInProgress==1)
{EnterShort(1,Aantal2, "");}
}


}

[NinjaTrader_JessicaP]

Thank you for your question, dctdave. In order to have a complete picture as far as what is going on, would it be possible to provide your Initialize section, where you set up your second instrument's bars?

[dctdave]

Hello Jessica. Below is the initialize section included :

protected override void Initialize()
{
Add(Spread(-20, 2, "^CAC40", true));
Add(Bollinger(Spread(-20, 2, "^CAC40", true), SD1, KT));
Add(Spread(-20, 2, "^CAC40", true));

CalculateOnBarClose = true;
Add("^CAC40",PeriodType.Day,1);
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Condition set 1
if (CrossAbove(Spread(-20, 2, "^CAC40", true), Bollinger(Spread(-20, 2, "^CAC40", true), SD1, KT).Upper, 1))
{
if (BarsInprogress==0)
{EnterLong(0,Aantal1, "");}
if (BarsInprogress==1)
EnterShort(1,Aantal2, "");}
}

[NinjaTrader_JessicaP]

Thank you for this additional information. While I can not speak to the third party Spread tool you are using, it looks like we may want to change the BarsInProgress index from 1 to 4, since you add your daily ^CAC40 series as your fourth series. If this does not get desired results or there are any questions we may answer please reach out.

[dctdave]

Thank you for the help. I will try this solution.

[dctdave]

Thanks,you were right. I get now signals for both products.