Referencing other instruments in indicator

[brucelevy]

Hi, I am looking to reference my default instrument list with an indicator that will give a value for each of them. I am then looking to get the average value for the indicator of all the instruments to output.

The indicator plots a value of -1, 0, or +1.

[NinjaTrader_PatrickH]

Hello brucelevy,

Thank you for your post.

You would need to use Add() to add each instrument into the indicator or strategy. Then use the proper bars in progress index and bars array when necessary. Please go to Tools > Edit NinjaScript > Strategy > SampleMultiInstrument for and example. Please visit the following link for more information: http://ninjatrader.com/support/helpG...nstruments.htm

You can use unsupported code to add every instrument from an instrument list. For example:

NinjaTrader.Cbi.InstrumentList list1 = NinjaTrader.Cbi.InstrumentList.GetObject("FOREX");
  
 foreach (Instrument i in list1.Instruments)
 {
 Add(i.FullName, PeriodType.Minute, 5);
 }