Multi-Instrument Multi Strategy runtime

[Oil_Trader]

Fort NT7

When the system runs a multi-instrument / strategy simulation, do you calculate on a;

A. Concurrent basis = each instrument runs on the time-series at the same time for position sizing / money management purposes
B. Sequential basis = each instrument runs on a separate batch then you just aggregate the results?

Which one is it?

[NinjaTrader_RyanM1]

This reference sample offers a good example of the sequence of OnBarUpdate() calls.

If you want to try on your own, use the following script:

if (BarsInProgress == 0)
Print (Time[0] + " First Series");

if (BarsInProgress == 1)
Print (Times[1][0] + " Second Series");

That script will display the bars time stamp for the given series, depending on whether updates were called within context of primary series or secondary series.

Let us know if this doesn't answer your question.