Multi instrument simulations

[mtthwbrnd]

I define the variables:

const int nSyms = 10;
string[] symbols = {"$AUDUSD", "$EURUSD", "$GBPUSD", "$NZDUSD", "$USDCAD", "$USDCHF", "$USDHKD", "$USDJPY", "$USDNOK", "$USDSGD"};

And then add the instruments in the Initialise() function as follows:

       protected override void Initialize()
        {
            CalculateOnBarClose = true;
            
            Print("Instruments.GetLength(0) = " + Instruments.GetLength(0));
            for(int i=0; i < Instruments.GetLength(0);i++) {
                Print("Instruments["+i+"].FullName = " + Instruments[i].FullName);
            }
            for (int i=0;i<nSyms;i++) {
                // only add the non-primary series
                Print("Attempting to add symbol " + symbols[i]);
                Print("    primary is " +  Instruments[0].FullName);
                if(0 != String.Compare(symbols[i], Instruments[0].FullName)){
                    Add(symbols[i], PeriodType.Minute, 5);
                    Print("    added " + symbols[i]);
                }
                else {
                    Print("    this is the primary series.");
                }
            }
            Print("Number of instruments is " + Instruments.GetLength(0));
            for(int i=0; i < Instruments.GetLength(0);i++) {
                Print("Instruments["+i+"].FullName = " + Instruments[i].FullName);
            }
}

When I do a backtest, I select an instrument from right pane of the strategy analyser window. I (incorrectly) expected that the instrument I select here would be the "primary data series" - but it is not.

If I right click on "$AUDUSD" to bring up the backtest dialogue, the Initiase function runs, and the output is:

Instruments.GetLength(0) = 1
Instruments[0].FullName = $GBPUSD
Attempting to add symbol $AUDUSD
primary is $GBPUSD
added $AUDUSD
Attempting to add symbol $EURUSD
primary is $GBPUSD
added $EURUSD
Attempting to add symbol $GBPUSD
primary is $GBPUSD
this is the primary series.
Attempting to add symbol $NZDUSD
primary is $GBPUSD
added $NZDUSD
Attempting to add symbol $USDCAD
primary is $GBPUSD
added $USDCAD
Attempting to add symbol $USDCHF
primary is $GBPUSD
added $USDCHF
Attempting to add symbol $USDHKD
primary is $GBPUSD
added $USDHKD
Attempting to add symbol $USDJPY
primary is $GBPUSD
added $USDJPY
Attempting to add symbol $USDNOK
primary is $GBPUSD
added $USDNOK
Attempting to add symbol $USDSGD
primary is $GBPUSD
added $USDSGD
Number of instruments is 10
Instruments[0].FullName = $GBPUSD
Instruments[1].FullName = $AUDUSD
Instruments[2].FullName = $EURUSD
Instruments[3].FullName = $NZDUSD
Instruments[4].FullName = $USDCAD
Instruments[5].FullName = $USDCHF
Instruments[6].FullName = $USDHKD
Instruments[7].FullName = $USDJPY
Instruments[8].FullName = $USDNOK
Instruments[9].FullName = $USDSGD

Why is $GBPUSD the Instruments[0].FullName in this case?

Thanks,
Matthew.

[NinjaTrader_Bertrand]

Matthew, there's no instrument set in the Initialize() as it will be set on the first OnBarUpdate() call - http://www.ninjatrader-support.com/H...tFullName.html